Takatoshi Ito
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Takatoshi Ito, 2017.
"Growth Convergence and the Middle-Income Trap,"
Asian Development Review, MIT Press, vol. 34(1), pages 1-27, March.
Mentioned in:
- The Cruel Arithmetic of Income Convergence in East Asia
by djgreen2009@gmail.com (David Jay Green) in Asia Economics Blog on 2022-10-26 11:46:51
- The Cruel Arithmetic of Income Convergence in East Asia
- Takeo Hoshi & Takatoshi Ito, 2012.
"Defying Gravity: How Long Will Japanese Government Bond Prices Remain High?,"
NBER Working Papers
18287, National Bureau of Economic Research, Inc.
Mentioned in:
- L’abenomics est-elle une réussite ?
by ? in D'un champ l'autre on 2014-03-24 23:44:00 - Inflation and Fiscal Policy
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2016-09-12 18:01:59
- L’abenomics est-elle une réussite ?
- Takatoshi ITO, 2007.
"Asian Currency Crisis and the International Monetary Fund, 10 Years Later: Overview,"
Asian Economic Policy Review, Japan Center for Economic Research, vol. 2(1), pages 16-49, June.
Mentioned in:
- East Asia’s precautionary financing fix
by Randall Henning in East Asia Forum on 2022-10-06 11:00:11
- East Asia’s precautionary financing fix
- Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2008.
"Random Walk or A Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability,"
NBER Working Papers
14160, National Bureau of Economic Research, Inc.
- Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2012. "Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability," Quantitative Finance, Taylor & Francis Journals, vol. 12(6), pages 893-905, March.
Mentioned in:
- In praise of belief in efficient markets
by chris dillow in Stumbling and Mumbling on 2009-02-13 17:14:47
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko, 2010.
"Determinants of Currency Invoicing in Japanese Exports: A firm-level analysis,"
Discussion papers
10034, Research Institute of Economy, Trade and Industry (RIETI).
Mentioned in:
- Japanâs rising yen and the decline of the US dollar
by Masaya Sakuragawa in East Asia Forum on 2011-10-01 17:00:26
- Japanâs rising yen and the decline of the US dollar
- Takatoshi Ito & Satoshi Koibuchi & Kiyotaka Sato & Junko Shimizu, 2010.
"Why has the yen failed to become a dominant invoicing currency in Asia? A firm-level analysis of Japanese Exporters' invoicing behavior,"
NBER Working Papers
16231, National Bureau of Economic Research, Inc.
Mentioned in:
- Japanâs rising yen and the decline of the US dollar
by Masaya Sakuragawa in East Asia Forum on 2011-10-01 17:00:26
- Japanâs rising yen and the decline of the US dollar
- Author Profile
- Ranking Economists
by Matthew Kahn in Environmental and Urban Economics on 2017-11-06 07:32:00 - Room for Improvement
by Matthew Kahn in Environmental and Urban Economics on 2018-11-08 22:59:00 - REPEC December 2018 Academic Economic Report Cards
by Matthew Kahn in Environmental and Urban Economics on 2019-01-04 01:16:00
- Ranking Economists
Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Canova, Fabio & Ito, Takatoshi, 1991.
"The Time-Series Properties of the Risk Premium in the Yen/Dollar Exchange Market,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(2), pages 125-142, April-Jun.
Mentioned in:
Working papers
- Masahiro Yamada & Takatoshi Ito, 2020.
"Price Discovery and Liquidity Recovery: Forex Market Reactions to Macro Announcements,"
NBER Working Papers
27036, National Bureau of Economic Research, Inc.
Cited by:
- Papavassiliou, Vassilios G. & Kinateder, Harald, 2021. "Information shares and market quality before and during the European sovereign debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
- Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2020.
"Execution Risk and Arbitrage Opportunities in the Foreign Exchange Markets,"
NBER Working Papers
26706, National Bureau of Economic Research, Inc.
Cited by:
- Ramona Rupeika-Apoga & Stefan Wendt, 2021. "FinTech in Latvia: Status Quo, Current Developments, and Challenges Ahead," Risks, MDPI, vol. 9(10), pages 1-23, October.
- Takatoshi Ito & Tomoyoshi Yabu, 2020.
"Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy,"
NBER Working Papers
26644, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Yabu, Tomoyoshi, 2020. "Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy," Journal of the Japanese and International Economies, Elsevier, vol. 58(C).
Cited by:
- Patricks Ogiji & Tersoo Shimonkabir Shitile & Nuruddeen Usman, 2022. "Estimating asymmetries in monetary policy reaction function: an oil price augmented Taylor type rule for Nigeria under unconventional regime," Economic Change and Restructuring, Springer, vol. 55(3), pages 1655-1672, August.
- Lian An & Mark A. Wynne & Ren Zhang, 2020. "Shock-Dependent Exchange Rate Pass-Through: Evidence Based on a Narrative Sign Approach," Globalization Institute Working Papers 379, Federal Reserve Bank of Dallas.
- Wickes, Ron, 2021. "Trade deficits and trade conflict: The United States and Japan," Japan and the World Economy, Elsevier, vol. 60(C).
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & Shimizu Junko & YOSHIMI Taiyo, 2019.
"Choice of Invoice Currency and Exchange Rate Risk Management: 2018 Questionnaire Survey with Japanese Overseas Subsidiaries (Japanese),"
Discussion Papers (Japanese)
19042, Research Institute of Economy, Trade and Industry (RIETI).
Cited by:
- KATO Atsuyuki, 2019. "Exchange Rates and Intra- and Inter-Firm Trade in Japan," Discussion papers 19082, Research Institute of Economy, Trade and Industry (RIETI).
- Takatoshi Ito & Masahiro Yamada, 2017.
"Did the Reform Fix the London Fix Problem?,"
NBER Working Papers
23327, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Yamada, Masahiro, 2018. "Did the reform fix the London fix problem?," Journal of International Money and Finance, Elsevier, vol. 80(C), pages 75-95.
Cited by:
- Marjolein E. Verhulst & Philippe Debie & Stephan Hageboeck & Joost M. E. Pennings & Cornelis Gardebroek & Axel Naumann & Paul van Leeuwen & Andres A. Trujillo-Barrera & Lorenzo Moneta, 2021.
"When Two Worlds Collide: Using Particle Physics Tools to Visualize the Limit Order Book,"
Papers
2109.04812, arXiv.org.
- Marjolein E. Verhulst & Philippe Debie & Stephan Hageboeck & Joost M. E. Pennings & Cornelis Gardebroek & Axel Naumann & Paul van Leeuwen & Andres A. Trujillo‐Barrera & Lorenzo Moneta, 2021. "When two worlds collide: Using particle physics tools to visualize the limit order book," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1715-1734, November.
- Nuria Boot & Timo Klein & Maarten Pieter Schinkel, 2017. "Collusive Benchmark Rates Fixing," Tinbergen Institute Discussion Papers 17-122/VII, Tinbergen Institute, revised 17 Apr 2019.
- Benenchia, Matteo & Galati, Luca & Lepone, Andrew, 2024. "To fix or not to fix: The representativeness of the WM/R methodology that underpins the FX benchmark rates. A pre-registered report," Pacific-Basin Finance Journal, Elsevier, vol. 84(C).
- Michael Melvin & Wenqiang Pan & Petra Wikstrom, 2020.
"Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns,"
CESifo Working Paper Series
8143, CESifo.
- Melvin, Michael & Pan, Wenqiang & Wikstrom, Petra, 2020. "Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns," Journal of Financial Markets, Elsevier, vol. 51(C).
- Nuria Boot & Timo Klein & Maarten Pieter Schinkel, 2017. "Collusive Benchmark Rates Fixing," Discussion Papers of DIW Berlin 1715, DIW Berlin, German Institute for Economic Research.
- Takatoshi Ito, 2016.
"A New Financial Order in Asia: Will a RMB bloc emerge?,"
NBER Working Papers
22755, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 2017. "A new financial order in Asia: Will a RMB bloc emerge?," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 232-257.
Cited by:
- Wanlin Cai, 2022. "Determinants of the renminbi anchor effect: From the perspective of the belt and road initiative," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3421-3433, July.
- Shin-ichi Fukuda & Mariko Tanaka, 2017.
"The Impacts of Emerging Asia on Global Financial Markets,"
CIRJE F-Series
CIRJE-F-1050, CIRJE, Faculty of Economics, University of Tokyo.
- Shin-ichi Fukuda & Mariko Tanaka, 2017. "The Impacts of Emerging Asia on Global Financial Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(12), pages 2725-2743, December.
- Mariko Tanaka & Shin-ichi Fukuda, 2019. "Spillover Effects of Asian Financial Markets on the Global Markets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 15(1), pages 151-174, July.
- Kai-Hua WANG & Chi-Wei SU & Hsu-Ling CHANG & Ji MA & Cristina IOVU, 2017. "Purchasing Power Parity In China: An Empirical Investigation Based On Bootstrap Rollingwindow Test," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 166-181, December.
- Benjamin KEDDAD & SATO Kiyotaka, 2019. "Pegging or Floating? A Regime-Switching Perspective of Asian Exchange Rate Practices," Discussion papers 19073, Research Institute of Economy, Trade and Industry (RIETI).
- Keddad, Benjamin & Sato, Kiyotaka, 2022. "The influence of the renminbi and its macroeconomic determinants: A new Chinese monetary order in Asia?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
- Kinkyo, Takuji, 2021. "Region-wide connectedness of Asian equity and currency markets," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Robert N McCauley & Hiro Ito, 2018.
"A key currency view of global imbalances,"
BIS Working Papers
762, Bank for International Settlements.
- Ito, Hiro & McCauley, Robert N., 2019. "A key currency view of global imbalances," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 97-115.
- Kinkyo, Takuji, 2020. "Growing influences of the Chinese renminbi on Asian exchange rates: Evidence from a wavelet analysis of dynamic spillovers," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Chen, Yu-Lun & Xu, Ke, 2021. "The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets," Journal of Banking & Finance, Elsevier, vol. 127(C).
- Hwee K. Chow, 2021. "Connectedness of Asia Pacific forex markets: China's growing influence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3807-3818, July.
- Wan, Xiaoli & Yan, Yuruo & Zeng, Zhixiong, 2020. "Exchange rate regimes and market integration: evidence from the dynamic relations between renminbi onshore and offshore markets," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Ming Zhang & Bin Zhang, 2017. "The Boom and Bust of the RMB's Internationalization: A Perspective from Cross-Border Arbitrage," Asian Economic Policy Review, Japan Center for Economic Research, vol. 12(2), pages 237-253, July.
- Yu, Ziliang & Liu, Xiaomeng & Liu, Zhuqing & Li, Yang, 2023. "Central bank swap arrangements and exchange rate volatility: Evidence from China," Emerging Markets Review, Elsevier, vol. 56(C).
- ITO Hiroyuki & KAWAI Masahiro, 2024. "Size of Major Currency Zones and Their Determinants," Discussion papers 24059, Research Institute of Economy, Trade and Industry (RIETI).
- Akihiko Ikeda, 2020. "Currency Swap Agreements and Financial Crises in Small Open Economies," KIER Working Papers 1033, Kyoto University, Institute of Economic Research.
- He, Qing & Liu, Junyi & Yu, Jishuang, 2023. "Dancing with dragon: The RMB and developing economies’ currencies," Research in International Business and Finance, Elsevier, vol. 64(C).
- Takatoshi Ito, 2018. "Changing International Financial Architecture: Growing Chinese Influence?," Asian Economic Policy Review, Japan Center for Economic Research, vol. 13(2), pages 192-214, July.
- An, Jiyoun & Kim, Hyo Sang & Park, Bokyeong, 2024. "Do China's policy measures for RMB internationalization foster currency co-movements?," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 1033-1050.
- Shekhar Hari Kumar & Vimal Balasubramaniam & Ila Patnaik & Ajay Shah, 2020. "Who cares about the Renminbi?," 2020 Papers pha1373, Job Market Papers.
- Angella Faith LAPUKENI & SATO Kiyotaka, 2019. "Invoice Currency Choice in Malawi's Imports from Asia: Is there any evidence of Renminbi Internationalization?," Discussion papers 19060, Research Institute of Economy, Trade and Industry (RIETI).
- Schclarek, Alfredo & Xu, Jiajun, 2022. "Exchange rate and balance of payment crisis risks in the global development finance architecture," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
- Hao, Kaixuan & Han, Liyan & Li, (Tony) Wei, 2022. "The impact of China's currency swap lines on bilateral trade," International Review of Economics & Finance, Elsevier, vol. 81(C), pages 173-183.
- Shekhar Hari Kumar & Ila Patnaik, 2018.
"Internationalisation of the Rupee,"
Working Papers
id:12551, eSocialSciences.
- Kumar, Shekhar Hari & Patnaik, Ila, 2018. "Internationalisation of the Rupee," Working Papers 18/222, National Institute of Public Finance and Policy.
- Georgios Magkonis & Simon Rudkin, 2019. "Does Trilemma Speak Chinese?," Working Papers in Economics & Finance 2019-01, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- ITO Hiroyuki & KAWAI Masahiro, 2021. "The Global Monetary System and the Use of Local Currencies in ASEAN+3," Discussion papers 21019, Research Institute of Economy, Trade and Industry (RIETI).
- Shigeki Ono, 2020. "Impacts of conventional and unconventional US monetary policies on global financial markets," International Economics and Economic Policy, Springer, vol. 17(1), pages 1-24, February.
- Sato, Kiyotaka & Shimizu, Junko, 2018. "International use of the renminbi for invoice currency and exchange risk management: Evidence from the Japanese firm-level data," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 286-301.
- Chiappini, Raphaël & Lahet, Delphine, 2020.
"Exchange rate movements in emerging economies - Global vs regional factors in Asia,"
China Economic Review, Elsevier, vol. 60(C).
- Raphael Chiappini & Delphine Lahet, 2020. "Exchange rate movements in emerging economies - Global vs regional factors in Asia," Post-Print hal-03431453, HAL.
- Kinkyo, Takuji, 2022. "The intermediating role of the Chinese renminbi in Asian currency markets: Evidence from partial wavelet coherence," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Peijie Wang & Ping Wang, 2024. "Emerging influence of the RMB on currency markets in a transpiring tri‐polar international monetary system," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 443-464, January.
- Kinkyo, Takuji, 2020. "Time-frequency dynamics of exchange rates in East Asia," Research in International Business and Finance, Elsevier, vol. 52(C).
- He, Qing & Wang, Wenqing & Yu, Jishuang, 2023. "Exchange rate co-movements and corporate foreign exchange exposures: A study on RMB," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Chen, Yu-Lun & Mo, Wan-Shin & Qin, Rong-Ling & Yang, J. Jimmy, 2023. "Return spillover across China's financial markets," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
- Robert N McCauley & Chang Shu, 2018. "Recent RMB policy and currency co-movements," BIS Working Papers 727, Bank for International Settlements.
- Wen, Tiange & Wang, Gang-Jin, 2020. "Volatility connectedness in global foreign exchange markets," Journal of Multinational Financial Management, Elsevier, vol. 54(C).
- Yanping Zhao & Zaghum Umar & Xuan Vinh Vo, 2021. "Return and volatility connectedness of Chinese onshore, offshore, and forward exchange rate," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1843-1860, November.
- Chang Sik Kim & Sunghyun Kim & Yunjong Wang, 2018. "RMB Bloc in East Asia: Too Early to Talk About It?," Asian Economic Papers, MIT Press, vol. 17(3), pages 31-48, Fall.
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko, 2016.
"Exchange Risk Management and the Choice of Invoice Currency: 2013 questionnaire survey of Japanese exporting firms (Japanese),"
Discussion Papers (Japanese)
16035, Research Institute of Economy, Trade and Industry (RIETI).
Cited by:
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko & YOSHIMI Taiyo, 2021. "The Dollar, the Yen, or the RMB? A Survey Data Analysis of Invoicing Currencies among Japanese Overseas Subsidiaries," Discussion papers 21016, Research Institute of Economy, Trade and Industry (RIETI).
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko, 2016.
"Choice of Invoice Currency in Japanese Trade: Industry and commodity level analysis,"
Discussion papers
16031, Research Institute of Economy, Trade and Industry (RIETI).
Cited by:
- Georgios Georgiadis & Ben Schumann, 2019.
"Dominant-Currency Pricing and the Global Output Spillovers from U.S. Dollar Appreciation,"
Globalization Institute Working Papers
368, Federal Reserve Bank of Dallas.
- Georgiadis, Georgios & Schumann, Ben, 2019. "Dominant-currency pricing and the global output spillovers from US dollar appreciation," Working Paper Series 2308, European Central Bank.
- Georgios Georgiadis & Ben Schumann, 2019. "Dominant-currency pricing and the global output spillovers from US dollar appreciation," GRU Working Paper Series GRU_2019_021, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Georgiadis, Georgios & Schumann, Ben, 2021. "Dominant-currency pricing and the global output spillovers from US dollar appreciation," Journal of International Economics, Elsevier, vol. 133(C).
- Sasaki, Yuri & Yoshida, Yushi & Otsubo, Piotr Kansho, 2022. "Exchange rate pass-through to Japanese prices: Import prices, producer prices, and the core CPI," Journal of International Money and Finance, Elsevier, vol. 123(C).
- Thorbecke, Willem, 2020. "How Japanese firms can weather endaka periods: Evidence from the transportation equipment industry," Japan and the World Economy, Elsevier, vol. 56(C).
- Georgios Georgiadis & Ben Schumann, 2019.
"Dominant-Currency Pricing and the Global Output Spillovers from U.S. Dollar Appreciation,"
Globalization Institute Working Papers
368, Federal Reserve Bank of Dallas.
- Takatoshi Ito & Masahiro Yamada, 2016.
"Puzzles in the Tokyo Fixing in the Forex Market: Order Imbalances and Bank Pricing,"
UTokyo Price Project Working Paper Series
069, University of Tokyo, Graduate School of Economics.
- Ito, Takatoshi & Yamada, Masahiro, 2017. "Puzzles in the Tokyo fixing in the forex market: Order imbalances and Bank pricing," Journal of International Economics, Elsevier, vol. 109(C), pages 214-234.
Cited by:
- Ito, Takatoshi & Yamada, Masahiro, 2018.
"Did the reform fix the London fix problem?,"
Journal of International Money and Finance, Elsevier, vol. 80(C), pages 75-95.
- Takatoshi Ito & Masahiro Yamada, 2017. "Did the Reform Fix the London Fix Problem?," NBER Working Papers 23327, National Bureau of Economic Research, Inc.
- Alain Chaboud & Dagfinn Rime & Vladyslav Sushko, 2023.
"The foreign exchange market,"
BIS Working Papers
1094, Bank for International Settlements.
- Alain Chaboud & Dagfinn Rime & Vladyslav Sushko, 2023. "The foreign exchange market," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 12, pages 253-275, Edward Elgar Publishing.
- Ingomar Krohn & Philippe Mueller & Paul Whelan, 2021.
"Foreign Exchange Fixings and Returns Around the Clock,"
Staff Working Papers
21-48, Bank of Canada.
- Ingomar Krohn & Philippe Mueller & Paul Whelan, 2024. "Foreign Exchange Fixings and Returns around the Clock," Journal of Finance, American Finance Association, vol. 79(1), pages 541-578, February.
- Aldo Barrios & Rob Franolic & Davide Giovanardi & Michael Melvin, 2022. "Trading with the Informed and against the Uninformed: Flows and Positioning in the Global Currency Market," CESifo Working Paper Series 9921, CESifo.
- Takatoshi Ito, 2016.
"Japanization: Is it Endemic or Epidemic?,"
NBER Working Papers
21954, National Bureau of Economic Research, Inc.
Cited by:
- Grabowiecki Jerzy, 2019. "Abenomics: from the “Great Stagnation” to the “Three-Arrows Strategy”," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 55(3), pages 201-211, September.
- Takatoshi Ito & Masahiro Yamada, 2016.
"Puzzles in the Forex Tokyo “Fixing”: Order Imbalances and Biased Pricing by Banks,"
NBER Working Papers
22820, National Bureau of Economic Research, Inc.
Cited by:
- Chen, Xiaohong & Linton, Oliver & Schneeberger, Stefan & Yi, Yanping, 2019. "Semiparametric estimation of the bid–ask spread in extended roll models," Journal of Econometrics, Elsevier, vol. 208(1), pages 160-178.
- Takatoshi Ito & Masahiro Yamada, 2015.
"High-frequency, Algorithmic Spillovers Between NASDAQ and Forex,"
NBER Working Papers
21122, National Bureau of Economic Research, Inc.
Cited by:
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2016.
"Asymmetric volatility connectedness on forex markets,"
Papers
1607.08214, arXiv.org.
- Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2017. "Asymmetric volatility connectedness on the forex market," Journal of International Money and Finance, Elsevier, vol. 77(C), pages 39-56.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2017. "Asymmetric volatility connectedness on the forex market," KIER Working Papers 956, Kyoto University, Institute of Economic Research.
- Zhou, Hao & Kalev, Petko S., 2019. "Algorithmic and high frequency trading in Asia-Pacific, now and the future," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 186-207.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2016.
"Asymmetric volatility connectedness on forex markets,"
Papers
1607.08214, arXiv.org.
- Takatoshi Ito & Satoshi Koibuchi & Kiyotaka Sato & Junko Shimizu, 2015.
"Exchange Rate Exposure and Risk Management: The case of Japanese Exporting Firms,"
NBER Working Papers
21040, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Koibuchi, Satoshi & Sato, Kiyotaka & Shimizu, Junko, 2016. "Exchange rate exposure and risk management: The case of Japanese exporting firms," Journal of the Japanese and International Economies, Elsevier, vol. 41(C), pages 17-29.
Cited by:
- Fukai, Taiyo & Kawaguchi, Daiji & Kondo, Ayako & Yokoyama, Izumi, 2024.
"How do firms attain internal and external flexibility of employment?,"
Labour Economics, Elsevier, vol. 91(C).
- FUKAI Taiyo & KAWAGUCHI Daiji & KONDO Ayako & YOKOYAMA Izumi, 2023. "How Do Firms Attain Internal and External Flexibility of Employment?," Discussion papers 23089, Research Institute of Economy, Trade and Industry (RIETI).
- MORIKAWA Masayuki, 2016. "Uncertainty over Exchange Rates and Exports: Evidence from dispersion of expectations as a measure of uncertainty," Discussion papers 16010, Research Institute of Economy, Trade and Industry (RIETI).
- Jérôme Héricourt & Clément Nedoncelle, 2018.
"Multi-destination firms and the impact of exchange-rate risk on trade,"
Post-Print
hal-01913757, HAL.
- Héricourt, Jérôme & Nedoncelle, Clément, 2018. "Multi-destination firms and the impact of exchange-rate risk on trade," Journal of Comparative Economics, Elsevier, vol. 46(4), pages 1178-1193.
- Satoshi Koibuchi & Mizuki Goto, 2018. "Geographical Distribution of Firm Structure and Capital Investment: Cases of Major Japanese Exporters," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 14(3), pages 461-488, July.
- Sikarwar, Ekta, 2020. "Forex interventions and exchange rate exposure: Evidence from emerging market firms," Economic Modelling, Elsevier, vol. 93(C), pages 69-81.
- Willem THORBECKE, 2020. "Weathering Safe Haven Capital Flows: Evidence from the Japanese Transportation Equipment Industry," Discussion papers 20024, Research Institute of Economy, Trade and Industry (RIETI).
- Willem THORBECKE & Ahmet SENGONUL, 2022. "The Impact of Exchange Rates on the Turkish Economy," Discussion papers 22043, Research Institute of Economy, Trade and Industry (RIETI).
- Willem THORBECKE, 2021.
"East Asian and European Firms: Comrades or Competitors,"
Discussion papers
21098, Research Institute of Economy, Trade and Industry (RIETI).
- Willem Thorbecke, 2021. "East Asian and European Firms: Comrades or Competitors," Working Papers hal-03483959, HAL.
- Hao, Xiangchao & Sun, Qinru & Xie, Fang, 2020. "Does foreign exchange derivatives market promote R&D? International industry-level evidence," Economic Modelling, Elsevier, vol. 91(C), pages 33-42.
- Willem THORBECKE, 2024. "Investigating Japan’s Machinery and Equipment Exports after the Global Financial Crisis," Discussion papers 24033, Research Institute of Economy, Trade and Industry (RIETI).
- Jérôme Héricourt & Clément Nedoncelle, 2015. "Relative Real Exchange-Rate Volatility, Multi-Destination Firms and Trade: Micro Evidence and Aggregate Implications," Working Papers 2015-03, CEPII research center.
- Zhang Chen & Ibrahim Sakouba, 2021. "Impact of the number of bonds on bond portfolio exposure to interest rate risk," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4777-4797, July.
- Willem THORBECKE, 2024. "How Oil Prices Impact the Taiwanese Economy: Evidence from the stock market," Discussion papers 24071, Research Institute of Economy, Trade and Industry (RIETI).
- Sticca, Ralph Melles & Nakao, Silvio Hiroshi, 2019. "Hedge accounting choice as exchange loss avoidance under financial crisis: Evidence from Brazil," Emerging Markets Review, Elsevier, vol. 41(C).
- Idris Abdullahi Abdulqadir, 2022. "The nonlinearity of exchange rate pass‐through on currency invoice: A quantile, generalized method of moments and threshold effect‐test from sub‐Sahara African economies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1473-1494, January.
- Hay, Chanthol, 2021. "Real dollarization in Phnom Penh, Evidence from two surveys," Japan and the World Economy, Elsevier, vol. 60(C).
- Willem THORBECKE & Nimesh SALIKE & CHEN Chen, 2020. "Product Complexity, Exports, and Exchange Rates: Evidence from the Japanese Chemical Industry," Discussion papers 20085, Research Institute of Economy, Trade and Industry (RIETI).
- Willem Thorbecke, 2021. "The Exposure of French and South Korean Firm Stock Returns to Exchange Rates and the COVID-19 Pandemic," JRFM, MDPI, vol. 14(4), pages 1-29, April.
- Meen Chee Hong & Ei Yet Chu & Saw Imm Song, 2018. "Exchange Rate Exposure and Crude Oil Price: The Case of an Emerging Market," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 14(2), pages 157-184.
- Richard Friberg & Mark Sanctuary, 2022.
"Matched trade at the firm level and the micro origins of international business‐cycle comovement,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 2997-3009, July.
- Friberg, Richard & Sanctuary, Mark, 2019. "Matched trade at the firm level and the micro origins of international business-cycle comovement," CEPR Discussion Papers 14122, C.E.P.R. Discussion Papers.
- Jérôme Héricourt & Clément Nedoncelle, 2016.
"How Multi-Destination Firms Shape the Effect of Exchange Rate Volatility on Trade: Micro Evidence and Aggregate Implications,"
Working Papers
2016-05, CEPII research center.
- Jérôme Héricourt & Clément Nedoncelle, 2017. "How Multi-Destination Firms Shape the Effect of Exchange Rate Volatility on Trade: Micro Evidence and Aggregate Implications," CEPREMAP Working Papers (Docweb) 1620, CEPREMAP.
- Héricourt, Jérôme & Nedoncelle, Clément, 2018. "Multi-destination firms and the impact of exchange-rate risk on trade," Journal of Comparative Economics, Elsevier, vol. 46(4), pages 1178-1193.
- Tscheke, Jan, 2016. "Operational Hedging of Exchange Rate Risks," Discussion Papers in Economics 30227, University of Munich, Department of Economics.
- Willem THORBECKE, 2024. "How Oil Prices Impact the Indonesian and South Korean Economies: Evidence from the stock market," Discussion papers 24070, Research Institute of Economy, Trade and Industry (RIETI).
- Sato, Kiyotaka & Shimizu, Junko, 2018. "International use of the renminbi for invoice currency and exchange risk management: Evidence from the Japanese firm-level data," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 286-301.
- Martin, Julien & Lyonnet, Victor & Mejean, Isabelle, 2016.
"Invoicing Currency and Financial Hedging,"
CEPR Discussion Papers
11700, C.E.P.R. Discussion Papers.
- Victor Lyonnet & Julien Martin & Isabelle Mejean, 2022. "Invoicing Currency and Financial Hedging," Post-Print hal-03949044, HAL.
- Victor Lyonnet & Julien Martin & Isabelle Mejean, 2022. "Invoicing Currency and Financial Hedging," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(8), pages 2411-2444, December.
- Willem THORBECKE, 2021. "The Exposure of French and South Korean Firms to Exchange Rates and the COVID-19 Pandemic: Evidence from the Stock Market," Discussion papers 21017, Research Institute of Economy, Trade and Industry (RIETI).
- Kazunobu Hayakawa & Nuttawut LAKSANAPANYAKUL & Toshiyuki Matsuura & Taiyo Yoshimi, 2024. "Export Dynamics and Invoicing Currency," Keio-IES Discussion Paper Series 2024-005, Institute for Economics Studies, Keio University.
- Willem THORBECKE, 2022. "Investigating How Exchange Rates Affected the Japanese Economy after the Advent of Abenomics," Discussion papers 22003, Research Institute of Economy, Trade and Industry (RIETI).
- Fengming Qin & Junru Zhang & Zhaoyong Zhang, 2018. "RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan," Risks, MDPI, vol. 6(4), pages 1-26, October.
- Saharan, Anureet & Rajendran, Madhumathi, 2024. "Do corporate hedge theories explain the natural hedge strategies of firms? A meta-analytic review," International Review of Economics & Finance, Elsevier, vol. 94(C).
- Thorbecke, Willem, 2020. "How Japanese firms can weather endaka periods: Evidence from the transportation equipment industry," Japan and the World Economy, Elsevier, vol. 56(C).
- Thorbecke, Willem & Salike, Nimesh & Chen, Chen, 2022. "The impact of exchange rate changes on the Japanese chemical industry," Japan and the World Economy, Elsevier, vol. 62(C).
- Anureet Saharan & Madhumathi Rajendran, 2024. "Does the hedge pay? Assessing natural hedging’s role in firm valuation under varying macroeconomic conditions," Future Business Journal, Springer, vol. 10(1), pages 1-18, December.
- Izumi Yokoyama & Kazuhito Higa & Daiji Kawaguchi, 2018. "Adjustments of regular and non-regular workers to exogenous shocks: Evidence from exchange rate fluctuation," Bank of Japan Working Paper Series 18-E-2, Bank of Japan.
- Sung C. Bae & Taek Ho Kwon, 2023. "Exchange Rate Risk Management using Currency Derivatives: The Case of Exposures to Japanese Yen," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(3), pages 621-647, September.
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko, 2015.
"Choice of Invoice Currency in Global Production and Sales Networks: The case of Japanese overseas subsidiaries,"
Discussion papers
15080, Research Institute of Economy, Trade and Industry (RIETI).
Cited by:
- Zakaria Moussa, 2016. "How big is the comeback? Japanese exchange rate pass-through assessed by time-varying FAVAR," Post-Print hal-03714934, HAL.
- Angella Faith LAPUKENI & SATO Kiyotaka, 2019. "Invoice Currency Choice in Malawi's Imports from Asia: Is there any evidence of Renminbi Internationalization?," Discussion papers 19060, Research Institute of Economy, Trade and Industry (RIETI).
- Sato, Kiyotaka & Shimizu, Junko, 2018. "International use of the renminbi for invoice currency and exchange risk management: Evidence from the Japanese firm-level data," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 286-301.
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko, 2015.
"Exchange Risk Management and the Choice of Invoice Currency: 2014 Questionnaire Survey of Japanese Overseas Subsidiaries (Japanese),"
Discussion Papers (Japanese)
15054, Research Institute of Economy, Trade and Industry (RIETI).
Cited by:
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko & YOSHIMI Taiyo, 2021. "The Dollar, the Yen, or the RMB? A Survey Data Analysis of Invoicing Currencies among Japanese Overseas Subsidiaries," Discussion papers 21016, Research Institute of Economy, Trade and Industry (RIETI).
- Takatoshi Ito & Masahiro Yamada, 2015.
"Was the Forex Fixing Fixed?,"
NBER Working Papers
21518, National Bureau of Economic Research, Inc.
Cited by:
- Evans, Martin D.D., 2018. "Forex trading and the WMR Fix," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 233-247.
- Martin Evans, 2014.
"Forex Trading and the WMR Fix,"
Working Papers
gueconwpa~14-14-03, Georgetown University, Department of Economics.
- Evans, Martin, 2017. "Forex Trading and the WMR Fix," MPRA Paper 81583, University Library of Munich, Germany, revised 25 Sep 2017.
- Evans, Martin, 2014. "Forex Trading and the WMR Fix," MPRA Paper 58151, University Library of Munich, Germany.
- Yamada, Masahiro & Ito, Takatoshi, 2017. "The forex fixing reform and its impact on cost and risk of forex trading banks," Finance Research Letters, Elsevier, vol. 21(C), pages 157-162.
- evans, Martin, 2019.
"Front-Running and Collusion in Forex Trading,"
MPRA Paper
94209, University Library of Munich, Germany.
- Martin D. D. Evans, 2019. "Front-Running and Collusion in Forex Trading," Working Papers gueconwpa~19-19-02, Georgetown University, Department of Economics.
- Takatoshi Ito, 2014.
"We Are All QE-sians Now,"
IMES Discussion Paper Series
14-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
Cited by:
- OGAWA Eiji & WANG Zhiqian, 2015. "Effects of a Quantitative Easing Monetary Policy Exit Strategy on East Asian Currencies," Discussion papers 15037, Research Institute of Economy, Trade and Industry (RIETI).
- Sébastien Lechevalier & Brieuc Monfort, 2016. "Abenomics: Has it worked? Will it fail?," Working Papers halshs-01415428, HAL.
- Jan Willem End & Christiaan Pattipeilohy, 2017. "Central Bank Balance Sheet Policies and Inflation Expectations," Open Economies Review, Springer, vol. 28(3), pages 499-522, July.
- Joshua K. Hausman & Johannes F. Wieland, 2015. "Overcoming the Lost Decades? Abenomics after Three Years," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 46(2 (Fall)), pages 385-431.
- Chun-Hung Kuo & Hiroaki Miyamoto, 2016. "Quantitative Easing and the Labor Market in Japan," Working Papers EMS_2016_02, Research Institute, International University of Japan.
- Aßhoff, Sina & Belke, Ansgar & Osowski, Thomas, 2021.
"Unconventional monetary policy and inflation expectations in the Euro area,"
Economic Modelling, Elsevier, vol. 102(C).
- Aßhoff, Sina & Belke, Ansgar & Osowski, Thomas, 2020. "Unconventional monetary policy and inflation expectations in the euro area," Ruhr Economic Papers 837, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Philipp Roderweis & Jamel Saadaoui & Francisco Serranito, 2023.
"Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process,"
Working Papers
hal-04159825, HAL.
- Francisco Serranito & Philipp RODERWEIS & Jamel Saadaoui, 2023. "Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process," EconomiX Working Papers 2023-17, University of Paris Nanterre, EconomiX.
- Junko Koeda, 2018.
"Macroeconomic Effects of Quantitative and Qualitative Monetary Easing Measures,"
IMES Discussion Paper Series
18-E-16, Institute for Monetary and Economic Studies, Bank of Japan.
- Koeda, Junko, 2019. "Macroeconomic effects of quantitative and qualitative monetary easing measures," Journal of the Japanese and International Economies, Elsevier, vol. 52(C), pages 121-141.
- Mészáros Mercédesz & Kiss Gábor Dávid, 2020. "Spillover effects of unconventional monetary policy on capital markets in the shadow of the Eurozone: A sample of non-Eurozone countries," Review of Economic Perspectives, Sciendo, vol. 20(2), pages 171-195, June.
- Marina Kolosnitsyna & Anna Philippova, 2017. "Family Benefits and Poverty: The Case of Russia," HSE Working papers WP BRP 03/PSP/2017, National Research University Higher School of Economics.
- Gunji, Hiroshi, 2024. "Impact of the Kuroda Bazooka on Japanese households’ borrowing intentions," Japan and the World Economy, Elsevier, vol. 69(C).
- Ichiro Fukunaga & Naoya Kato & Junko Koeda, 2015.
"Maturity Structure and Supply Factors in Japanese Government Bond Markets,"
IMES Discussion Paper Series
15-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Ichiro Fukunaga & Naoya Kato & Junko Koeda, 2015. "Maturity Structure and Supply Factors in Japanese Government Bond Markets," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 33, pages 45-96, November.
- Edda Claus & Iris Claus & Leo Krippner, 2016.
"Monetary Policy Spillovers across the Pacific when Interest Rates Are at the Zero Lower Bound,"
Asian Economic Papers, MIT Press, vol. 15(3), pages 1-27, Fall.
- Edda Claus & Iris Claus & Leo Krippner, 2016. "Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound," Reserve Bank of New Zealand Discussion Paper Series DP2016/08, Reserve Bank of New Zealand.
- Christensen, Jens H.E. & Spiegel, Mark M., 2022. "Monetary reforms and inflation expectations in Japan: Evidence from inflation-indexed bonds," Journal of Econometrics, Elsevier, vol. 231(2), pages 410-431.
- Breitenlechner, Max & Gründler, Daniel & Scharler, Johann, 2021. "Unconventional monetary policy announcements and information shocks in the U.S," Journal of Macroeconomics, Elsevier, vol. 67(C).
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko, 2013.
"Exchange Rate Risk Management of Export Firms: New findings from a questionnaire survey,"
Discussion papers
13024, Research Institute of Economy, Trade and Industry (RIETI).
Cited by:
- Daniel Gersten Reiss, 2016.
"Invoice Currency In Brazil,"
Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting]
106, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Reiss, Daniel Gersten, 2014. "Invoice Currency in Brazil," MPRA Paper 59412, University Library of Munich, Germany.
- Takatoshi Ito & Satoshi Koibuchi & Kiyotaka Sato & Junko Shimizu, 2015.
"Exchange Rate Exposure and Risk Management: The case of Japanese Exporting Firms,"
NBER Working Papers
21040, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Koibuchi, Satoshi & Sato, Kiyotaka & Shimizu, Junko, 2016. "Exchange rate exposure and risk management: The case of Japanese exporting firms," Journal of the Japanese and International Economies, Elsevier, vol. 41(C), pages 17-29.
- Daniel Gersten Reiss, 2015.
"Invoice Currency: puzzling evidence and new questions from Brazil,"
Working Papers Series
382, Central Bank of Brazil, Research Department.
- Reiss, Daniel Gersten, 2014. "Invoice Currency in Brazil," MPRA Paper 59412, University Library of Munich, Germany.
- Daniel Gersten Reiss, 2015. "Invoice currency: Puzzling evidence and new questions from Brazil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 16(2), pages 206-225.
- Chen, Zhe & Hong, Junjie & Sun, Xiaonan, 2019.
"Exchange Rate Risk and Trade Mode Choice in the Processing Trade: Evidence from Chinese Data,"
AGI Working Paper Series
2019-09, Asian Growth Research Institute.
- Zhe Chen & Junjie Hong & Xiaonan Sun, 2020. "Exchange rate risk and trade mode choice in processing trade: Evidence from Chinese data," Review of International Economics, Wiley Blackwell, vol. 28(2), pages 537-564, May.
- Tadashi Ito & Toshihiro Okubo, 2016. "The Impact of the Euro on the Quality of Trade: Evidence from the European Union," Manchester School, University of Manchester, vol. 84(4), pages 506-527, July.
- Daniel Gersten Reiss, 2016.
"Invoice Currency In Brazil,"
Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting]
106, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko, 2013.
"Exchange Rate Exposure and Exchange Rate Risk Management: The case of Japanese exporting firms,"
Discussion papers
13025, Research Institute of Economy, Trade and Industry (RIETI).
Cited by:
- Hualing Lin & Qiubi Sun & Sheng-Qun Chen, 2020. "Reducing Exchange Rate Risks in International Trade: A Hybrid Forecasting Approach of CEEMDAN and Multilayer LSTM," Sustainability, MDPI, vol. 12(6), pages 1-19, March.
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko, 2013.
"Choice of Invoicing Currency: New evidence from a questionnaire survey of Japanese export firms,"
Discussion papers
13034, Research Institute of Economy, Trade and Industry (RIETI).
Cited by:
- Chen, Natalie & Chung, Wanyu & Novy, Dennis, 2019.
"Vehicle currency pricing and exchange rate pass-through,"
LSE Research Online Documents on Economics
102748, London School of Economics and Political Science, LSE Library.
- Natalie Chen & Wanyu Chung & Dennis Novy, 2019. "Vehicle Currency Pricing and Exchange Rate Pass-Through," CESifo Working Paper Series 7695, CESifo.
- Natalie Chen & Wanyu Chung & Dennis Novy, 2022. "Vehicle Currency Pricing and Exchange Rate Pass-Through," Journal of the European Economic Association, European Economic Association, vol. 20(1), pages 312-351.
- Chen, Natalie & Chung, Wanyu & Novy, Dennis, 2018. "Vehicle Currency Pricing and Exchange Rate Pass-Through," CEPR Discussion Papers 13085, C.E.P.R. Discussion Papers.
- Natalie Chen & Wanyu Chung & Dennis Novy, 2019. "Vehicle currency pricing and exchange rate pass-through," CEP Discussion Papers dp1624, Centre for Economic Performance, LSE.
- Mehl, Arnaud & Eichengreen, Barry & Chiţu, Livia, 2014.
"Network effects, homogeneous goods and international currency choice: new evidence on oil markets from an older era,"
Working Paper Series
1651, European Central Bank.
- Barry Eichengreen & Livia Chiu & Arnaud Mehl, 2016. "Network effects, homogeneous goods and international currency choice: New evidence on oil markets from an older era," Canadian Journal of Economics, Canadian Economics Association, vol. 49(1), pages 173-206, February.
- Barry Eichengreen & Livia Chiţu & Arnaud Mehl, 2016. "Network effects, homogeneous goods and international currency choice: New evidence on oil markets from an older era," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 49(1), pages 173-206, February.
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko, 2015. "Choice of Invoice Currency in Global Production and Sales Networks: The case of Japanese overseas subsidiaries," Discussion papers 15080, Research Institute of Economy, Trade and Industry (RIETI).
- SHIMIZU Junko & SATO Kiyotaka, 2015. "Abenomics, Yen Depreciation, Trade Deficit, and Export Competitiveness," Discussion papers 15020, Research Institute of Economy, Trade and Industry (RIETI).
- Miguel Mello, 2017. "Derivatives and Exchange Rate Hedging Strategies in Uruguayan Firms," Documentos de trabajo 2017005, Banco Central del Uruguay.
- Thi-Ngoc Anh NGUYEN & SATO Kiyotaka, 2015. "Asymmetric Exchange Rate Pass-Through in Japanese Exports: Application of the threshold vector autoregressive model," Discussion papers 15098, Research Institute of Economy, Trade and Industry (RIETI).
- Gerardo Licandro & Miguel Mello, 2017. "Foreign Currency Invoicing of Domestic Transactions as a Hedging Strategy Theory and Evidence for Uruguay," Documentos de trabajo 2017004, Banco Central del Uruguay.
- OGAWA Eiji & MUTO Makoto, 2017. "Declining Japanese Yen and Inertia of the U.S. Dollar," Discussion papers 17018, Research Institute of Economy, Trade and Industry (RIETI).
- Eiji Ogawa & Makoto Muto, 2019. "What Determines Utility of International Currencies?," JRFM, MDPI, vol. 12(1), pages 1-31, January.
- Kristina V. Shvandar & Artur V. Glazunov, 2017. "National Currencies in Foreign Trade Transactions: International Experience and Results," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 4, pages 122-135, August.
- Zakaria Moussa, 2016. "How big is the comeback? Japanese exchange rate pass-through assessed by Time-Varying FAVAR," Working Papers hal-01282811, HAL.
- Chen, Natalie & Chung, Wanyu & Novy, Dennis, 2019.
"Vehicle currency pricing and exchange rate pass-through,"
LSE Research Online Documents on Economics
102748, London School of Economics and Political Science, LSE Library.
- Takeo Hoshi & Takatoshi Ito, 2012.
"Defying Gravity: How Long Will Japanese Government Bond Prices Remain High?,"
NBER Working Papers
18287, National Bureau of Economic Research, Inc.
Cited by:
- Real Arai & Junji Ueda, 2012.
"A Numerical Evaluation on a Sustainable Size of Primary Deficit in Japan,"
Discussion papers
ron235, Policy Research Institute, Ministry of Finance Japan.
- Arai, Real & Ueda, Junji, 2013. "A numerical evaluation of the sustainable size of the primary deficit in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 30(C), pages 59-75.
- Real Arai & Junji Ueda, 2012. "A Numerical Evaluation on a Sustainable Size of Primary Deficit in Japan," KIER Working Papers 823, Kyoto University, Institute of Economic Research.
- Randall S. Jones & Satoshi Urasawa, 2013. "Restoring Japan's Fiscal Sustainability," OECD Economics Department Working Papers 1050, OECD Publishing.
- Gary D. Hansen & Selahattin Imrohoroglu, 2013.
"Fiscal Reform and Government Debt in Japan: A Neoclassical Perspective,"
IMES Discussion Paper Series
13-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Gary Hansen & Selo Imrohoroglu, 2013. "Fiscal Reform and Government Debt in Japan: A Neoclassical Perspective," NBER Working Papers 19431, National Bureau of Economic Research, Inc.
- Gary Hansen & Selahattin Imrohoroglu, 2016. "Fiscal Reform and Government Debt in Japan: A Neoclassical Perspective," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 201-224, July.
- Selahattin Imrohoroglu & Gary Hansen, 2013. "Fiscal Reform and Government Debt in Japan: A Neoclassical Perspective," 2013 Meeting Papers 697, Society for Economic Dynamics.
- David Greenlaw & James D. Hamilton & Peter Hooper & Frederic S. Mishkin, 2013. "Crunch Time: Fiscal Crises and the Role of Monetary Policy," NBER Working Papers 19297, National Bureau of Economic Research, Inc.
- Naoyuki Yoshino & Tetsuro Mizoguchi, 2013. "Change in the Flow of Funds and the Fiscal Rules Needed for Fiscal Stabilization," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 9(1), pages 51-70, January.
- Tanweer Akram & Huiqing Li, 2019. "The Impact of the Bank of Japan's Monetary Policy on Japanese Government Bonds' Low Nominal Yields," Economics Working Paper Archive wp_938, Levy Economics Institute.
- Heller, Peter S., 2016. "The challenge of an aged and shrinking population: Lessons to be drawn from Japan’s experience," The Journal of the Economics of Ageing, Elsevier, vol. 8(C), pages 85-93.
- Heller, Peter S., 2015. "The Challenge of an Aged Population: Lessons to be drawn from Japan's Experience," CIS Discussion paper series 651, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
- Tanweer Akram & Huiqing Li, 2018. "The Dynamics of Japanese Government Bonds' Nominal Yields," Economics Working Paper Archive wp_906, Levy Economics Institute.
- Tanweer Akram & Huiqing Li, 2020. "Some Empirical Models of Japanese Government Bond Yields Using Daily Data," Economics Working Paper Archive wp_962, Levy Economics Institute.
- Sagiri Kitao & Selahattin Imrohoroglu & Tomoaki Yamada, 2013.
"Achieving Fiscal Balance in Japan,"
Economics Working Paper Archive at Hunter College
441, Hunter College Department of Economics.
- Tomoaki Yamada & Sagiri Kitao & Selahattin Imrohoroglu, 2013. "Achieving Fiscal Balance in Japan," 2013 Meeting Papers 736, Society for Economic Dynamics.
- Selahattin İmrohoroğlu & Sagiri Kitao & Tomoaki Yamada, 2016. "Achieving Fiscal Balance In Japan," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(1), pages 117-154, February.
- Mr. Serkan Arslanalp & Mr. Waikei R Lam, 2013. "Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics," IMF Working Papers 2013/213, International Monetary Fund.
- McNelis, Paul D. & Yoshino, Naoyuki, 2016. "Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan," Journal of Financial Stability, Elsevier, vol. 27(C), pages 122-136.
- Koji Nakamura & Tomoyuki Yagi, 2015. "Fiscal Conditions and Long-term Interest Rates," Bank of Japan Working Paper Series 15-E-10, Bank of Japan.
- David O. Lucca & Jonathan H. Wright, 2022.
"The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under,"
Staff Reports
1013, Federal Reserve Bank of New York.
- David O. Lucca & Jonathan H. Wright, 2024. "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," Journal of Finance, American Finance Association, vol. 79(2), pages 1055-1085, April.
- David Lucca & Jonathan H. Wright, 2022. "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," NBER Working Papers 29971, National Bureau of Economic Research, Inc.
- Jan Jacobs & Kazuo Ogawa & Elmer Sterken & Ichiro Tokutsu, 2020.
"Public Debt, Economic Growth and the Real Interest Rate: A Panel VAR Approach to EU and OECD Countries,"
Applied Economics, Taylor & Francis Journals, vol. 52(12), pages 1377-1394, March.
- Kazuo Ogawa & Elmer Sterken & Ichiro Tokutsu, 2016. "Public Debt, Economic Growth and the Real Interest Rate:A Panel VAR Approach to EU and OECD Countries," ISER Discussion Paper 0955, Institute of Social and Economic Research, Osaka University.
- Takeo Hoshi & Takatoshi Ito, 2013. "Is the Sky the Limit? Can Japanese Government Bonds Continue to Defy Gravity?," Asian Economic Policy Review, Japan Center for Economic Research, vol. 8(2), pages 218-247, December.
- Mr. Jochen R. Andritzky, 2012. "Government Bonds and their Investors: What Are the Facts and Do they Matter?," IMF Working Papers 2012/158, International Monetary Fund.
- Rintaro Yamaguchi & Masayuki Sato & Kazuhiro Ueta, 2016. "Measuring Regional Wealth and Assessing Sustainable Development: An Application to a Disaster-Torn Region in Japan," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 129(1), pages 365-389, October.
- Ogawa, Kazuo & Imai, Kentaro, 2014. "Why do commercial banks hold government bonds? The case of Japan," Journal of the Japanese and International Economies, Elsevier, vol. 34(C), pages 201-216.
- Mr. Derek Anderson & Mr. Dennis P Botman & Mr. Benjamin L Hunt, 2014. "Is Japan’s Population Aging Deflationary?," IMF Working Papers 2014/139, International Monetary Fund.
- Åsa Johansson & Yvan Guillemette & Fabrice Murtin & David Turner & Giuseppe Nicoletti & Christine de la Maisonneuve & Philip Bagnoli & Guillaume Bousquet & Francesca Spinelli, 2013. "Long-Term Growth Scenarios," OECD Economics Department Working Papers 1000, OECD Publishing.
- Hui, Hon Chung, 2013. "Fiscal sustainability in Malaysia: a re-examination," MPRA Paper 80018, University Library of Munich, Germany.
- Tomomi Miyazaki & Kazuki Onji, 2017. "The Sustainability of Japan's Government Debt: A Review," Discussion Papers 1716, Graduate School of Economics, Kobe University.
- Ikuo Saito, 2016. "Fading Ricardian Equivalence in Ageing Japan," IMF Working Papers 2016/194, International Monetary Fund.
- Real Arai & Junji Ueda, 2012.
"A Numerical Evaluation on a Sustainable Size of Primary Deficit in Japan,"
Discussion papers
ron235, Policy Research Institute, Ministry of Finance Japan.
- Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2012.
"Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets,"
NBER Working Papers
18541, National Bureau of Economic Research, Inc.
Cited by:
- Julia Reynolds & Leopold Sögner & Martin Wagner, 2021.
"Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(2), pages 105-146, June.
- Reynolds, Julia & Soegner, Leopold & Wagner, Martin, 2020. "Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets," IHS Working Paper Series 17, Institute for Advanced Studies.
- Gradojevic, Nikola & Erdemlioglu, Deniz & Gençay, Ramazan, 2020.
"A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage,"
Economic Modelling, Elsevier, vol. 85(C), pages 57-73.
- Nikola Gradojevic & Deniz Erdemlioglu & Ramazan Gençay, 2020. "A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage," Post-Print hal-02512423, HAL.
- Masahiro Yamada & Takatoshi Ito, 2020. "Price Discovery and Liquidity Recovery: Forex Market Reactions to Macro Announcements," NBER Working Papers 27036, National Bureau of Economic Research, Inc.
- Arumugam, Devika & Krishna Prasanna, P., 2021. "Commonality and contrarian trading among algorithmic traders," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
- Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2020. "Execution Risk and Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers 26706, National Bureau of Economic Research, Inc.
- Yamada, Masahiro & Ito, Takatoshi, 2022. "Price discovery and liquidity recovery: Forex market reactions to macro announcements," Journal of International Money and Finance, Elsevier, vol. 120(C).
- Alasdair Brown, 2013. "Information Acquisition in Ostensibly Efficient Markets," University of East Anglia Applied and Financial Economics Working Paper Series 043, School of Economics, University of East Anglia, Norwich, UK..
- Takatoshi Ito & Masahiro Yamada, 2015. "High-frequency, Algorithmic Spillovers Between NASDAQ and Forex," NBER Working Papers 21122, National Bureau of Economic Research, Inc.
- Alexey Ponomarenko, 2023. "National Currencies in International Settlements: Main Mechanisms," Russian Journal of Money and Finance, Bank of Russia, vol. 82(3), pages 35-47, September.
- Julia Reynolds & Leopold Sögner & Martin Wagner, 2021.
"Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(2), pages 105-146, June.
- Brunnermeier, Markus & De Gregorio, José & Eichengreen, Barry & El-Erian, Mohamed & Fraga, Arminio & Ito, Takatoshi & Lane, Philip R. & Pisani-Ferry, Jean & Prasad, Eswar & Rajan, Raghuram & Ramos, Ma, 2012.
"Banks and cross-border capital flows: challenges and regulatory responses,"
LSE Research Online Documents on Economics
102439, London School of Economics and Political Science, LSE Library.
Cited by:
- Ghosh, Atish R. & Ostry, Jonathan D. & Qureshi, Mahvash S., 2018. "Taming the Tide of Capital Flows: A Policy Guide," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262037165, December.
- Axel Jochem & Stefan Reitz, 2017. "The role of global financial conditions for credit supply in EMU periphery countries," Applied Economics Letters, Taylor & Francis Journals, vol. 24(10), pages 727-731, June.
- Konstantin Makrelov, 2019. "Capital flow reversal and impacts through the financial sector," Occasional Bulletin of Economic Notes 9479, South African Reserve Bank.
- Poutineau, Jean-Christophe & Vermandel, Gauthier, 2016.
"Global Banking and the Conduct of Macroprudential Policy in a Monetary Union,"
MPRA Paper
81367, University Library of Munich, Germany, revised 14 Apr 2017.
- Poutineau, Jean-Christophe & Vermandel, Gauthier, 2017. "Global banking and the conduct of macroprudential policy in a monetary union," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 306-331.
- Jean-Christophe Poutineau & Gauthier Vermandel, 2018. "Global banking and the conduct of macroprudential policy in a monetary union," Post-Print halshs-01525396, HAL.
- Audrey Allegret-Sallenave & Jean-Pierre Allegret, 2015.
"Capital Flows and Boom-Bust Cycle in Emerging Europe. Responses to the volatile fi nancial global context,"
Post-Print
hal-03574763, HAL.
- Jean-Pierre Allegret & Audrey Allegret-Sallenave, 2015. "Capital flows and boom-bust cycle in emerging Europe. Responses to the volatile financial global context," Post-Print hal-01410770, HAL.
- Bruno Bonizzi & Christina Laskaridis & Jan Toporowski, 2015. "Developing Countries’ External Debt and International Financial Integration," Working papers wpaper121, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
- Gardberg, Malin, 2018. "Linking Net Foreign Portfolio Debt and Equity to Exchange Rate Movements," Working Paper Series 1246, Research Institute of Industrial Economics.
- De Gregorio, José, 2015. "Sobre entradas y salidas de capitales: flujos brutos, netos y política económica," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 2, pages 9-24.
- Carolina Alves & Vivienne Boufounou & Konstantinos Dellis & Christos Pitelis & Jan Toporowski, 2016. "Synthesis Report; Empirical analysis for new ways of global engagement," Working papers wpaper163, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
- Ying Xu & Hai Anh La, 2017.
"Spillovers of the United States’ Unconventional Monetary Policy to Emerging Asia: The Bank Lending Channel,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(12), pages 2744-2769, December.
- Xu, Ying & La, Hai Anh, 2016. "Spillovers of the United States’ Unconventional Monetary Policy to Emerging Asia: The Bank Lending Channel," ADBI Working Papers 619, Asian Development Bank Institute.
- Neanidis, Kyriakos C., 2019. "Volatile capital flows and economic growth: The role of banking supervision," Journal of Financial Stability, Elsevier, vol. 40(C), pages 77-93.
- Kyriakos C. Neanidis, 2015. "Volatile Capital Flows and Economic Growth: The Role of Macro-prudential Regulation," Centre for Growth and Business Cycle Research Discussion Paper Series 215, Economics, The University of Manchester.
- Dong He & Eric Wong & Andrew Tsang & Kelvin Ho, 2015. "Asynchronous Monetary Policies and International Dollar Credit," Working Papers 192015, Hong Kong Institute for Monetary Research.
- Bruno Bonizzi, 2013. "Capital Flows to Emerging Markets: An alternative Theoretical Framework," Working Papers 186, Department of Economics, SOAS University of London, UK.
- Boysen-Hogrefe, Jens & Fiedler, Salomon & Groll, Dominik & Kooths, Stefan & Reitz, Stefan & Stolzenburg, Ulrich, 2016. "Konjunktur im Euroraum im Frühjahr 2016 - Euroraum: Erholung zunächst von Unsicherheit belastet [Euro Area Economy Spring 2016 - Euro Area: Uncertainty weighs temporarily on recovery]," Kieler Konjunkturberichte 16, Kiel Institute for the World Economy (IfW Kiel).
- Mr. Atish R. Ghosh & Mahvash S Qureshi & Naotaka Sugawara, 2014. "Regulating Capital Flows at Both Ends: Does it Work?," IMF Working Papers 2014/188, International Monetary Fund.
- Thorsten Janus & Daniel Riera-Crichton, 2016. "Banking crises, external crises and gross capital flows," Globalization Institute Working Papers 273, Federal Reserve Bank of Dallas.
- Shirota, Toyoichiro, 2015. "What is the major determinant of cross-border banking flows?," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 137-147.
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko, 2011.
"Invoice Currency Choice and Exchange Rate Risk Management in Japanese Firms' Trade Network: "RIETI Survey on Japanese Overseas Subsidiaries 2010" (Japanese),"
Discussion Papers (Japanese)
11070, Research Institute of Economy, Trade and Industry (RIETI).
Cited by:
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko & YOSHIMI Taiyo, 2021. "The Dollar, the Yen, or the RMB? A Survey Data Analysis of Invoicing Currencies among Japanese Overseas Subsidiaries," Discussion papers 21016, Research Institute of Economy, Trade and Industry (RIETI).
- Kathryn M.E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011.
"International Reserves and the Global Financial Crisis,"
NBER Working Papers
17362, National Bureau of Economic Research, Inc.
- Kathryn M. E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011. "International Reserves and the Global Financial Crisis," NBER Chapters, in: Global Financial Crisis, National Bureau of Economic Research, Inc.
- Dominguez, Kathryn M.E. & Hashimoto, Yuko & Ito, Takatoshi, 2012. "International reserves and the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 388-406.
Cited by:
- Joshua Aizenman & Sy-Hoa Ho & Luu Duc Toan Huynh & Jamel Saadaoui & Gazi Salah Uddin, 2023.
"Real exchange rate and international reserves in the era of financial integration,"
Working Papers of BETA
2023-07, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Sy-Hoa Ho & Luu Duc Toan Huynh & Jamel Saadaoui & Gazi Uddin & Joshua Azienman, 2023. "Real exchange rate and international reserves in the era of financial integration," French Stata Users' Group Meetings 2023 18, Stata Users Group.
- Joshua Aizenman & Sy-Hoa Ho & Luu Duc Toan Huynh & Jamel Saadaoui & Gazi Salah Uddin, 2023. "Real Exchange Rate and International Reserves in the Era of Financial Integration," NBER Working Papers 30891, National Bureau of Economic Research, Inc.
- Aizenman, Joshua & Ho, Sy-Hoa & Huynh, Luu Duc Toan & Saadaoui, Jamel & Uddin, Gazi Salah, 2024. "Real exchange rate and international reserves in the era of financial integration," Journal of International Money and Finance, Elsevier, vol. 141(C).
- Frankel, Jeffrey A. & Saravelos, George, 2012.
"Can Leading Indicators Assess Country Vulnerability? Evidence from the 2008-09 Global Financial Crisis,"
Scholarly Articles
9642637, Harvard Kennedy School of Government.
- Frankel, Jeffrey & Saravelos, George, 2011. "Can Leading Indicators Assess Country Vulnerability? Evidence from the 2008-09 Global Financial Crisis," Working Paper Series rwp11-024, Harvard University, John F. Kennedy School of Government.
- Saravelo, George & Frankel, Jeffrey A., 2011. "Can Leading Indicators Assess Country Vulnerability? Evidence from the 2008-09 Global Financial Crisis," Scholarly Articles 5027952, Harvard Kennedy School of Government.
- Frankel, Jeffrey & Saravelos, George, 2012. "Can leading indicators assess country vulnerability? Evidence from the 2008–09 global financial crisis," Journal of International Economics, Elsevier, vol. 87(2), pages 216-231.
- Xiang Fang & Bryan Hardy & Karen K. Lewis, 2022.
"Who Holds Sovereign Debt and Why It Matters,"
NBER Working Papers
30087, National Bureau of Economic Research, Inc.
- Fang, Xiang & Hardy, Bryan & Lewis, Karen K., 2022. "Who Holds Sovereign Debt and Why It Matters," CEPR Discussion Papers 17338, C.E.P.R. Discussion Papers.
- Xiang Fang & Bryan Hardy & Karen Lewis, 2023. "Who holds sovereign debt and why it matters," BIS Working Papers 1099, Bank for International Settlements.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2012.
"International Reserves and Rollover Risk,"
NBER Working Papers
18628, National Bureau of Economic Research, Inc.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2013. "International reserves and rollover risk," Working Paper 13-01, Federal Reserve Bank of Richmond.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2016. "International Reserves and Rollover Risk," Working Papers 735, Federal Reserve Bank of Minneapolis.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2018. "International Reserves and Rollover Risk," American Economic Review, American Economic Association, vol. 108(9), pages 2629-2670, September.
- Javier Bianchi & Juan Carlos Hatchondo, 2013. "International reserves and rollover risk," Globalization Institute Working Papers 151, Federal Reserve Bank of Dallas.
- Javier Bianchi & Juan Carlos Hatchondo & Mr. Leonardo Martinez, 2013. "International Reserves and Rollover Risk," IMF Working Papers 2013/033, International Monetary Fund.
- Scheubel, Beatrice & Stracca, Livio, 2019.
"What do we know about the global financial safety net? A new comprehensive data set,"
Journal of International Money and Finance, Elsevier, vol. 99(C).
- Beatrice D. Scheubel & Livio Stracca, 2016. "What Do We Know About the Global Financial Safety Net? A New Comprehensive Data Set," CESifo Working Paper Series 6184, CESifo.
- Pierre L Siklos, 2014. "Inflation forecasts in Asia and the Pacific: performance, disagreement and spillovers," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation, inflation and monetary policy in Asia and the Pacific, volume 77, pages 15-30, Bank for International Settlements.
- Eduardo Levy Yeyati & Juan Francisco Gómez, 2022.
"Leaning-against-the-wind Intervention and the “carry-trade” View of the Cost of Reserves,"
CID Working Papers
419, Center for International Development at Harvard University.
- Eduardo Levy Yeyati & Juna Francisco Gómez, 2022. "Leaning-against-the-wind Intervention and the “Carry-Trade” View of the Cost of Reserves," Working Papers 163, Red Nacional de Investigadores en Economía (RedNIE).
- Eduardo Levy-Yeyati & Juan Francisco Gómez, 2022. "Leaning-Against-the-Wind Intervention and the “Carry-Trade” View of the Cost of Reserves," Open Economies Review, Springer, vol. 33(5), pages 853-877, November.
- Eduardo Levy Yeyati & Juan Francisco Gómez, 2022. "Leaning-against-the-wind Intervention and the “carry-trade” View of the Cost of Reserves," Growth Lab Working Papers 196, Harvard's Growth Lab.
- Fry-McKibbin, Renée A. & Wanaguru, Sumila, 2013.
"Currency intervention: A case study of an emerging market,"
Journal of International Money and Finance, Elsevier, vol. 37(C), pages 25-47.
- Renee Fry-McKibbin & Sumila Wanaguru, 2012. "Currency Intervention: A Case Study of an Emerging Market," CAMA Working Papers 2012-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Javid Suleymanli, 2022. "Differences in the Determinants of National Reserves across G7 and Rising Power Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 12(2), pages 431-443, March.
- Mehl, Arnaud & Eichengreen, Barry & Chiţu, Livia, 2014.
"Stability or upheaval? The currency composition of international reserves in the long run,"
Working Paper Series
1715, European Central Bank.
- Barry Eichengreen & Chitu Livia & Arnaud Mehl, 2014. "Stability or upheaval? The currency composition of international reserves in the long run," Globalization Institute Working Papers 201, Federal Reserve Bank of Dallas.
- Zhichao Zhang & Li Ding & Fan Zhang & Zhuang Zhang, 2015. "Optimal Currency Composition for China's Foreign Reserves: A Copula Approach," The World Economy, Wiley Blackwell, vol. 38(12), pages 1947-1965, December.
- Feldkircher, Martin, 2014.
"The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk,"
Journal of International Money and Finance, Elsevier, vol. 43(C), pages 19-49.
- Feldkircher, Martin, 2012. "The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk," BOFIT Discussion Papers 26/2012, Bank of Finland Institute for Emerging Economies (BOFIT).
- Andrew J. Filardo & Pierre L. Siklos, 2016.
"Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(2), pages 364-381, February.
- Andrew J. Filardo, Pierre L. Siklos, 2015. "Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia," LCERPA Working Papers 0086, Laurier Centre for Economic Research and Policy Analysis, revised 01 Feb 2015.
- Andrew J Filardo & Pierre L Siklos, 2015. "Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia," BIS Working Papers 500, Bank for International Settlements.
- Filardo, Andrew J. & Siklos, Pierre L., 2013. "Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia," BOFIT Discussion Papers 5/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
- Joshua Aizenman & Brian Pinto, 2013.
"Managing Financial Integration and Capital Mobility—Policy Lessons from the Past Two Decades,"
Review of International Economics, Wiley Blackwell, vol. 21(4), pages 636-653, September.
- Aizenman, Joshua & Pinto, Brian, 2011. "Managing financial integration and capital mobility -- policy lessons from the past two decades," Policy Research Working Paper Series 5786, The World Bank.
- Aizenman, Joshua & Pinto, Brian, 2011. "Managing Financial Integration and Capital Mobility— Policy lessons from the past two decades," Santa Cruz Department of Economics, Working Paper Series qt9j53m1tp, Department of Economics, UC Santa Cruz.
- Aizenman, Joshua & Hutchison, Michael M., 2012. "Exchange market pressure and absorption by international reserves: Emerging markets and fear of reserve loss during the 2008–2009 crisis," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1076-1091.
- Monique B. Reid & Pierre L. Siklos, 2022.
"How Firms and Experts View The Phillips Curve: Evidence from Individual and Aggregate Data from South Africa,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(12), pages 3355-3376, September.
- Monique B Reid & Pierre L Siklos, 2021. "How firms and experts view the Phillips curve evidence from individual and aggregate data from South Africa," Working Papers 11003, South African Reserve Bank.
- Michael D. Bordo & Pierre L. Siklos, 2017.
"Central Bank Credibility before and after the Crisis,"
Open Economies Review, Springer, vol. 28(1), pages 19-45, February.
- Michael D. Bordo & Pierre L. Siklos, 2015. "Central bank Credibility Before and After the Crisis," NBER Working Papers 21710, National Bureau of Economic Research, Inc.
- Fatum, Rasmus & Hattori, Takahiro & Yamamoto, Yohei, 2023.
"Reserves and risk: Evidence from China,"
Journal of International Money and Finance, Elsevier, vol. 134(C).
- Fatum, Rasmus & Hattori, Takahiro & Yamamoto, Yohei, 2020. "Reserves and Risk : Evidence from China," Discussion paper series HIAS-E-98, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Rasmus Fatum & Takahiro Hattori & Yohei Yamamoto, 2020. "Reserves and Risk: Evidence from China," GRU Working Paper Series GRU_2020_013, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Rasmus Fatum & Takahiro Hattori & Yohei Yamamoto, 2020. "Reserves and Risk: Evidence from China," Globalization Institute Working Papers 387, Federal Reserve Bank of Dallas.
- Uz Akdogan, Idil, 2020.
"Understanding the dynamics of foreign reserve management: The central bank intervention policy and the exchange rate fundamentals,"
International Economics, Elsevier, vol. 161(C), pages 41-55.
- Idil Uz Akdogan, 2020. "Understanding the dynamics of foreign reserve management: The central bank intervention policy and the exchange rate fundamentals," International Economics, CEPII research center, issue 161, pages 41-55.
- Kim, Teakdong & Koo, Bonwoo & Park, Minsoo, 2013. "Role of financial regulation and innovation in the financial crisis," Journal of Financial Stability, Elsevier, vol. 9(4), pages 662-672.
- Chokri Abdelmajid Zehri, 2020. "Capital Restrictions Policies, Currency Appreciation and Foreign Debts," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 16(3), pages 149-159.
- Marek A. Dąbrowski, 2015. "Jakość danych o rezerwach dewizowych a kryzysy finansowe w gospodarkach wschodzących," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 49-78.
- Alexander Mihailov & Harun Nasir, 2020.
"Sudden Stops, Productivity and the Optimal Level of International Reserves for Small Open Economies,"
Economics Discussion Papers
em-dp2020-24, Department of Economics, University of Reading.
- Alexander Mihailov & Harun Nasir, 2022. "Sudden Stops, Productivity and the Optimal Level of International Reserves for Small Open Economies," Open Economies Review, Springer, vol. 33(5), pages 825-851, November.
- Cheng, Gong, 2015.
"The Global Financial Safety Net through the Prism of G20 Summits,"
MPRA Paper
68070, University Library of Munich, Germany, revised Nov 2015.
- Gong Cheng, 2016. "The Global Financial Safety Net through the Prism of G20 Summits," Working Papers 13, European Stability Mechanism.
- Luis Cabezas & José De Gregorio, 2018. "Accumulation of Reserves in Emerging and Developing Countries: Mercantilism vs. Insurance," Working Papers wp467, University of Chile, Department of Economics.
- Fratzscher, Marcel & Heidland, Tobias & Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik, 2022.
"Foreign exchange intervention: A new database,"
CEPR Discussion Papers
17558, C.E.P.R. Discussion Papers.
- Marcel Fratzscher & Tobias Heidland & Lukas Menkhoff & Lucio Sarno & Maik Schmeling, 2020. "Foreign Exchange Intervention: A New Database," Discussion Papers of DIW Berlin 1915, DIW Berlin, German Institute for Economic Research.
- Fratzscher, Marcel & Heidland, Tobias & Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik, 2020. "Foreign exchange intervention: A new database," Kiel Working Papers 2171, Kiel Institute for the World Economy (IfW Kiel).
- Marcel Fratzscher & Tobias Heidland & Lukas Menkhoff & Lucio Sarno & Maik Schmeling, 2023. "Foreign Exchange Intervention: A New Database," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(4), pages 852-884, December.
- Roberto Alvarez & José De Gregorio, 2014.
"Understanding Differences in Growth Performance in Latin America and Developing Countries between the Asian and the Global Financial Crises,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 62(4), pages 494-525, November.
- Roberto Alvarez & Jose De Gregorio, 2014. "Understanding Differences in Growth Performance in Latin America and Developing Countries between the Asian and Global Financial Crises," Working Paper Series WP14-11, Peterson Institute for International Economics.
- Zhichao Zhang & Fan Zhang & Zhuang Zhang, 2013. "Strategic Asset Allocation for China's Foreign Reserves: A Copula Approach," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 21(6), pages 1-21, November.
- Siklos, Pierre, 2017.
"What Has Publishing Inflation Forecasts Accomplished? Central Banks And Their Competitors,"
LCERPA Working Papers
0098, Laurier Centre for Economic Research and Policy Analysis, revised 01 Apr 2017.
- Pierre L. Siklos, 2017. "What has publishing inflation forecasts accomplished? Central banks and their competitors," CAMA Working Papers 2017-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Pierre L. Siklos, 2018. "What has publishing inflation forecasts accomplished? Central banks and their competitors," CAMA Working Papers 2018-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hileman, Garrick, 2012. "The seven mechanisms for achieving sovereign debt sustainability," Economic History Working Papers 42878, London School of Economics and Political Science, Department of Economic History.
- Dongwon Lee, 2023.
"International cooperation in foreign reserve policies in the presence of competitive hoarding,"
Review of International Economics, Wiley Blackwell, vol. 31(2), pages 389-412, May.
- Dongwon Lee, 2020. "International Cooperation in Foreign Reserve Policies in the Presence of Competitive Hoarding," Working Papers 202011, University of California at Riverside, Department of Economics.
- Kathryn Dominguez, 2014.
"Exchange Rate Implications of Reserve Changes: How Non-EZ European Countries Fared during the Great Recession,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 56(2), pages 229-252, June.
- Kathryn M. E. Dominguez, 2014. "Exchange Rate Implications of Reserve Changes: How Non-EZ European Countries Fared during the Great Recession," Working Papers 647, Research Seminar in International Economics, University of Michigan.
- Siklos, Pierre L., 2013.
"Sources of disagreement in inflation forecasts: An international empirical investigation,"
Journal of International Economics, Elsevier, vol. 90(1), pages 218-231.
- Pierre L. Siklos, 2012. "Sources of Disagreement in Inflation Forecasts: An International Empirical Investigation," CAMA Working Papers 2012-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hur, Sewon & Kondo, Illenin O., 2016.
"A theory of rollover risk, sudden stops, and foreign reserves,"
Journal of International Economics, Elsevier, vol. 103(C), pages 44-63.
- Sewon Hur & Illenin O. Kondo, 2013. "A theory of rollover risk, sudden stops, and foreign reserves," International Finance Discussion Papers 1073, Board of Governors of the Federal Reserve System (U.S.).
- Debabrata Datta & Susmita Chatterjee, 2013. "A Simple Model of Macroeconomic Instability in the Background of the Indian Economy," South Asian Journal of Macroeconomics and Public Finance, , vol. 2(1), pages 81-106, June.
- Menkhoff, Lukas & Rieth, Malte & Stöhr, Tobias, 2020.
"The dynamic impact of FX interventions on financial markets,"
Kiel Working Papers
2151, Kiel Institute for the World Economy (IfW Kiel).
- Menkhoff, Lukas & Rieth, Malte & Stöhr, Tobias, 2019. "The Dynamic Impact of FX Interventions on Financial Markets," Rationality and Competition Discussion Paper Series 205, CRC TRR 190 Rationality and Competition.
- Lukas Menkhoff & Malte Rieth & Tobias Stöhr, 2020. "The Dynamic Impact of FX Interventions on Financial Markets," Discussion Papers of DIW Berlin 1854, DIW Berlin, German Institute for Economic Research.
- Menkhoff, Lukas & Rieth, Malte & Stöhr, Tobias, 2021. "The Dynamic Impact of FX Interventions on Financial Markets," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 103(5), pages 939-953.
- Lukas Menkhoff & Malte Rieth & Tobias Stohr, 2021. "The Dynamic Impact of FX Interventions on Financial Markets," The Review of Economics and Statistics, MIT Press, vol. 103(5), pages 939-953, December.
- Rieth, Malte & Menkhoff, Lukas & Stöhr, Tobias, 2019. "The dynamic impact of FX interventions on financial markets," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203504, Verein für Socialpolitik / German Economic Association.
- Khademalomoom, Siroos & Narayan, Paresh Kumar, 2020. "Intraday-of-the-week effects: What do the exchange rate data tell us?," Emerging Markets Review, Elsevier, vol. 43(C).
- Abdoul’ Ganiou Mijiyawa & Djoulassi K. Oloufade, 2023. "Effect of Remittance Inflows on External Debt in Developing Countries," Open Economies Review, Springer, vol. 34(2), pages 437-470, April.
- Dąbrowski, Marek A. & Śmiech, Sławomir & Papież, Monika, 2013.
"Monetary policy options for mitigating the impact of the global financial crisis on emerging market economies,"
MPRA Paper
56337, University Library of Munich, Germany.
- Dąbrowski, Marek A. & Śmiech, Sławomir & Papież, Monika, 2015. "Monetary policy options for mitigating the impact of the global financial crisis on emerging market economies," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 409-431.
- Sula, Ozan & Oguzoglu, Umut, 2021. "International reserves and economic growth," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 16-28.
- Audrey Allegret Sallenave & Jean-Pierre Allegret, 2019.
"Did Foreign Exchange Holding Influence Growth Performance During the Global Financial Crisis?,"
Post-Print
hal-03573567, HAL.
- Jean‐Pierre Allegret & Audrey Allegret, 2019. "Did foreign exchange holding influence growth performance during the global financial crisis?," The World Economy, Wiley Blackwell, vol. 42(3), pages 680-710, March.
- Jean-Pierre Allegret & Audrey Allegret-Sallenave, 2019. "Did Foreign Exchange Holding Influence Growth Performance During The Global Financial Crisis?," Post-Print hal-01820698, HAL.
- Jean-Pierre Allegret & Audrey Allegret, 2018.
"The role of international reserves holding in buffering external shocks,"
Applied Economics, Taylor & Francis Journals, vol. 50(29), pages 3128-3147, June.
- Jean-Pierre Allegret & Audrey Sallenave, 2015. "The Role of International Reserves Holding in Buffering External Shocks," EconomiX Working Papers 2015-41, University of Paris Nanterre, EconomiX.
- Jean-Pierre Allegret & Audrey Allegret, 2015. "The Role of International Reserves Holding in Buffering External Shocks," Working Papers hal-04141376, HAL.
- Jean-Pierre Allegret & Audrey Allegret-Sallenave, 2018. "The Role of International Reserves Holding in Buffering External Shocks," Post-Print halshs-01665908, HAL.
- Jean-Pierre Allegret & Audrey Allegret-Sallenave, 2015. "The role of international reserves holding in buffering external shocks," Working Papers hal-01660235, HAL.
- Jean-Pierre Allegret & Audrey Allegret-Sallenave, 2016. "The role of international reserves holding in buffering external shocks," Post-Print hal-01660238, HAL.
- Obstfeld, Maurice, 2014.
"Never Say Never: Commentary on a Policymaker?s Reflections,"
CEPR Discussion Papers
9802, C.E.P.R. Discussion Papers.
- Maurice Obstfeld, 2014. "Never Say Never: Commentary on a Policymaker’s Reflections," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 62(4), pages 656-693, November.
- Joyce, Joseph, 2015.
"External Balance Sheets as Countercyclical Crisis Buffers,"
MPRA Paper
66039, University Library of Munich, Germany.
- Joseph P. Joyce, 2018. "External balance sheets as countercyclical crisis buffers," International Economics and Economic Policy, Springer, vol. 15(2), pages 305-329, April.
- Takatoshi Ito, 2016.
"A New Financial Order in Asia: Will a RMB bloc emerge?,"
NBER Working Papers
22755, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 2017. "A new financial order in Asia: Will a RMB bloc emerge?," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 232-257.
- Pınar Kaya Soylu & Mustafa Okur & Özgür Çatıkkaş & Z. Ayca Altintig, 2020. "Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple," JRFM, MDPI, vol. 13(6), pages 1-21, May.
- Mateane, Lebogang, 2023.
"Risk preferences, global market conditions and foreign debt: Is there any role for the currency composition of FX reserves?,"
Research in Economics, Elsevier, vol. 77(3), pages 402-418.
- Mateane, Lebogang, 2020. "Risk preferences, global market conditions and foreign debt: Is there any role for the currency composition of FX reserves?," EconStor Preprints 227484, ZBW - Leibniz Information Centre for Economics.
- Joshua Aizenman, 2011.
"Trilemma and Financial Stability Configurations in Asia,"
Macroeconomics Working Papers
23219, East Asian Bureau of Economic Research.
- Joshua Aizenman, 2011. "Trilemma and Financial Stability Configurations in Asia," Governance Working Papers 23219, East Asian Bureau of Economic Research.
- Aizenman, Joshua, 2011. "Trilemma and Financial Stability Configurations in Asia," ADBI Working Papers 317, Asian Development Bank Institute.
- Joshua Aizenman, 2011. "Trilemma and Financial Stability Configurations in Asia," Finance Working Papers 23219, East Asian Bureau of Economic Research.
- Hossfeld, Oliver & Pramor, Marcus, 2018. "Global liquidity and exchange market pressure in emerging market economies," Discussion Papers 05/2018, Deutsche Bundesbank.
- Flavia Corneli & Emanuele Tarantino, 2015.
"Sovereign debt and reserves with liquidity and productivity crises,"
Temi di discussione (Economic working papers)
1012, Bank of Italy, Economic Research and International Relations Area.
- Corneli, Flavia & Tarantino, Emanuele, 2016. "Sovereign debt and reserves with liquidity and productivity crises," Journal of International Money and Finance, Elsevier, vol. 65(C), pages 166-194.
- Gianluca Benigno & Luca Fornaro & Martin Wolf, 2012.
"Reserve accumulation, growth and financial crises,"
Economics Working Papers
1795, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2022.
- Michael Wolf & Gianluca Benigno & Luca Fornaro, 2021. "Reserve Accumulation, Growth and Financial Crises," Working Papers 1279, Barcelona School of Economics.
- Gianluca Benigno & Luca Fornaro, 2012. "Reserve Accumulation, Growth and Financial Crises," CEP Discussion Papers dp1161, Centre for Economic Performance, LSE.
- Benigno, Gianluca & Fornaro, Luca, 2012. "Reserve accumulation, growth and financial crises," LSE Research Online Documents on Economics 51506, London School of Economics and Political Science, LSE Library.
- Benigno, Gianluca & Fornaro, Luca, 2012. "Reserve Accumulation, Growth and Financial Crises," CEPR Discussion Papers 9224, C.E.P.R. Discussion Papers.
- Benigno, Gianluca & Fornaro, Luca & Wolf, Martin, 2022. "Reserve accumulation, growth and financial crises," Journal of International Economics, Elsevier, vol. 139(C).
- Pierre L. Siklos, 2013. "The Global Financial Crisis and the Language of Central Banking: Central Bank Guidance in Good Times and in Bad," CAMA Working Papers 2013-58, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Luigi Bonatti & Andrea Fracasso, 2016.
"Modelling The Transition Towards The Renminbi'S Full Convertibility: Implications For China'S Growth,"
Bulletin of Economic Research, Wiley Blackwell, vol. 68(S1), pages 146-170, December.
- Bonatti, Luigi & Fracasso, Andrea, 2014. "Modeling the Transition Towards Renminbi's Full Convertibility: Implications for China’s Growth," MPRA Paper 54129, University Library of Munich, Germany.
- Eswar S. Prasad, 2011.
"Role Reversal in Global Finance,"
NBER Working Papers
17497, National Bureau of Economic Research, Inc.
- Prasad, Eswar, 2011. "Role Reversal in Global Finance," IZA Discussion Papers 6032, Institute of Labor Economics (IZA).
- Eswar S. Prasad, 2011. "Role reversal in global finance," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 339-390.
- Pang, Ke & Siklos, Pierre L., 2016.
"Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S,"
Journal of International Money and Finance, Elsevier, vol. 65(C), pages 195-212.
- Pang, Ke & Siklos, Pierre L., 2015. "Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S," BOFIT Discussion Papers 2/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Eichler, Stefan & Roevekamp, Ingmar, 2016.
"A market-based indicator of currency risk: Evidence from American Depositary Receipts,"
Hannover Economic Papers (HEP)
dp-572, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Eichler, Stefan & Roevekamp, Ingmar, 2016. "A Market-based Indicator of Currency Risk: Evidence from American Depositary Receipts," IWH Discussion Papers 4/2016, Halle Institute for Economic Research (IWH).
- Rövekamp, Ingmar & Eichler, Stefan, 2016. "A market-based indicator of currency risk: Evidence from American Depositary Receipts," VfS Annual Conference 2016 (Augsburg): Demographic Change 145791, Verein für Socialpolitik / German Economic Association.
- Joshua Aizenman & Yin-Wong Cheung & Xingwang Qian, 2019.
"The Currency Composition of International Reserves, Demand for International Reserves, and Global Safe Assets,"
NBER Working Papers
25934, National Bureau of Economic Research, Inc.
- Aizenman, Joshua & Cheung, Yin-Wong & Qian, XingWang, 2020. "The currency composition of international reserves, demand for international reserves, and global safe assets," Journal of International Money and Finance, Elsevier, vol. 102(C).
- Sylvain Barthélemy & Marie-Estelle Binet & Jean-Sébastien Pentecôte, 2020.
"Worldwide Economic Recoveries from Financial Crises Through the Decades,"
Post-Print
hal-02555515, HAL.
- Barthélémy, Sylvain & Binet, Marie-Estelle & Pentecôte, Jean-Sébastien, 2020. "Worldwide economic recoveries from financial crises through the decades," Journal of International Money and Finance, Elsevier, vol. 105(C).
- Gustavo Adler & Noemie Lisack & Rui Mano, 2015.
"Unveiling the Effects of Foreign Exchange Intervention: A Panel Approach,"
IMF Working Papers
2015/130, International Monetary Fund.
- Adler, Gustavo & Lisack, Noëmie & Mano, Rui C., 2019. "Unveiling the effects of foreign exchange intervention: A panel approach," Emerging Markets Review, Elsevier, vol. 40(C), pages 1-1.
- Pierre L. Siklos, 2018. "Has Monetary Policy Changed? How the Crisis Shifted the Ground Under Central Banks," Working Paper series 18-10, Rimini Centre for Economic Analysis.
- Goldberg, Linda S. & Krogstrup, Signe, 2023.
"International capital flow pressures and global factors,"
Journal of International Economics, Elsevier, vol. 146(C).
- Krogstrup, Signe & Goldberg, Linda S., 2023. "International Capital Flow Pressures and Global Factors," CEPR Discussion Papers 17833, C.E.P.R. Discussion Papers.
- Linda S. Goldberg & Signe Krogstrup, 2022. "International Capital Flow Pressures and Global Factors," NBER Chapters, in: NBER International Seminar on Macroeconomics 2022, National Bureau of Economic Research, Inc.
- Linda S. Goldberg & Signe Krogstrup, 2023. "International Capital Flow Pressures and Global Factors," Staff Reports 1051, Federal Reserve Bank of New York.
- Linda S. Goldberg & Signe Krogstrup, 2023. "International Capital Flow Pressures and Global Factors," NBER Working Papers 30887, National Bureau of Economic Research, Inc.
- Joshua Aizenman & Donghyun Park & Irfan A. Qureshi & Gazi Salah Uddin & Jamel Saadaoui, 2024.
"The Performance of Emerging Markets During the Fed’s Easing and Tightening Cycles: A Cross-Country Resilience Analysis,"
NBER Working Papers
32303, National Bureau of Economic Research, Inc.
- Aizenman, Joshua & Park, Donghyun & Qureshi, Irfan A. & Saadaoui, Jamel & Salah Uddin, Gazi, 2024. "The performance of emerging markets during the Fed’s easing and tightening cycles: A cross-country resilience analysis," Journal of International Money and Finance, Elsevier, vol. 148(C).
- Joshua Aizenman & Donghyun Park & Irfan A. Qureshi & Jamel Saadaoui & Gazi Salah Uddin, 2024. "The performance of emerging markets during the Fed’s easing and tightening cycles: a cross-country resilience analysis," Working Papers of BETA 2024-26, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- D. Essers & E. Vincent, 2017. "The global financial safety net :In need of repair ?," Economic Review, National Bank of Belgium, issue ii, pages 87-112, september.
- César Sosa-Padilla & Federico Sturzenegger, 2021.
"Does It Matter How Central Banks Accumulate Reserves? Evidence from Sovereign Spreads,"
Working Papers
79, Red Nacional de Investigadores en Economía (RedNIE).
- Sosa-Padilla, César & Sturzenegger, Federico, 2023. "Does it matter how central banks accumulate reserves? Evidence from sovereign spreads," Journal of International Economics, Elsevier, vol. 140(C).
- César Sosa-Padilla & Federico Sturzenegger, 2021. "Does It Matter How Central Banks Accumulate Reserves? Evidence from Sovereign Spreads," NBER Working Papers 28973, National Bureau of Economic Research, Inc.
- Feldkircher, Martin & Horvath, Roman & Rusnak, Marek, 2013.
"Exchange market pressures during the financial crisis: A Bayesian model averaging evidence,"
BOFIT Discussion Papers
11/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
- Martin Feldkircher & Roman Horvath & Marek Rusnak, 2013. "Exchange Market Pressures during the Financial Crisis: A Bayesian Model Averaging Evidence," Working Papers 332, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Feldkircher, Martin & Horvath, Roman & Rusnak, Marek, 2014. "Exchange market pressures during the financial crisis: A Bayesian model averaging evidence," Journal of International Money and Finance, Elsevier, vol. 40(C), pages 21-41.
- Takatoshi Ito, 2018. "Changing International Financial Architecture: Growing Chinese Influence?," Asian Economic Policy Review, Japan Center for Economic Research, vol. 13(2), pages 192-214, July.
- Narayan, Paresh Kumar & Mishra, Sagarika & Narayan, Seema & Thuraisamy, Kannan, 2015. "Is Exchange Rate Trading Profitable?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 217-229.
- Scheubel, Beatrice & Stracca, Livio & Tille, Cédric, 2019. "Taming the global financial cycle: What role for the global financial safety net?," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 160-182.
- O’Reilly, Colin, 2015. "Household Recovery from Internal Displacement in Northern Uganda," World Development, Elsevier, vol. 76(C), pages 203-215.
- Luis Cabezas & José Gregorio, 2019. "Accumulation of reserves in emerging and developing countries: mercantilism versus insurance," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(4), pages 819-857, November.
- Aizenman, Joshua & Inoue, Kenta, 2013.
"Central banks and gold puzzles,"
Journal of the Japanese and International Economies, Elsevier, vol. 28(C), pages 69-90.
- Joshua Aizenman & Kenta Inoue, 2012. "Central Banks and Gold Puzzles," NBER Working Papers 17894, National Bureau of Economic Research, Inc.
- Aizenman, Joshua & Inoue, Kenta, 2012. "Central Banks and Gold Puzzles," Santa Cruz Department of Economics, Working Paper Series qt7bx7h0q4, Department of Economics, UC Santa Cruz.
- Stracca, Livio & Scheubel, Beatrice, 2016. "What do we know about the global financial safety net? Rationale, data and possible evolution," Occasional Paper Series 177, European Central Bank.
- Daniel Hansen, 2023. "The democratic (dis)advantage: The conditional impact of democracy on credit risk and sovereign default," Economics and Politics, Wiley Blackwell, vol. 35(1), pages 356-410, March.
- Livia Chițu, 2021. "Reserve accumulation, inflation, and moral hazard: Evidence from a natural experiment," International Finance, Wiley Blackwell, vol. 24(2), pages 219-235, August.
- Aviral Kumar Tiwari & Phouphet Kyophilavong, 2017. "Exchange Rates and International Reserves in India," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 18(1), pages 76-93, March.
- Cristian Camilo Porras-Alarcón, 2020. "Una aproximación a los determinantes de acumulación de reservas internacionales en economías emergentes," Borradores de Economia 1126, Banco de la Republica de Colombia.
- Ahmed, Rashad & Aizenman, Joshua & Saadaoui, Jamel & Uddin, Gazi Salah, 2023.
"On the effectiveness of foreign exchange reserves during the 2021-22 U.S. monetary tightening cycle,"
Economics Letters, Elsevier, vol. 233(C).
- Rashad Ahmed & Joshua Aizenman & Jamel Saadaoui & Gazi Salah Uddin, 2023. "On the Effectiveness of Foreign Exchange Reserves during the 2021-22 U.S. Monetary Tightening Cycle," Working Papers of BETA 2023-13, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Rashad Ahmed & Joshua Aizenman & Jamel Saadaoui & Gazi Salah Uddin, 2023. "On the Effectiveness of Foreign Exchange Reserves During the 2021-22 U.S. Monetary Tightening Cycle," NBER Working Papers 30935, National Bureau of Economic Research, Inc.
- Jenny Kilp & Vafa Anvari & Samantha Springfield & Crystal Roberts, 2018. "The Impact of the Global Financial Safety Net on Emerging Market Bond Spreads," Working Papers 8655, South African Reserve Bank.
- Yothin Jinjarak & Ilan Noy & Quy Ta, 2020.
"How Shocks Affect International Reserves? A Quasi-Experiment of Earthquakes,"
CESifo Working Paper Series
8632, CESifo.
- Quy Ta & Yothin Jinjarak & Ilan Noy, 2022. "“How Do Shocks Affect International Reserves? A Quasi-Experiment of Earthquakes”," Open Economies Review, Springer, vol. 33(5), pages 945-971, November.
- Kathryn M. E. Dominguez, 2020. "Revisiting Exchange Rate Rules," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(3), pages 693-719, September.
- Tim Marple, 2021. "The social management of complex uncertainty: Central Bank similarity and crisis liquidity swaps at the Federal Reserve," The Review of International Organizations, Springer, vol. 16(2), pages 377-401, April.
- Pierre L. Siklos, 2016. "Forecast Disagreement and the Inflation Outlook: New International Evidence," IMES Discussion Paper Series 16-E-03, Institute for Monetary and Economic Studies, Bank of Japan.
- Joshua Aizenman & Yothin Jinjarak, 2019. "Hoarding for Stormy Days - Test of International Reserves Providing Financial Buffer Services," NBER Working Papers 25909, National Bureau of Economic Research, Inc.
- Aleksandr V. Gevorkyan, 2019. "Exchange market pressure and primary commodity – exporting emerging markets," Applied Economics, Taylor & Francis Journals, vol. 51(22), pages 2390-2412, May.
- Syed Moudud-Ul-Huq & Rabaka Akter & Tanmay Biswas, 2020. "Impact of Financial Crisis on Credit Risk: Pre- and Post-financial Crises 
in an Emerging Economy," FIIB Business Review, , vol. 9(2), pages 118-132, June.
- Maurice Obstfeld, 2015.
"Trilemmas and trade-offs: living with financial globalisation,"
BIS Working Papers
480, Bank for International Settlements.
- Maurice Obstfeld, 2015. "Trilemmas and Tradeoffs: Living with Financial Globalization," Central Banking, Analysis, and Economic Policies Book Series, in: Claudio Raddatz & Diego Saravia & Jaume Ventura (ed.),Global Liquidity, Spillovers to Emerging Markets and Policy Responses, edition 1, volume 20, chapter 2, pages 013-078, Central Bank of Chile.
- Maurice Obstfeld, 2021. "Trilemmas and Tradeoffs: Living with Financial Globalization," World Scientific Book Chapters, in: Steven J Davis & Edward S Robinson & Bernard Yeung (ed.), THE ASIAN MONETARY POLICY FORUM Insights for Central Banking, chapter 2, pages 16-84, World Scientific Publishing Co. Pte. Ltd..
- Inès Abdelkafi & Manel Zribi & Rochdi Feki, 2018. "New Classification of Developed and Emerging Countries Based on the Effects of Subprime Crises: Kohonen Map Method," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 9(3), pages 908-927, September.
- Chokri Zehri, 2023. "Macro‐management policies: A supporting role to company' capital expenditure," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3846-3864, October.
- Kathryn M. E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011.
"International Reserves and the Global Financial Crisis,"
NBER Chapters, in: Global Financial Crisis,
National Bureau of Economic Research, Inc.
- Kathryn M.E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011. "International Reserves and the Global Financial Crisis," NBER Working Papers 17362, National Bureau of Economic Research, Inc.
- Dominguez, Kathryn M.E. & Hashimoto, Yuko & Ito, Takatoshi, 2012. "International reserves and the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 388-406.
- Federico Sturzenegger, 2020. "How should Central Banks accumulate reserves?," Working Papers 139, Universidad de San Andres, Departamento de Economia, revised May 2020.
- M. Bussi re & G. Cheng & M. Chinn & N. Lisack, 2015.
"For a Few Dollars More: Reserves and Growth in Times of Crises,"
Working papers
550, Banque de France.
- Matthieu Bussière & Gong Cheng & Menzie D. Chinn & Noëmie Lisack, 2014. "For a Few Dollars More: Reserves and Growth in Times of Crises," NBER Working Papers 19791, National Bureau of Economic Research, Inc.
- Bussière, Matthieu & Cheng, Gong & Chinn, Menzie D. & Lisack, Noëmie, 2015. "For a few dollars more: Reserves and growth in times of crises," Journal of International Money and Finance, Elsevier, vol. 52(C), pages 127-145.
- Kohlscheen, E., 2020. "Limiting risk premia in EMEs: The role of FX reserves," Economics Letters, Elsevier, vol. 196(C).
- Daniel Fried, 2023. "The U.S. Dollar as an International Currency and Its Economic Effects: Working Paper 2023-04," Working Papers 58764, Congressional Budget Office.
- Robert N. McCauley, 2012.
"Risk-on/risk-off, capital flows, leverage and safe assets,"
Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August.
- Robert N. McCauley, 2013. "Risk-On/Risk-Off, Capital Flows, Leverage, and Safe Assets," Finance Working Papers 23390, East Asian Bureau of Economic Research.
- McCauley, Robert, 2013. "Risk-On/Risk-Off, Capital Flows, Leverage and Safe Assets," Journal of Financial Perspectives, EY Global FS Institute, vol. 1(2), pages 145-154.
- McCauley, Robert N., 2013. "Risk-On/Risk-Off, Capital Flows, Leverage, and Safe Assets," ADBI Working Papers 405, Asian Development Bank Institute.
- Robert N McCauley, 2012. "Risk-on/risk-off, capital flows, leverage and safe assets," BIS Working Papers 382, Bank for International Settlements.
- Robert N. McCauley, 2013. "Risk-On/Risk-Off, Capital Flows, Leverage, and Safe Assets," Macroeconomics Working Papers 23390, East Asian Bureau of Economic Research.
- Zhang, Qian & Li, Zeguang, 2021. "Time-varying risk attitude and the foreign exchange market behavior," Research in International Business and Finance, Elsevier, vol. 57(C).
- Renliang Liu & Thanasis Stengos, 2023. "What Drives Illicit Financial Flows? An Empirical Study of Trade Data Discrepancies," Open Economies Review, Springer, vol. 34(2), pages 371-409, April.
- Jenny Kilp & Vafa Anvari & Samantha Springfield & Crystal Roberts, 2019. "The Impact of the Global Financial Safety Net on Emerging Market Bond Spreads," Russian Journal of Money and Finance, Bank of Russia, vol. 78(2), pages 43-66, June.
- Ito, Takatoshi & Yabu, Tomoyoshi, 2020.
"Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy,"
Journal of the Japanese and International Economies, Elsevier, vol. 58(C).
- Takatoshi Ito & Tomoyoshi Yabu, 2020. "Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy," NBER Working Papers 26644, National Bureau of Economic Research, Inc.
- Dąbrowski, Marek A., 2019. "A new approach to estimation of actively managed component of foreign exchange reserves," MPRA Paper 95280, University Library of Munich, Germany.
- Dąbrowski, Marek A., 2021. "A novel approach to the estimation of an actively managed component of foreign exchange reserves," Economic Modelling, Elsevier, vol. 96(C), pages 83-95.
- Sheng, Xuguang Simon & Sukaj, Rubena, 2021. "Identifying external debt shocks in low- and middle-income countries," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Pina, Gonçalo, 2017. "International reserves and global interest rates," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 371-385.
- Arslanalp, Serkan & Eichengreen, Barry & Simpson-Bell, Chima, 2022. "The stealth erosion of dollar dominance and the rise of nontraditional reserve currencies," Journal of International Economics, Elsevier, vol. 138(C).
- Chee-Hong Law, 2023. "The Impacts of International Reserves on Monetary Independence in Emerging Countries: An Asymmetric Analysis," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 15(1), pages 53-71, January.
- Pina, Gonçalo, 2015. "The recent growth of international reserves in developing economies: A monetary perspective," Journal of International Money and Finance, Elsevier, vol. 58(C), pages 172-190.
- Lee, Sang Seok & Luk, Paul, 2018. "The Asian Financial Crisis and international reserve accumulation: A robust control approach," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 284-309.
- Levan Efremidze & Ozan Sula & Thomas Willett, 2019. "Capital Flow Reversals, Sudden Stops, and International Reserve Adequacy: Further Evidence From the Global Financial Crisis," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 10(1), pages 52-67, January.
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko, 2010.
"2009 RIETI Survey on Currency Invoicing and Exchange Rate Risk Management of Japanese Firms (Japanese),"
Discussion Papers (Japanese)
10032, Research Institute of Economy, Trade and Industry (RIETI).
Cited by:
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko & YOSHIMI Taiyo, 2021. "The Dollar, the Yen, or the RMB? A Survey Data Analysis of Invoicing Currencies among Japanese Overseas Subsidiaries," Discussion papers 21016, Research Institute of Economy, Trade and Industry (RIETI).
- Takatoshi Ito & Satoshi Koibuchi & Kiyotaka Sato & Junko Shimizu, 2010.
"Why has the yen failed to become a dominant invoicing currency in Asia? A firm-level analysis of Japanese Exporters' invoicing behavior,"
NBER Working Papers
16231, National Bureau of Economic Research, Inc.
Cited by:
- Gunther Schnabl & Kristina Spantig, 2016. "(De)Stabilizing Exchange Rate Strategies In East Asian Monetary And Economic Integration," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 61(02), pages 1-24, June.
- Xiaoli Chen & Yin-Wong Cheung, 2011.
"Renminbi Going Global,"
Working Papers
082011, Hong Kong Institute for Monetary Research.
- Cheung, Yin-Wong, 2011. "Renminbi Going Global," Santa Cruz Department of Economics, Working Paper Series qt2qn810hg, Department of Economics, UC Santa Cruz.
- Xiaoli Chen & Yin‐Wong Cheung, 2011. "Renminbi Going Global," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 19(2), pages 1-18, March.
- Tomasz Serwach, 2013. "Renminbi jako waluta miedzynarodowa - stan obecny oraz ocena perspektyw / Renminbi as international currency - current state and potential perspectives," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 4, pages 39-53, December.
- Ligthart, J.E. & Werner, S.E.V., 2010.
"Has the Euro Affected the Choice of Invoicing Currency?,"
Discussion Paper
2010-48, Tilburg University, Center for Economic Research.
- Jenny E. Ligthart & Sebastian E. V. Werner, 2011. "Has the Euro Affected the Choice of Invoicing Currency?," CAMA Working Papers 2011-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jenny Ligthart & Sebastian E. V. Werner, 2010. "Has the Euro Affected the Choice of Invoicing Currency?," CESifo Working Paper Series 3058, CESifo.
- Ligthart, J.E. & Werner, S.E.V., 2010. "Has the Euro Affected the Choice of Invoicing Currency?," Other publications TiSEM c4f82df9-a27a-4e89-95f3-e, Tilburg University, School of Economics and Management.
- Ligthart, Jenny E. & Werner, Sebastian E. V., 2012. "Has the Euro affected the choice of invoicing currency?," Working Paper Series 1414, European Central Bank.
- Ligthart, Jenny E. & Werner, Sebastian E.V., 2012. "Has the euro affected the choice of invoicing currency?," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1551-1573.
- Chen, Natalie & Chung, Wanyu & Novy, Dennis, 2019.
"Vehicle currency pricing and exchange rate pass-through,"
LSE Research Online Documents on Economics
102748, London School of Economics and Political Science, LSE Library.
- Natalie Chen & Wanyu Chung & Dennis Novy, 2019. "Vehicle Currency Pricing and Exchange Rate Pass-Through," CESifo Working Paper Series 7695, CESifo.
- Natalie Chen & Wanyu Chung & Dennis Novy, 2022. "Vehicle Currency Pricing and Exchange Rate Pass-Through," Journal of the European Economic Association, European Economic Association, vol. 20(1), pages 312-351.
- Chen, Natalie & Chung, Wanyu & Novy, Dennis, 2018. "Vehicle Currency Pricing and Exchange Rate Pass-Through," CEPR Discussion Papers 13085, C.E.P.R. Discussion Papers.
- Natalie Chen & Wanyu Chung & Dennis Novy, 2019. "Vehicle currency pricing and exchange rate pass-through," CEP Discussion Papers dp1624, Centre for Economic Performance, LSE.
- Mehl, Arnaud & Eichengreen, Barry & Chiţu, Livia, 2014.
"Network effects, homogeneous goods and international currency choice: new evidence on oil markets from an older era,"
Working Paper Series
1651, European Central Bank.
- Barry Eichengreen & Livia Chiu & Arnaud Mehl, 2016. "Network effects, homogeneous goods and international currency choice: New evidence on oil markets from an older era," Canadian Journal of Economics, Canadian Economics Association, vol. 49(1), pages 173-206, February.
- Barry Eichengreen & Livia Chiţu & Arnaud Mehl, 2016. "Network effects, homogeneous goods and international currency choice: New evidence on oil markets from an older era," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 49(1), pages 173-206, February.
- Yuming Cui, 2013. "The internationalization of the RMB: where does the RMB currently stand in the process of internationalization," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 27(2), pages 68-85, November.
- Straume, Hans-Martin, 2013. "Currency invoicing in Norwegian salmon export," Working Papers in Economics 11/13, University of Bergen, Department of Economics.
- Linda S. Goldberg, 2011. "The international role of the dollar: Does it matter if this changes?," Staff Reports 522, Federal Reserve Bank of New York.
- Subacchi, Paola, 2013. "Expanding Beyond Borders: The Yen and the Yuan," ADBI Working Papers 450, Asian Development Bank Institute.
- ITO Hiroyuki & KAWAI Masahiro, 2016.
"Trade Invoicing in the Major Currencies in the 1970s-1990s: Lessons for renminbi internationalization,"
Discussion papers
16005, Research Institute of Economy, Trade and Industry (RIETI).
- Ito, Hiro & Kawai, Masahiro, 2016. "Trade invoicing in major currencies in the 1970s–1990s: Lessons for renminbi internationalization," Journal of the Japanese and International Economies, Elsevier, vol. 42(C), pages 123-145.
- Hiro Ito & Masahiro Kawai, 2015. "Trade Invoicing in Major Currencies in the 1970s–1990s: Lessons for Renminbi Internationalization," NBER Chapters, in: International Finance in the Global Markets, National Bureau of Economic Research, Inc.
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko, 2013. "Exchange Rate Exposure and Exchange Rate Risk Management: The case of Japanese exporting firms," Discussion papers 13025, Research Institute of Economy, Trade and Industry (RIETI).
- Wanyu Chung, 2014.
"Imported Inputs and Invoicing Currency Choice: Theory and Evidence from UK Transaction Data,"
Discussion Papers
2014-11, University of Nottingham, GEP.
- Chung, Wanyu, 2016. "Imported inputs and invoicing currency choice: Theory and evidence from UK transaction data," Journal of International Economics, Elsevier, vol. 99(C), pages 237-250.
- Zucker-Marques, Marina, 2025. "Currency Internationalization, payment infrastructures and central banks: An institutional analysis of renminbi internationalization," Research in International Business and Finance, Elsevier, vol. 73(PA).
- World Bank, 2011. "Global Development Horizons 2011 : Multipolarity - The New Global Economy," World Bank Publications - Books, The World Bank Group, number 2313.
- Hiro Ito & Cesar M. Rodriguez, 2020.
"Clamoring for greenbacks: Explaining the resurgence of the U.S. dollar in international debt,"
International Finance, Wiley Blackwell, vol. 23(3), pages 370-391, December.
- ITO Hiroyuki & Cesar RODRIGUEZ, 2015. "Clamoring for Greenbacks: Explaining the resurgence of the U.S. dollar in international debt," Discussion papers 15119, Research Institute of Economy, Trade and Industry (RIETI).
- Samar Maziad & Mr. Joong S Kang, 2012. "RMB Internationalization: O+L5022nshore/Offshore Links," IMF Working Papers 2012/133, International Monetary Fund.
- Angrick, Stefan, 2018.
"Structural conditions for currency internationalisation: International finance and the survival constraint,"
IPE Working Papers
107/2018, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
- Stefan Angrick, 2018. "Structural conditions for currency internationalization: international finance and the survival constraint," Review of International Political Economy, Taylor & Francis Journals, vol. 25(5), pages 699-725, September.
- Ito, Hiro & Chinn, Menzie, 2014. "The Rise of the “Redback” and the People’s Republic of China’s Capital Account Liberalization: An Empirical Analysis of the Determinants of Invoicing Currencies," ADBI Working Papers 473, Asian Development Bank Institute.
- Goldberg, Linda S. & Tille, Cédric, 2016. "Micro, macro, and strategic forces in international trade invoicing: Synthesis and novel patterns," Journal of International Economics, Elsevier, vol. 102(C), pages 173-187.
- ITO Hiroyuki & XU Ying, 2023. "Dollar Dominance in Cross-border Bank Loans and Its Response to Uncertainties," Discussion papers 23028, Research Institute of Economy, Trade and Industry (RIETI).
- Sonali Chowdhry, 2024. "Renminbi Rising? Exporters' Response to China's Currency Internationalization," Discussion Papers of DIW Berlin 2085, DIW Berlin, German Institute for Economic Research.
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko, 2010.
"Determinants of Currency Invoicing in Japanese Exports: A firm-level analysis,"
Discussion papers
10034, Research Institute of Economy, Trade and Industry (RIETI).
Cited by:
- Ayako Saiki, 2015. "The Endogeneity of Exchange Rate Pass-Through: Some European Evidence," Open Economies Review, Springer, vol. 26(5), pages 893-909, November.
- Maria V. Sokolova, 2015. "Strategic Currency Choice in International Trade," CESifo Working Paper Series 5574, CESifo.
- Luigi Ventura & Mark David Witte, 2017. "Migration and the Currency Denomination of Trade," International Migration Review, Wiley Blackwell, vol. 51(2), pages 452-474, June.
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko & YOSHIMI Taiyo, 2021. "The Dollar, the Yen, or the RMB? A Survey Data Analysis of Invoicing Currencies among Japanese Overseas Subsidiaries," Discussion papers 21016, Research Institute of Economy, Trade and Industry (RIETI).
- Ito, Takatoshi, 2010.
"Monetary Policy and Financial Stability: Is Inflation Targeting Passe?,"
ADB Economics Working Paper Series
206, Asian Development Bank.
Cited by:
- Valera, Harold Glenn A. & Holmes, Mark J. & Hassan, Gazi M., 2017. "How credible is inflation targeting in Asia? A quantile unit root perspective," Economic Modelling, Elsevier, vol. 60(C), pages 194-210.
- Kenneth N Kuttner & Ilhyock Shim, 2013.
"Can non-interest rate policies stabilise housing markets? Evidence from a panel of 57 economies,"
BIS Working Papers
433, Bank for International Settlements.
- Kuttner, Kenneth N. & Shim, Ilhyock, 2016. "Can non-interest rate policies stabilize housing markets? Evidence from a panel of 57 economies," Journal of Financial Stability, Elsevier, vol. 26(C), pages 31-44.
- Kenneth N. Kuttner & Ilhyock Shim, 2013. "Can Non-Interest Rate Policies Stabilize Housing Markets? Evidence from a Panel of 57 Economies," NBER Working Papers 19723, National Bureau of Economic Research, Inc.
- Audi, Marc & Ali, Amjad, 2022.
"Public policy and economic misery nexus: a comparative analysis of developed and developing world,"
MPRA Paper
115031, University Library of Munich, Germany.
- Marc Audi & Amjad Ali, 2023. "Public Policy and Economic Misery Nexus: A Comparative Analysis of Developed and Developing World," International Journal of Economics and Financial Issues, Econjournals, vol. 13(3), pages 56-73, May.
- Dalla Pellegrina, L. & Masciandaro, D. & Pansini, R.V., 2013. "The central banker as prudential supervisor: Does independence matter?," Journal of Financial Stability, Elsevier, vol. 9(3), pages 415-427.
- L. Dalla Pellegrina & D. Masciandaro & R. Pansini, 2014. "Do exchange rate regimes affect the role of central banks as banking supervisors?," European Journal of Law and Economics, Springer, vol. 38(2), pages 279-315, October.
- Donato Masciandaro & Davide Romelli, 2017. "Twin Peaks And Central Banks: Economics, Political Economy And Comparative Analysis," BAFFI CAREFIN Working Papers 1768, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Lavaneesvari Manogaran* & Siok Kun Sek, 2018. "Examining the Threshold Effect of Exchange Rate Changes on Monetary Policy Reaction Function of ASEAN-5: A Panel Threshold Approach," The Journal of Social Sciences Research, Academic Research Publishing Group, pages 243-248:2.
- Kenneth Kuttner, 2011. "Monetary Policy and Asset Price Volatility: Should We Refill the Bernanke-Gertler Prescription?," Department of Economics Working Papers 2011-04, Department of Economics, Williams College, revised Jun 2011.
- Masciandaro Donato, 2012. "Back to the Future?: Central Banks as Prudential Supervisors in the Aftermath of the Crisis," European Company and Financial Law Review, De Gruyter, vol. 9(2), pages 112-130, July.
- Akhand Akhtar Hossain, 2015. "The Evolution of Central Banking and Monetary Policy in the Asia-Pacific," Books, Edward Elgar Publishing, number 14611, March.
- Donato Masciandaro & Marc Quintyn, 2013. "The Evolution of Financial Supervision: the Continuing Search for the Holy Grail," SUERF 50th Anniversary Volume Chapters, in: Morten Balling & Ernest Gnan (ed.), 50 Years of Money and Finance: Lessons and Challenges, chapter 8, pages 263-318, SUERF - The European Money and Finance Forum.
- Kimie Harada & Takatoshi Ito & Shuhei Takahashi, 2010.
"Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies,"
NBER Working Papers
16182, National Bureau of Economic Research, Inc.
Cited by:
- Chen, Peimin & Wu, Chunchi, 2014. "Default prediction with dynamic sectoral and macroeconomic frailties," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 211-226.
- Alistair Milne, 2013.
"Distance to Default and the Financial Crisis,"
Discussion Paper Series
2013_03, Department of Economics, Loughborough University, revised Jun 2013.
- Milne, Alistair, 2014. "Distance to default and the financial crisis," Journal of Financial Stability, Elsevier, vol. 12(C), pages 26-36.
- Martin Saldias Zambrana, 2010.
"Systemic risk analysis using forward-looking distance-to-default series,"
Working Papers (Old Series)
1005, Federal Reserve Bank of Cleveland.
- Saldías, Martín, 2013. "Systemic risk analysis using forward-looking Distance-to-Default series," Journal of Financial Stability, Elsevier, vol. 9(4), pages 498-517.
- Martín Saldias, 2012. "Systemic Risk Analysis using Forward-Looking Distance-to-Default Series," Working Papers w201216, Banco de Portugal, Economics and Research Department.
- Martín Saldias, 2012. "Systemic risk analysis and option-based theory and information," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Carlson Mark A & King Thomas & Lewis Kurt, 2011.
"Distress in the Financial Sector and Economic Activity,"
The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 11(1), pages 1-31, June.
- Mark A. Carlson & Thomas B. King & Kurt F. Lewis, 2009. "Distress in the financial sector and economic activity," Finance and Economics Discussion Series 2009-01, Board of Governors of the Federal Reserve System (U.S.).
- Mark A. Carlson & Thomas B. King & Kurt F. Lewis, 2008. "Distress in the financial sector and economic activity," Finance and Economics Discussion Series 2008-43, Board of Governors of the Federal Reserve System (U.S.).
- Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 137-164.
- Yener Altunbas & Leonardo Gambacorta & David Marques-Ibanez, 2014.
"Does Monetary Policy Affect Bank Risk?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 10(1), pages 95-136, March.
- Yener Altunbas & Leonardo Gambacorta & David Marques-Ibanez, 2012. "Does monetary policy affect bank risk?," Working Papers 12002, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Henry I. Penikas & Mikhail A. Surkov, 2018. "History of the World Largest Financial Losses in 1972-2018," DEM Working Papers Series 166, University of Pavia, Department of Economics and Management.
- Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015.
"“Bank risk behavior and connectedness in EMU countries”,"
IREA Working Papers
201517, University of Barcelona, Research Institute of Applied Economics, revised Jun 2015.
- Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015. "Bank risk behavior and connectedness in EMU countries," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 161-184.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2018. "“The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis”," IREA Working Papers 201804, University of Barcelona, Research Institute of Applied Economics, revised Feb 2018.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2018. "“Incorporating creditors' seniority into contingent claim models:Application to peripheral euro area countries”," IREA Working Papers 201803, University of Barcelona, Research Institute of Applied Economics, revised Feb 2018.
- Gomez-Puig, Marta & Singh, Manish K. & Sosvilla-Rivero, Simon, 2019. "The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 1-26.
- Turalay Kenc & Emrah Ismail Cevik & Sel Dibooglu, 2021. "Bank default indicators with volatility clustering," Annals of Finance, Springer, vol. 17(1), pages 127-151, March.
- Flannery, Mark J. & Giacomini, Emanuela, 2015. "Maintaining adequate bank capital: An empirical analysis of the supervision of European banks," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 236-249.
- Yoshio Nozawa, 2014. "What Drives the Cross-Section of Credit Spreads?: A Variance Decomposition Approach," Finance and Economics Discussion Series 2014-62, Board of Governors of the Federal Reserve System (U.S.).
- Ignacio Tirado, 2017. "Banking Crises and the Japanese Legal Framework," IMES Discussion Paper Series 17-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
- Mr. Serkan Arslanalp & Yin Liao, 2015. "Contingent Liabilities from Banks: How to Track Them?," IMF Working Papers 2015/255, International Monetary Fund.
- Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014.
"“Forward Looking Banking Stress in EMU Countries”,"
IREA Working Papers
201421, University of Barcelona, Research Institute of Applied Economics, revised Oct 2014.
- Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "Forward looking banking stress in EMU countries," Working Papers 14-10, Asociación Española de Economía y Finanzas Internacionales.
- Turalay Kenc & Emrah Ismail Cevik, 2021. "Estimating volatility clustering and variance risk premium effects on bank default indicators," Review of Quantitative Finance and Accounting, Springer, vol. 57(4), pages 1373-1392, November.
- Chia-Chien Chang & Yung -Jen Chung, 2016. "Can Basel Iii Liquidity Risk Measures Explain Taiwan Bank Failures," Proceedings of Economics and Finance Conferences 3205450, International Institute of Social and Economic Sciences.
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko, 2009.
"Determinants of Currency Invoicing in Japanese Exports: A firm-level analysis (Japanese),"
Discussion Papers (Japanese)
09013, Research Institute of Economy, Trade and Industry (RIETI).
Cited by:
- Jie Sun, 2010. "Retrospect of the Chinese Exchange Rate Regime after Reform: Stylized Facts during the Period from 2005 to 2010," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 18(6), pages 19-35, November.
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko & YOSHIMI Taiyo, 2021. "The Dollar, the Yen, or the RMB? A Survey Data Analysis of Invoicing Currencies among Japanese Overseas Subsidiaries," Discussion papers 21016, Research Institute of Economy, Trade and Industry (RIETI).
- Yuko Hashimoto & Takatoshi Ito, 2009.
"Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture,"
NBER Working Papers
15020, National Bureau of Economic Research, Inc.
Cited by:
- Hashimoto, Yuko & Ito, Takatoshi, 2010. "Effects of Japanese macroeconomic statistic announcements on the dollar/yen exchange rate: High-resolution picture," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 334-354, September.
- Christopher J. Neely, 2011. "A survey of announcement effects on foreign exchange volatility and jumps," Review, Federal Reserve Bank of St. Louis, vol. 93(Sep), pages 361-385.
- Cyril May & Greg Farrell & Jannie Rossouw, 2018. "Do Monetary Policy Announcements Affect Exchange Rate Returns and Volatility of Returns? Some Evidence from High‐Frequency Intra‐Day South African Data," South African Journal of Economics, Economic Society of South Africa, vol. 86(3), pages 308-338, September.
- ITO Takatoshi, 2008.
"Chinese Foreign Exchange Policies and Asian Currencies (Japanese),"
Discussion Papers (Japanese)
08010, Research Institute of Economy, Trade and Industry (RIETI).
Cited by:
- Naoyuki Yoshino & Sahoko Kaji & Tamon Asonuma, 2014. "Dynamic Transition of Exchange Rate Regime in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 22(3), pages 36-55, July.
- Yoshino, Naoyuki & Asonuma, Tamon, 2017. "Optimal Dynamic Path during the Transition of Exchange Rate Regime: Analysis of the People’s Republic of China (PRC), Malaysia, and Singapore," ADBI Working Papers 765, Asian Development Bank Institute.
- Yoshino, Naoyuki & Kaji, Sahoko & Tamon, Asonuma, 2014. "Dynamic Transition of the Exchange Rate Regime in the People’s Republic of China," ADBI Working Papers 476, Asian Development Bank Institute.
- Yoshino, Naoyuki & Kaji, Sahoko & Asonuma, Tamon, 2016. "Exchange rate regime switching in Malaysia and Singapore in response to China’s move to a basket peg: A DSGE analysis," Journal of Asian Economics, Elsevier, vol. 46(C), pages 17-37.
- Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2008.
"Random Walk or A Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability,"
NBER Working Papers
14160, National Bureau of Economic Research, Inc.
- Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2012. "Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability," Quantitative Finance, Taylor & Francis Journals, vol. 12(6), pages 893-905, March.
Cited by:
- Ichiki, Shingo & Nishinari, Katsuhiro, 2015. "Simple stochastic order-book model of swarm behavior in continuous double auction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 420(C), pages 304-314.
- Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2012. "Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers 18541, National Bureau of Economic Research, Inc.
- Schmidt, Anatoly B., 2009. "Detrending the realized volatility in the global FX market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(9), pages 1887-1892.
- Evans, Kevin & Speight, Alan, 2010. "International macroeconomic announcements and intraday euro exchange rate volatility," Journal of the Japanese and International Economies, Elsevier, vol. 24(4), pages 552-568, December.
- Zapart, Christopher A., 2015. "Econophysics: A challenge to econometricians," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 318-327.
- Shingo Ichiki & Katsuhiro Nishinari, 2014. "Simple Stochastic Order-Book Model of Swarm Behavior in Continuous Double Auction," Papers 1411.2215, arXiv.org.
- Rechenthin, Michael & Street, W. Nick, 2013. "Using conditional probability to identify trends in intra-day high-frequency equity pricing," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(24), pages 6169-6188.
- ITO Takatoshi & KOIBUCHI Satoshi & SASAKI Yuri & SATO Kiyotaka & SHIMIZU Junko & HAYAKAWA Kazunobu & YOSHIMI Taiyo, 2008.
"Currency Invoicing and Foreign Exchange Risk Management: A Case Study of Japanese Firms (Japanese),"
Discussion Papers (Japanese)
08009, Research Institute of Economy, Trade and Industry (RIETI).
Cited by:
- Willem Thorbecke, 2011.
"The Effect Of Exchange Rate Changes On Trade In East Asia,"
Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 2(01), pages 85-102.
- Willem THORBECKE, 2006. "The Effect of Exchange Rate Changes on Trade in East Asia," Discussion papers 06009, Research Institute of Economy, Trade and Industry (RIETI).
- Thorbecke, Willem, 2011. "The Effect of Exchange Rate Changes on Trade in East Asia," ADBI Working Papers 263, Asian Development Bank Institute.
- Willem Thorbecke, 2011. "The Effect of Exchange Rate Changes on Trade in East Asia," Finance Working Papers 23274, East Asian Bureau of Economic Research.
- Willem Thorbecke, 2011. "The Effect of Exchange Rate Changes on Trade in East Asia," Macroeconomics Working Papers 23274, East Asian Bureau of Economic Research.
- Willem Thorbecke, 2011. "The Effect of Exchange Rate Changes on Trade in East Asia," Trade Working Papers 23274, East Asian Bureau of Economic Research.
- Willem Thorbecke & Nimesh Salike, 2011.
"Understanding Foreign Direct Investment in East Asia,"
Microeconomics Working Papers
23246, East Asian Bureau of Economic Research.
- Willem Thorbecke & Nimesh Salike, 2011. "Understanding Foreign Direct Investment in East Asia," Trade Working Papers 23246, East Asian Bureau of Economic Research.
- Thorbecke, Willem & Salike, Nimesh, 2011. "Understanding Foreign Direct Investment in East Asia," ADBI Working Papers 290, Asian Development Bank Institute.
- Hayakawa, Kazunobu & Kimura, Fukunari, 2008. "The Effect of Exchange Rate Volatility on International Trade: The Implication for Production Networks in East Asia," IDE Discussion Papers 156, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Willem Thorbecke & Nimesh Salike, 2016. "Understanding FDI and production networks in East Asia," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 30(2), pages 57-71, November.
- Willem THORBECKE, 2012. "Investigating China's Disaggregated Processed Exports: Evidence that the RMB matters," Discussion papers 12003, Research Institute of Economy, Trade and Industry (RIETI).
- Willem Thorbecke, 2011.
"The Effect Of Exchange Rate Changes On Trade In East Asia,"
Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 2(01), pages 85-102.
- Kimie Harada & Takatoshi Ito, 2008.
"Did Mergers Help Japanese Mega-Banks Avoid Failure? Analysis of the Distance to Default of Banks,"
NBER Working Papers
14518, National Bureau of Economic Research, Inc.
- Harada, Kimie & Ito, Takatoshi, 2011. "Did mergers help Japanese mega-banks avoid failure? Analysis of the distance to default of banks," Journal of the Japanese and International Economies, Elsevier, vol. 25(1), pages 1-22, March.
Cited by:
- Chen, Sichong, 2013. "How do leverage ratios affect bank share performance during financial crises: The Japanese experience of the late 1990s," Journal of the Japanese and International Economies, Elsevier, vol. 30(C), pages 1-18.
- George Halkos & Roman Matousek & Nickolaos Tzeremes, 2016. "Pre-evaluating technical efficiency gains from possible mergers and acquisitions: evidence from Japanese regional banks," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 47-77, January.
- Asish Saha & Nor Hayati Ahmad & Lim Hick Eam & Siew Goh Yeok, 2019. "Assessing Bank Stability in Malaysia in the Framework of Distance to Default," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 15(2), pages 1-27.
- Giannetti, Mariassunta & Simonov, Andrei, 2009.
"On the Real Effects of Bank Bailouts: Micro-Evidence from Japan,"
Institutions and Markets Papers
55330, Fondazione Eni Enrico Mattei (FEEM).
- Mariassunta Giannetti & Andrei Simonov, 2013. "On the Real Effects of Bank Bailouts: Micro Evidence from Japan," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(1), pages 135-167, January.
- Giannetti, Mariassunta & Simonov, Andrei, 2009. "On the Real Effects of Bank Bailouts: Micro-Evidence from Japan," CEPR Discussion Papers 7441, C.E.P.R. Discussion Papers.
- Mariassunta Giannetti & Andrei Simonov, 2009. "On the Real Effects of Bank Bailouts: Micro-Evidence from Japan," Working Papers 2009.103, Fondazione Eni Enrico Mattei.
- Martin Saldias Zambrana, 2010.
"Systemic risk analysis using forward-looking distance-to-default series,"
Working Papers (Old Series)
1005, Federal Reserve Bank of Cleveland.
- Saldías, Martín, 2013. "Systemic risk analysis using forward-looking Distance-to-Default series," Journal of Financial Stability, Elsevier, vol. 9(4), pages 498-517.
- Martín Saldias, 2012. "Systemic Risk Analysis using Forward-Looking Distance-to-Default Series," Working Papers w201216, Banco de Portugal, Economics and Research Department.
- Po-Lin Chen, 2024. "Era of restructuring: Deposit demand estimation and welfare consequences during the Japanese mega-bank mergers wave," Working Papers 2408, Waseda University, Faculty of Political Science and Economics.
- Martín Saldias, 2012. "Systemic risk analysis and option-based theory and information," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Nakashima, Kiyotaka, 2016.
"An econometric evaluation of bank recapitalization programs with bank- and loan-level data,"
Journal of Banking & Finance, Elsevier, vol. 63(C), pages 1-24.
- Nakashima, Kiyotaka, 2015. "An Econometric Evaluation of Bank Recapitalization Programs with Bank- and Loan-level Data," MPRA Paper 70704, University Library of Munich, Germany.
- Mamatzakis, Emmanuel & Matousek, Roman & Vu, Anh Nguyet, 2016. "What is the impact of bankrupt and restructured loans on Japanese bank efficiency?," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 187-202.
- Dibooglu, Sel & Cevik, Emrah I. & Tamimi, Hussein A. Hassan Al, 2022. "Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 396-411.
- Kinateder, Harald & Choudhury, Tonmoy & Zaman, Rashid & Scagnelli, Simone D. & Sohel, Nurul, 2021. "Does boardroom gender diversity decrease credit risk in the financial sector? Worldwide evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
- Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015.
"“Bank risk behavior and connectedness in EMU countries”,"
IREA Working Papers
201517, University of Barcelona, Research Institute of Applied Economics, revised Jun 2015.
- Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015. "Bank risk behavior and connectedness in EMU countries," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 161-184.
- Besstremyannaya, Galina, 2017. "Heterogeneous effect of the global financial crisis and the Great East Japan Earthquake on costs of Japanese banks," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 66-89.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2018. "“Incorporating creditors' seniority into contingent claim models:Application to peripheral euro area countries”," IREA Working Papers 201803, University of Barcelona, Research Institute of Applied Economics, revised Feb 2018.
- UESUGI, Iichiro & HIRAGA, Kazuki & MANABE, Masashi & YOSHINO, Naoyuki, 2022.
"Measuring Concentration in the Japanese Loan and Deposit Markets,"
RCESR Discussion Paper Series
DP22-4, Research Center for Economic and Social Risks, Institute of Economic Research, Hitotsubashi University.
- Uesugi, Iichiro & Hiraga, Kazuki & Manabe, Masashi & Yoshino, Naoyuki, 2022. "Measuring concentration in the Japanese loan and deposit markets," Japan and the World Economy, Elsevier, vol. 63(C).
- Kobayashi, Ayami & Bremer, Marc, 2022. "Lessons from mergers and acquisitions of regional banks in Japan: What does the stock market think?," Journal of the Japanese and International Economies, Elsevier, vol. 64(C).
- Wang, Haibo, 2024. "Assessing resilience to systemic risks across interbank credit networks using linkage-leverage analysis: Evidence from Japan," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014.
"“Forward Looking Banking Stress in EMU Countries”,"
IREA Working Papers
201421, University of Barcelona, Research Institute of Applied Economics, revised Oct 2014.
- Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "Forward looking banking stress in EMU countries," Working Papers 14-10, Asociación Española de Economía y Finanzas Internacionales.
- Tonmoy Choudhury & Simone Scagnelli & Jaime Yong & Zhaoyong Zhang, 2021. "Non-Traditional Systemic Risk Contagion within the Chinese Banking Industry," Sustainability, MDPI, vol. 13(14), pages 1-16, July.
- Kiyotaka Nakashima & Masahiko Shibamoto & Koji Takahashi, 2017. "Risk-Taking Channel of Unconventional Monetary Policies in Bank Lending," Discussion Paper Series DP2017-24, Research Institute for Economics & Business Administration, Kobe University, revised Apr 2019.
- Kimie Harada & Takatoshi Ito & Shuhei Takahashi, 2010. "Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies," NBER Working Papers 16182, National Bureau of Economic Research, Inc.
- Ion Lapteacru, 2016. "Income and funding structures, banking regulation and bank risk-taking: The role of ownership in Central and Eastern European banks," Working Papers hal-01301825, HAL.
- Harada, Kimie & Ito, Takatoshi & Takahashi, Shuhei, 2013. "Is the Distance to Default a good measure in predicting bank failures? A case study of Japanese major banks," Japan and the World Economy, Elsevier, vol. 27(C), pages 70-82.
- Heather Montgomery & Yuki Takahashi, 2018. "Effect of Bank Mergers on Client Firms: Evidence from the Credit Supply Channel," The Japanese Economic Review, Springer, vol. 69(4), pages 438-449, December.
- Nizar, Muhammad Afdi, 2016. "Penguatan Perbankan Syari’ah melalui Merger atau Konsolidasi [Strengthening Sharia Banking through Merger or Consolidation]," MPRA Paper 97964, University Library of Munich, Germany.
- ITO Takatoshi & SATO Kiyotaka, 2007.
"Exchange Rate Pass-Through and Domestic Inflation: A Comparison between East Asia and Latin American Countries,"
Discussion papers
07040, Research Institute of Economy, Trade and Industry (RIETI).
Cited by:
- Pym Manopimoke & Nuwat Nookhwun & Jettawat Pattararangrong, 2024.
"Exchange Rate in Emerging Markets: Shock Absorber or Source of Shock?,"
PIER Discussion Papers
220, Puey Ungphakorn Institute for Economic Research.
- Manopimoke, Pym & Nookhwun, Nuwat & Pattararangrong, Jettawat, 2024. "Exchange rate in emerging markets: Shock absorber or source of shock?," Journal of International Money and Finance, Elsevier, vol. 148(C).
- Hernández, María Florencia, 2023. "Análisis del pass-through del tipo de cambio a la inflación en Argentina (2003-2020): un enfoque empírico," Nülan. Deposited Documents 4016, Universidad Nacional de Mar del Plata, Facultad de Ciencias Económicas y Sociales, Centro de Documentación.
- Carranza, Luis & Galdon-Sanchez, Jose E. & Gomez-Biscarri, Javier, 2009.
"Exchange rate and inflation dynamics in dollarized economies,"
Journal of Development Economics, Elsevier, vol. 89(1), pages 98-108, May.
- Luis Carranza & José E. Galdón-Sánchez & Javier Gómez Biscarri, 2004. "Exchange Rate and Inflation Dynamics in Dollarized Economies," Faculty Working Papers 10/04, School of Economics and Business Administration, University of Navarra.
- Abdul Aleem & Amine Lahiani, 2014.
"A Threshold Vector Autoregression Model of Exchange Rate Pass-Through in Mexico,"
Post-Print
halshs-01022416, HAL.
- Aleem, Abdul & Lahiani, Amine, 2014. "A threshold vector autoregression model of exchange rate pass-through in Mexico," Research in International Business and Finance, Elsevier, vol. 30(C), pages 24-33.
- Mirza, Nawazish & Naqvi, Bushra & Rizvi, Syed Kumail Abbas & Umar, Muhammad, 2023. "Fiscal or monetary? Efficacy of regulatory regimes and energy trilemma of the inflation reduction act (IRA)," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Beirne, John & Renzhi, Nuobu & Panthi, Pradeep, 2024. "Exchange rate pass-through in emerging Asia and exposure to external shocks," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1608-1624.
- Naz, Farah & Mohsin, Asma & Zaman, Khalid, 2012. "Exchange rate pass-through in to inflation: New insights in to the cointegration relationship from Pakistan," Economic Modelling, Elsevier, vol. 29(6), pages 2205-2221.
- Oluwasheyi Oladipo, 2017. "The Effects of Inflation Targeting on Exchange Rate Pass-Through to Domestic Prices: A Case Study of South Africa," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 7(6), pages 1-4.
- Brause, Alexander, 2008. "Foreign exchange interventions in emerging market countries: New lessons from Argentina," W.E.P. - Würzburg Economic Papers 79, University of Würzburg, Department of Economics.
- Rucha R. Ranadive & L.G. Burange, 2015. "Transmission Mechanism of Exchange Rate Pass-through in India," Foreign Trade Review, , vol. 50(4), pages 263-283, November.
- Fatma Marrakchi Charfi & Mohamed Kadria, 2016. "Incomplete Exchange Rate Pass-Through Transmission To Prices: An Svar Model For Tunisia," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(04), pages 1-23, December.
- García-Solanes, José & Torrejón-Flores, Fernando, 2010. "Devaluation and pass-through in indebted and risky economies," International Review of Economics & Finance, Elsevier, vol. 19(1), pages 36-45, January.
- Montfaucon, Angella Faith & Sato, Kiyotaka & Shrestha, Nagendra & Parsons, Craig, 2021. "Exchange rate pass-through and invoicing currency choice between fixed and floating exchange rate regimes: Evidence from Malawi’s transaction-level data," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 562-577.
- Oluwasheyi Oladipo, 2017. "Inflation targeting and exchange rate pass-through to domestic prices: evidence from South Africa," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 5(5), pages 1-11, October.
- Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Wohar, Mark E., 2017. "Markov-switching analysis of exchange rate pass-through: Perspective from Asian countries," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 245-257.
- Pym Manopimoke & Nuwat Nookhwun & Jettawat Pattararangrong, 2024.
"Exchange Rate in Emerging Markets: Shock Absorber or Source of Shock?,"
PIER Discussion Papers
220, Puey Ungphakorn Institute for Economic Research.
- ITO Takatoshi & HASHIMOTO Yuko, 2007.
"Bank Restructuring in Asia: Crisis management in the aftermath of the Asian financial crisis and prospects for crisis prevention -Malaysia-,"
Discussion papers
07039, Research Institute of Economy, Trade and Industry (RIETI).
Cited by:
- Fazelina Sahul Hamid, 2015. "Dynamic Depositor Discipline: Evidence Based on East Asian Banks," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 9(3), pages 218-253, August.
- Ibrahim, Mansor H. & Salim, Kinan & Abojeib, Moutaz & Yeap, Lau Wee, 2019. "Structural changes, competition and bank stability in Malaysia’s dual banking system," Economic Systems, Elsevier, vol. 43(1), pages 111-129.
- Luc Can & Mohamed Ariff, 2009. "Performance of East Asian banking sectors under IMF-supported programs," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 14(1), pages 5-26.
- Shambaugh, George E. & Shen, Elaine B., 2018. "A clear advantage: The benefits of transparency to crisis recovery," European Journal of Political Economy, Elsevier, vol. 55(C), pages 391-416.
- Takatoshi Ito, 2009. "Fire, flood, and lifeboats: policy responses to the global crisis of 2007-09," Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 207-249.
- Dreyer, Mallory, 2021. "Malaysia: Pengurusan Danaharta Nasional Berhad," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 3(2), pages 450-484, April.
- ITO Takatoshi & HASHIMOTO Yuko, 2007.
"Bank Restructuring in Asia: Crisis management in the aftermath of the Asian financial crisis and prospects for crisis prevention -Korea-,"
Discussion papers
07038, Research Institute of Economy, Trade and Industry (RIETI).
Cited by:
- Linda Loh & Chan Sok-Gee, 2017. "Bank Risk Taking Behaviour in Malaysia: Role of Board and Ownership Structure," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 13(2), pages 1-26.
- Fazelina Sahul Hamid, 2015. "Dynamic Depositor Discipline: Evidence Based on East Asian Banks," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 9(3), pages 218-253, August.
- Luc Can & Mohamed Ariff, 2009. "Performance of East Asian banking sectors under IMF-supported programs," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 14(1), pages 5-26.
- Shambaugh, George E. & Shen, Elaine B., 2018. "A clear advantage: The benefits of transparency to crisis recovery," European Journal of Political Economy, Elsevier, vol. 55(C), pages 391-416.
- Takatoshi Ito, 2009. "Fire, flood, and lifeboats: policy responses to the global crisis of 2007-09," Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 207-249.
- Dreyer, Mallory, 2021. "Malaysia: Pengurusan Danaharta Nasional Berhad," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 3(2), pages 450-484, April.
- Takatoshi Ito & Kiyotaka Sato, 2006.
"Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through (Subsequently published in "Journal of Money, Credit and Banking", Volume 4,"
CARF F-Series
CARF-F-063, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
Cited by:
- SASAKI Yuri & YOSHIDA Yushi & Piotr Kansho OTSUBO, 2019. "Exchange rate pass-through on Japanese prices: Import price, producer price, and core CPI," Discussion papers 19078, Research Institute of Economy, Trade and Industry (RIETI).
- Takatoshi Ito & Yuko Hashimoto, 2006.
"Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System (Subsequently published in "Journal of the Japanese and International Economies&qu,"
CARF F-Series
CARF-F-064, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
Cited by:
- Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2020. "Execution Risk and Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers 26706, National Bureau of Economic Research, Inc.
- Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2008.
"Random Walk or A Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability,"
NBER Working Papers
14160, National Bureau of Economic Research, Inc.
- Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2012. "Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability," Quantitative Finance, Taylor & Francis Journals, vol. 12(6), pages 893-905, March.
- Takatoshi Ito & Kiyotaka Sato, 2006.
"Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through,"
Discussion papers
06018, Research Institute of Economy, Trade and Industry (RIETI).
- Takatoshi Ito & Kiyotaka Sato, 2006. "Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through," NBER Working Papers 12395, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Kiyotaka Sato, 2006. "Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through," CIRJE F-Series CIRJE-F-406, CIRJE, Faculty of Economics, University of Tokyo.
Cited by:
- Hiroshi Fujiki & Akiko Terada-Hagiwara, 2007.
"Financial Integration in East Asia,"
IMES Discussion Paper Series
07-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
- Hiroshi Fujiki & Akiko Terada-Hagiwara, 2007. "Financial integration in East Asia," Working Paper Series 2007-30, Federal Reserve Bank of San Francisco.
- Hiroshi Fujiki & Akiko Terada-Hagiwara, 2007. "Financial Integration in East Asia," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 25(S1), pages 57-100, December.
- Joel Rodrigue, 2014.
"Multinational Production, Exports and Aggregate Productivity,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 243-261, April.
- Joel Rodrigue, 2013. "Code files for "Multinational Production, Exports and Aggregate Productivity"," Computer Codes 12-23, Review of Economic Dynamics.
- Joel Rodrigue, 2013. "Online Appendix to "Multinational Production, Exports and Aggregate Productivity"," Online Appendices 12-23, Review of Economic Dynamics.
- Carlos Cortinhas, 2009.
"Exchange Rate Pass-Through In Asean: Implications For The Prospects Of Monetary Integration In The Region,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(04), pages 657-687.
- Carlos Cortinhas, 2007. "Exchange Rate Pass-Through in ASEAN: Implications for the Prospects of Monetary Integration in the Region," NIPE Working Papers 2/2007, NIPE - Universidade do Minho.
- Avci, S. Burcu & Yucel, Eray, 2016.
"Effectiveness of Monetary Policy: Evidence from Turkey,"
MPRA Paper
70848, University Library of Munich, Germany.
- S. Burcu Avci & Eray Yucel, 2017. "Effectiveness of monetary policy: evidence from Turkey," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 7(2), pages 179-213, August.
- Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012.
"The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity,"
EconomiX Working Papers
2012-1, University of Paris Nanterre, EconomiX.
- Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012. "The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity," Post-Print hal-01385863, HAL.
- Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012. "The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity," Working Papers hal-04141141, HAL.
- Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012. "The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity," International Economics, CEPII research center, issue 132, pages 35-89.
- Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012. "The impact of external shocks in East Asia : lessons from a structural VAR model with block exogeneity," Post-Print halshs-00697310, HAL.
- SASAKI Yuri & YOSHIDA Yushi & Piotr Kansho OTSUBO, 2019. "Exchange rate pass-through on Japanese prices: Import price, producer price, and core CPI," Discussion papers 19078, Research Institute of Economy, Trade and Industry (RIETI).
- Mirdala, Rajmund, 2009.
"Exchange rate pass-through to domestic prices in the Central European countries,"
MPRA Paper
19282, University Library of Munich, Germany.
- Rajmund MIRDALA, 2009. "Exchange Rate Pass-Through To Domestic Prices In The Central European Countries," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 4(3(9)_Fall).
- Takatoshi ITO, 2007. "Asian Currency Crisis and the International Monetary Fund, 10 Years Later: Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 2(1), pages 16-49, June.
- Forte, Antonio, 2009.
"The pass-through effect: a twofold analysis,"
MPRA Paper
16527, University Library of Munich, Germany.
- Antonio Forte, 2009. "The pass-through effect: a twofold analysis," EERI Research Paper Series EERI_RP_2009_08, Economics and Econometrics Research Institute (EERI), Brussels.
- Dube, Smile, 2016. "Exchange Rate Pass-Through (ERPT) and Inflation-Targeting (IT): Evidence from South Africa - Exchange rate pass-through and inflation targeting: evidenze dal Sud Africa," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(2), pages 121-150.
- Kadria, Mohamed & Djelassi, Mouldi, 2012. "La Politique de Ciblage d’Inflation et “Pass-through” du Taux de Change : Une Analyse en Modèle Panel VAR dans le cadre des Pays Emergents [The Inflation Targeting Policy and Exchange Rate Pass-thr," MPRA Paper 60721, University Library of Munich, Germany.
- Martin Kliem & Alexander Kriwoluzky, 2013.
"Online Appendix to "Toward a Taylor Rule for Fiscal Policy","
Online Appendices
12-15, Review of Economic Dynamics.
- Martin Kliem & Alexander Kriwoluzky, 2014. "Toward a Taylor Rule for Fiscal Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 294-302, April.
- Ahmed Ibrahim & Rasha Kashef & Menglu Li & Esteban Valencia & Eric Huang, 2020. "Bitcoin Network Mechanics: Forecasting the BTC Closing Price Using Vector Auto-Regression Models Based on Endogenous and Exogenous Feature Variables," JRFM, MDPI, vol. 13(9), pages 1-21, August.
- Duo Qin & Tao Tan, 2008.
"How Much Intraregional Exchange Rate Variability Could a Currency Union Remove? The Case of ASEAN+3,"
Working Papers
631, Queen Mary University of London, School of Economics and Finance.
- Qin, Duo & Tan, Tao, 2009. "How much intraregional exchange rate variability could a currency union remove? The case of ASEAN+3," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1793-1803, October.
- Duo QIN & Tao TAN, 2008. "How Much Intraregional Exchange Rate Variability Could A Currency Union Remove? The Case of ASEAN+3," EcoMod2008 23800111, EcoMod.
- Andreas Bachmann, 2012. "Exchange rate pass-through to various price indices: empirical estimation using vector error correction models," Diskussionsschriften dp1205, Universitaet Bern, Departement Volkswirtschaft.
- Vugar Rahimov & Nigar Jafarova & Fuad Ganbarov, 2017. "The Exchange Rate Pass-Through to CPI and its components in Oil-Exporting CIS Countries," IHEID Working Papers 06-2017, Economics Section, The Graduate Institute of International Studies.
- Sek, Siok Kun & Kapsalyamova, Zhanna, 2008. "Exchange rate pass-through and volatility: Impacts on domestic prices in four Asian countries," MPRA Paper 11130, University Library of Munich, Germany, revised 26 Oct 2008.
- Pami Dua, 2009.
"Determination of Inflation in an Open Economy Phillips Curve Framework: The Case of Developed and Developing Asian Countries,"
Working Papers
id:1973, eSocialSciences.
- Pami Dua & Upasna Gaur, 2009. "Determination of Inflation in an Open Economy Phillips Curve Framework-- The Case of Developed and Developing Asian Countries," Working papers 178, Centre for Development Economics, Delhi School of Economics.
- Pami Dua & Upasna Gaur, 2010. "Determination of inflation in an open economy Phillips curve framework: the case of developed and developing Asian countries," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 3(1), pages 33-51.
- Ahlem Dahem1 & Fatma Siala Guermazi, 2016. "Exchange Rate Pass-through and Monetary Policy in Transition Economy: Evidence from Tunisia with a Disaggregated VAR Analysis," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 50-63.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2018.
"The shocks matter: Improving our estimates of exchange rate pass-through,"
Journal of International Economics, Elsevier, vol. 114(C), pages 255-275.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2015. "The shocks matter: improving our estimates of exchange rate pass-through," Discussion Papers 43, Monetary Policy Committee Unit, Bank of England.
- Hjortsø, Ida & Forbes, Kristin & Nenova, Tsvetelina, 2018. "The Shocks Matter: Improving our Estimates of Exchange Rate Pass-Through," CEPR Discussion Papers 13037, C.E.P.R. Discussion Papers.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2018. "The Shocks Matter: Improving Our Estimates of Exchange Rate Pass-Through," NBER Working Papers 24773, National Bureau of Economic Research, Inc.
- Kliem, Martin & Kriwoluzky, Alexander, 2010.
"Toward a Taylor rule for fiscal policy,"
Discussion Paper Series 1: Economic Studies
2010,26, Deutsche Bundesbank.
- Martin Kliem & Alexander Kriwoluzky, 2014. "Toward a Taylor Rule for Fiscal Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 294-302, April.
- Craig R. Parsons & Kiyotaka Sato, 2008. "New estimates of exchange rate pass-through in Japanese exports An earlier version of this paper was presented at the 10th International Convention of the East Asian Economic Association in Beijing, C," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(2), pages 174-183.
- Asuamah Yeboah, Samuel, 2017. "Modelling the effect of exchange rate on inflation in Ghana," MPRA Paper 99395, University Library of Munich, Germany.
- Rucha R. Ranadive & L.G. Burange, 2015. "Transmission Mechanism of Exchange Rate Pass-through in India," Foreign Trade Review, , vol. 50(4), pages 263-283, November.
- Pınar GÖKTAŞ, 2019. "Asymmetric Transition Effects of the Exchange Rate on Consumer Prices in Turkey," Sosyoekonomi Journal, Sosyoekonomi Society, issue 27(42).
- Dahem, Ahlem & Siala Guermazi, Fatma, 2016. "Exchange rate Pass-through and Monetary Policy in Transition Economy: Evidence from Tunisia with disaggregated VAR Analysis," MPRA Paper 74179, University Library of Munich, Germany.
- Dubravko Mihaljek & Marc Klau, 2008. "Exchange rate pass-through in emerging market economies: what has changed and why?," BIS Papers chapters, in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 103-130, Bank for International Settlements.
- Craig R. Parsons & Kiyotaka Sato, 2006. "Exchange Rate Pass‐through and Currency Invoicing: Implications for Monetary Integration in East Asia," The World Economy, Wiley Blackwell, vol. 29(12), pages 1759-1788, December.
- Kim Edwards & Sahminan, 2008. "Exchange Rate Movements in Indonesia: Determinants, Effects, and Policy Challenges," Working Papers WP/25/2008, Bank Indonesia.
- Rajmund Mirdala, 2014.
"Exchange Rate Pass-Through to Domestic Prices under Different Exchange Rate Regimes,"
William Davidson Institute Working Papers Series
wp1070, William Davidson Institute at the University of Michigan.
- Mirdala, Rajmund, 2013. "Exchange Rate Pass-Through to Domestic Prices under Different Exchange Rate Regimes," MPRA Paper 53209, University Library of Munich, Germany.
- Fatma Marrakchi Charfi & Mohamed Kadria, 2016. "Incomplete Exchange Rate Pass-Through Transmission To Prices: An Svar Model For Tunisia," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(04), pages 1-23, December.
- Youngwoo Rho & Joel Rodrigue, 2015. "Growing into Export Markets: The Impact of Exporting on Firm-level Investment in Indonesia," Review of International Economics, Wiley Blackwell, vol. 23(1), pages 62-85, February.
- Kiran Ijaz & Muhammad Zakaria & Bashir A. Fida, 2014. "Terms-of-Trade Volatility and Inflation in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 19(1), pages 111-132, Jan-June.
- Muneesh Kapur & Michael Debabrata Patra, 2010. "A Monetary Policy Model Without Money for India," IMF Working Papers 2010/183, International Monetary Fund.
- Hardiyanto, A.V., 2007. "Daily Rp/USD stochastic volatility and the policy implication lesson," Journal of Asian Economics, Elsevier, vol. 18(1), pages 237-256, February.
- Weera Prasertnukul & Donghun Kim & Makoto Kakinaka, 2010.
"Exchange Rates, Price Levels, and Inflation Targeting: Evidence from Asian Countries,"
Working Papers
EMS_2010_03, Research Institute, International University of Japan.
- Prasertnukul, Weera & Kim, Donghun & Kakinaka, Makoto, 2010. "Exchange rates, price levels, and inflation targeting: Evidence from Asian countries," Japan and the World Economy, Elsevier, vol. 22(3), pages 173-182, August.
- Frondel, Manuel & Schmidt, Torsten & Vance, Colin & Zimmermann, Tobias & Belke, Ansgar, 2008. "Einfluss von Preisschocks auf die Preisentwicklung in Deutschland: Forschungsvorhaben des Bundesministeriums für Wirtschaft und Technologie. Projekt-Nr. I D 4-020815-16/07. Endbericht - Oktober 2008," RWI Projektberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, number 70890, December.
- Suresh Ramakrishnan & Shamaila Butt & Melati Ahmad Anuar, 2017. "The Impact of Macroeconomic, Oil Prices and Socio-economic Factors on Exchange Rate in Pakistan: An Auto Regressive Distributed Lag Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 489-499.
- Adekunle, Wasiu & Tiamiyu, Ajao, 2018. "Exchange rate pass-through to consumer prices in Nigeria: An asymmetric approach," MPRA Paper 88797, University Library of Munich, Germany.
- Liew, Freddy, 2012. "Forecasting inflation in Asian economies," MPRA Paper 36781, University Library of Munich, Germany.
- Kassi, Diby François & Sun, Gang & Ding, Ning & Rathnayake, Dilesha Nawadali & Assamoi, Guy Roland, 2019. "Asymmetry in exchange rate pass-through to consumer prices: Evidence from emerging and developing Asian countries," Economic Analysis and Policy, Elsevier, vol. 62(C), pages 357-372.
- Pradyut Kumar Pyne & Saikat Sinha Roy, 2009. "Exchange Rate Pass-Through in India an Exploration with Sectoral Import Prices," DEGIT Conference Papers c014_038, DEGIT, Dynamics, Economic Growth, and International Trade.
- Takatoshi Ito & Yuko Hashimoto, 2006.
"Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System,"
NBER Working Papers
12413, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Hashimoto, Yuko, 2006. "Intraday seasonality in activities of the foreign exchange markets: Evidence from the electronic broking system," Journal of the Japanese and International Economies, Elsevier, vol. 20(4), pages 637-664, December.
- Takatoshi Ito & Yuko Hashimoto, 2006. "Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System," CIRJE F-Series CIRJE-F-407, CIRJE, Faculty of Economics, University of Tokyo.
Cited by:
- Kitamura, Yoshihiro, 2017. "Simple measures of market efficiency: A study in foreign exchange markets," Japan and the World Economy, Elsevier, vol. 41(C), pages 1-16.
- Kitamura, Yoshihiro, 2016. "The probability of informed trading measured with price impact, price reversal, and volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 42(C), pages 77-90.
- Yu-Lun Chen & Yin-Feng Gau & Wen-Ju Liao, 2016. "Trading activities and price discovery in foreign currency futures markets," Review of Quantitative Finance and Accounting, Springer, vol. 46(4), pages 793-818, May.
- Galagedera, Don U.A. & Kitamura, Yoshihiro, 2012. "Effect of exchange rate return on volatility spill-over across trading regions," Japan and the World Economy, Elsevier, vol. 24(4), pages 254-265.
- Lallouache, Mehdi & Abergel, Frédéric, 2014. "Tick size reduction and price clustering in a FX order book," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 488-498.
- Dagfinn Rime & Hans Jørgen Tranvåg, 2012.
"The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence,"
Working Paper
2012/01, Norges Bank.
- Dagfinn Rime & Hans Jørgen Tranvåg, 2012. "Flows Of The Pacific: Asian Foreign Exchange Markets Through Tranquility And Turbulence," Pacific Economic Review, Wiley Blackwell, vol. 17(3), pages 434-466, August.
- Hans Jørgen Tranvåg & Dagfinn Rime, 2012. "The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence," Working Paper Series 12412, Department of Economics, Norwegian University of Science and Technology.
- Chen, Yu-Lun & Gau, Yin-Feng, 2014. "Asymmetric responses of ask and bid quotes to information in the foreign exchange market," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 194-204.
- Carol Osler & Alexander Mende & Lukas Menkhoff, 2010.
"Price Discovery in Currency Markets,"
Working Papers
03, Brandeis University, Department of Economics and International Business School.
- Osler, Carol L. & Mende, Alexander & Menkhoff, Lukas, 2011. "Price discovery in currency markets," Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1696-1718.
- Osler, Carol & Mende, Alexander & Menkhoff, Lukas, 2006. "Price Discovery in Currency Markets," Hannover Economic Papers (HEP) dp-351, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Mingshu Hua & Chen-Yu Li, 2011. "The intraday bid-ask spread behaviour of the JPY/USD exchange rate in the EBS electronic brokerage system," Applied Economics, Taylor & Francis Journals, vol. 43(16), pages 2003-2013.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- john cotter & kevin dowd, 2011.
"Intra-Day Seasonality in Foreign Exchange Market Transactions,"
Papers
1103.5664, arXiv.org.
- Cotter, John & Dowd, Kevin, 2007. "Intra-Day Seasonality in Foreign Exchange Market Transactions," MPRA Paper 3502, University Library of Munich, Germany.
- Cotter, John & Dowd, Kevin, 2010. "Intra-day seasonality in foreign exchange market transactions," International Review of Economics & Finance, Elsevier, vol. 19(2), pages 287-294, April.
- Chen, Yu-Lun & Gau, Yin-Feng, 2015. "Foreign exchange market intervention and price discovery," Journal of the Japanese and International Economies, Elsevier, vol. 38(C), pages 214-227.
- Seemann, Lars & Hua, Jia-Chen & McCauley, Joseph L. & Gunaratne, Gemunu H., 2012. "Ensemble vs. time averages in financial time series analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(23), pages 6024-6032.
- Yu‐Lun Chen & Yin‐Feng Gau, 2022. "The information effect of order flows in foreign currency futures and spot markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(8), pages 1549-1572, August.
- Gau, Yin-Feng & Wu, Zhen-Xing, 2014. "Order choices under information asymmetry in foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 30(C), pages 106-118.
- Francis Breedon & Angelo Ranaldo, 2013.
"Intraday Patterns in FX Returns and Order Flow,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 953-965, August.
- Francis Breedon & Angelo Ranaldo, 2013. "Intraday Patterns in FX Returns and Order Flow," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 953-965, August.
- Francis Breedon & Angelo Ranaldo, 2012. "Intraday Patterns in FX Returns and Order Flow," Working Papers 694, Queen Mary University of London, School of Economics and Finance.
- Francis Breedon & Angelo Ranaldo, 2011. "Intraday patterns in FX returns and order flow," Working Papers 2011-04, Swiss National Bank.
- Moore, Michael J. & Payne, Richard, 2011. "On the sources of private information in FX markets," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1250-1262, May.
- Igor Martins & Hedibert Freitas Lopes, 2024. "What events matter for exchange rate volatility ?," Papers 2411.16244, arXiv.org.
- Borgy, V. & Idier, J. & Le Fol, G., 2010.
"Liquidity problems in the FX liquid market: Ask for the "BIL","
Working papers
279, Banque de France.
- Vladimir Borgy & Julien Idier & Gaëlle Le Fol, 2010. "Liquidity Problems in the FX Liquid Market : Ask for the BIL" "," Working Papers 2010-16, Center for Research in Economics and Statistics.
- Kentaro Iwatsubo & Yoshihiro Kitamura, 2009.
"Intraday evidence of the informational efficiency of the yen/dollar exchange rate,"
Applied Financial Economics, Taylor & Francis Journals, vol. 19(14), pages 1103-1115.
- Kentaro Iwatsubo & Yoshihiro Kitamura, 2008. "Intraday Evidence of the Informational Efficiency of the Yen/Dollar Exchange Rate," Discussion Papers 0801, Graduate School of Economics, Kobe University.
- Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2012. "Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers 18541, National Bureau of Economic Research, Inc.
- Kentaro Iwatsubo & Clinton Watkins & Tao Xu, 2017.
"Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York,"
Discussion Papers
1722, Graduate School of Economics, Kobe University.
- Iwatsubo, Kentaro & Watkins, Clinton & Xu, Tao, 2018. "Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York," Journal of Commodity Markets, Elsevier, vol. 11(C), pages 59-71.
- IWATSUBO Kentaro & Clinton WATKINS & XU Tao, 2017. "Intraday Seasonality in Efficiency, Liquidity, Volatility, and Volume: Platinum and gold futures in Tokyo and New York," Discussion papers 17120, Research Institute of Economy, Trade and Industry (RIETI).
- Takatoshi Ito & Masahiro Yamada, 2015. "Was the Forex Fixing Fixed?," NBER Working Papers 21518, National Bureau of Economic Research, Inc.
- Wu, Zhen-Xing & Gau, Yin-Feng & Chen, Yu-Lun, 2023. "Price discovery and triangular arbitrage in currency markets," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Wu, Zhen-Xing & Gau, Yin-Feng, 2022. "Informativeness of trades around macroeconomic announcements in the foreign exchange market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
- Hashimoto, Yuko & Ito, Takatoshi, 2010. "Effects of Japanese macroeconomic statistic announcements on the dollar/yen exchange rate: High-resolution picture," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 334-354, September.
- Wai-Ming Fong & Giorgio Valente & Joseph K.W. Fung, 2008. "FX Arbitrage and Market Liquidity: Statistical Significance and Economic Value," Working Papers 082008, Hong Kong Institute for Monetary Research.
- Chen, Jiayuan & Muckley, Cal B. & Bredin, Don, 2017. "Is information assimilated at announcements in the European carbon market?," Energy Economics, Elsevier, vol. 63(C), pages 234-247.
- Lyons, Richard K. & Moore, Michael J., 2009.
"An information approach to international currencies,"
Journal of International Economics, Elsevier, vol. 79(2), pages 211-221, November.
- Richard K. Lyons & Michael J. Moore, 2005. "An Information Approach to International Currencies," NBER Working Papers 11220, National Bureau of Economic Research, Inc.
- Evans, Kevin & Speight, Alan, 2010. "International macroeconomic announcements and intraday euro exchange rate volatility," Journal of the Japanese and International Economies, Elsevier, vol. 24(4), pages 552-568, December.
- Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2020. "Execution Risk and Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers 26706, National Bureau of Economic Research, Inc.
- Mehdi Lallouache & Fr'ed'eric Abergel, 2013. "Tick Size Reduction and Price Clustering in a FX Order Book," Papers 1307.5440, arXiv.org, revised Sep 2014.
- Saša Popović & Andrija Đurović, 2014. "Intraweek and intraday trade anomalies: evidence from FOREX market," Applied Economics, Taylor & Francis Journals, vol. 46(32), pages 3968-3979, November.
- Gençay, Ramazan & Gradojevic, Nikola, 2013. "Private information and its origins in an electronic foreign exchange market," Economic Modelling, Elsevier, vol. 33(C), pages 86-93.
- Ito, Takatoshi & Yamada, Masahiro, 2017.
"Puzzles in the Tokyo fixing in the forex market: Order imbalances and Bank pricing,"
Journal of International Economics, Elsevier, vol. 109(C), pages 214-234.
- Takatoshi Ito & Masahiro Yamada, 2016. "Puzzles in the Tokyo Fixing in the Forex Market: Order Imbalances and Bank Pricing," UTokyo Price Project Working Paper Series 069, University of Tokyo, Graduate School of Economics.
- Chen, Yu-Lun & Gau, Yin-Feng, 2010. "News announcements and price discovery in foreign exchange spot and futures markets," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1628-1636, July.
- Takatoshi Ito & Masahiro Yamada, 2015. "High-frequency, Algorithmic Spillovers Between NASDAQ and Forex," NBER Working Papers 21122, National Bureau of Economic Research, Inc.
- Ranaldo, Angelo & de Magistris, Paolo Santucci, 2022. "Liquidity in the global currency market," Journal of Financial Economics, Elsevier, vol. 146(3), pages 859-883.
- Yoshihiro Kitamura, 2011. "The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 18(1), pages 1-31, March.
- Kitamura, Yoshihiro, 2010. "Testing for intraday interdependence and volatility spillover among the euro, the pound and the Swiss franc markets," Research in International Business and Finance, Elsevier, vol. 24(2), pages 158-171, June.
- Vladimir Petrov & Anton Golub & Richard Olsen, 2019. "Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time," JRFM, MDPI, vol. 12(2), pages 1-31, April.
- Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2008.
"Random Walk or A Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability,"
NBER Working Papers
14160, National Bureau of Economic Research, Inc.
- Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2012. "Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability," Quantitative Finance, Taylor & Francis Journals, vol. 12(6), pages 893-905, March.
- Carol Osler & Geir Bjonnes & Neophytos Kathitziotis, 2016. "Bid-Ask Spreads in OTC Markets," Working Papers 102, Brandeis University, Department of Economics and International Business School.
- Chang, Ya-Ting & Gau, Yin-Feng & Hsu, Chih-Chiang, 2017. "Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 172-192.
- Mehdi Lallouache & Frédéric Abergel, 2014. "Tick size reduction and price clustering in a FX order book," Post-Print hal-01006414, HAL.
- Gau, Yin-Feng & Wu, Zhen-Xing, 2017. "Macroeconomic announcements and price discovery in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 232-254.
- Takaaki Ohnishi & Hideki Takayasu & Takatoshi Ito & Yuko Hashimoto & Tsutomu Watanabe & Misako Takayasu, 2008. "Dynamics of quote and deal prices in the foreign exchange market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 3(1), pages 99-106, June.
- Takatoshi Ito & Yuko Hashimoto, 2006.
"Price Impacts of Deals and Predictability of the Exchange Rate Movements,"
NBER Working Papers
12682, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Yuko Hashimoto, 2008. "Price Impacts of Deals and Predictability of the Exchange Rate Movements," NBER Chapters, in: International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy, pages 177-217, National Bureau of Economic Research, Inc.
Cited by:
- Ventura, André & Garcia, Marcio Gomes Pinto, 2012.
"Mercados futuro e à vista de câmbio no Brasil: O rabo balança o cachorro,"
Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 66(1), March.
- André Ventura & Marcio Gomes Pinto Garcia, 2009. "Mercados futuro e à vista de câmbio no Brasil: O rabo balança o cachorro," Textos para discussão 563, Department of Economics PUC-Rio (Brazil).
- Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2012. "Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers 18541, National Bureau of Economic Research, Inc.
- Taylor, Mark P. & Schmidt, Markus & Reitz, Stefan, 2007. "End-user order flow and exchange rate dynamics," Discussion Paper Series 1: Economic Studies 2007,05, Deutsche Bundesbank.
- Hashimoto, Yuko & Ito, Takatoshi, 2010. "Effects of Japanese macroeconomic statistic announcements on the dollar/yen exchange rate: High-resolution picture," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 334-354, September.
- Evans, Kevin & Speight, Alan, 2010. "International macroeconomic announcements and intraday euro exchange rate volatility," Journal of the Japanese and International Economies, Elsevier, vol. 24(4), pages 552-568, December.
- Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2020. "Execution Risk and Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers 26706, National Bureau of Economic Research, Inc.
- Zhang, Guangfeng & Zhang, Qiong & Majeed, Muhammad Tariq, 2013. "Exchange Rate Determination and Forecasting: Can the Microstructure Approach Rescue Us from the Exchange Rate Disparity?," MPRA Paper 57673, University Library of Munich, Germany.
- Stefan Reitz & Markus Schmidt & Mark Taylor, 2011. "End-user order flow and exchange rate dynamics - a dealer's perspective," The European Journal of Finance, Taylor & Francis Journals, vol. 17(2), pages 153-168.
- Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2008.
"Random Walk or A Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability,"
NBER Working Papers
14160, National Bureau of Economic Research, Inc.
- Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2012. "Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability," Quantitative Finance, Taylor & Francis Journals, vol. 12(6), pages 893-905, March.
- Hashimoto Yuko & Takatoshi Ito, 2005.
"High-frequency Contagion between the Exchange Rates and Stock Prices during the Asian Currency Crisis,"
CARF J-Series
CARF-J-009, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
Cited by:
- Thomas J. Flavin & Ekaterini Panopoulou & Deren Unalmis, 2008.
"On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility,"
Working Papers
0810, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Thomas J. Flavin & Ekaterini Panopoulou & Deren Unalmis, 2008. "On the stability of domestic financial market linkages in the presence of time-varying volatility," Economics Department Working Paper Series n1981108.pdf, Department of Economics, National University of Ireland - Maynooth.
- Flavin, Thomas J. & Panopoulou, Ekaterini & Unalmis, Deren, 2008. "On the stability of domestic financial market linkages in the presence of time-varying volatility," Emerging Markets Review, Elsevier, vol. 9(4), pages 280-301, December.
- Hill, Jonathan B. & Aguilar, Mike, 2013. "Moment condition tests for heavy tailed time series," Journal of Econometrics, Elsevier, vol. 172(2), pages 255-274.
- Thomas J. Flavin and Ekaterini Panopoulou, 2007.
"Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp236, IIIS.
- Thomas J. flavin & Ekaterini Panopoulou, 2008. "Detecting shift and pure contagion in East Asian equity markets: A Unified Approach," Economics Department Working Paper Series n1890208.pdf, Department of Economics, National University of Ireland - Maynooth.
- Thomas J. Flavin & Ekaterini Panopoulou, 2010. "Detecting Shift And Pure Contagion In East Asian Equity Markets: A Unified Approach," Pacific Economic Review, Wiley Blackwell, vol. 15(3), pages 401-421, August.
- Thomas J. Flavin & Ekaterini Panopoulou & Deren Unalmis, 2008.
"On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility,"
Working Papers
0810, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Michael M. Hutchison & Takatoshi Ito & Frank Westermann, 2005.
"The Great Japanese Stagnation: Lessons for Industrial Countries,"
EPRU Working Paper Series
05-13, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
Cited by:
- Andreas Hoffmann & Gunther Schnabl, 2007.
"Monetary Policy, Vagabonding Liquidity and Bursting Bubbles in New and Emerging Markets – An Overinvestment View,"
CESifo Working Paper Series
2100, CESifo.
- Gunther Schnabl & Andreas Hoffmann, 2008. "Monetary Policy, Vagabonding Liquidity and Bursting Bubbles in New and Emerging Markets: An Overinvestment View," The World Economy, Wiley Blackwell, vol. 31(9), pages 1226-1252, September.
- Schnabl, Gunther & Hoffmann, Andreas, 2007. "Monetary Policy, Vagabonding Liquidity and Bursting Bubbles in New and Emerging Markets - An Overinvestment View," MPRA Paper 5201, University Library of Munich, Germany.
- Andreas Hoffmann & Gunther Schnabl, 2007.
"Monetary Policy, Vagabonding Liquidity and Bursting Bubbles in New and Emerging Markets – An Overinvestment View,"
CESifo Working Paper Series
2100, CESifo.
- Takatoshi Ito & Yuri N. Sasaki & Kiyotaka Sato, 2005.
"Pass-Through of Exchange Rate Changes and Macroeconomic Shocks to Domestic Inflation in East Asian Countries,"
Discussion papers
05020, Research Institute of Economy, Trade and Industry (RIETI).
Cited by:
- Alex Oktay, 2022. "Heterogeneity in the exchange rate pass-through to consumer prices: the Swiss franc appreciation of 2015," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-20, December.
- Tan, Madeleine Sui-Lay, 2016. "Policy coordination among the ASEAN-5: A global VAR analysis," Journal of Asian Economics, Elsevier, vol. 44(C), pages 20-40.
- Carlos Cortinhas, 2009.
"Exchange Rate Pass-Through In Asean: Implications For The Prospects Of Monetary Integration In The Region,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(04), pages 657-687.
- Carlos Cortinhas, 2007. "Exchange Rate Pass-Through in ASEAN: Implications for the Prospects of Monetary Integration in the Region," NIPE Working Papers 2/2007, NIPE - Universidade do Minho.
- Joseph P. Byrne & Aditya S. Chavali & Alexandros Kontonikas., 2010.
"Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies,"
Working Papers
2010_19, Business School - Economics, University of Glasgow.
- Byrne, Joseph P. & Chavali, Aditya S. & Kontonikas, Alexandros, 2010. "Exchange rate pass through to import prices: panel evidence from emerging market economies," SIRE Discussion Papers 2010-46, Scottish Institute for Research in Economics (SIRE).
- Mirdala, Rajmund, 2009.
"Exchange rate pass-through to domestic prices in the Central European countries,"
MPRA Paper
19282, University Library of Munich, Germany.
- Rajmund MIRDALA, 2009. "Exchange Rate Pass-Through To Domestic Prices In The Central European Countries," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 4(3(9)_Fall).
- Olivier de Bandt & Tovonony Razafindrabe, 2014.
"Exchange rate pass-through to import prices in the Euro-area: A multi-currency investigation,"
International Economics, CEPII research center, issue 138, pages 63-77.
- Olivier de Bandt & Tovonony Razafindrabe, 2012. "Exchange rate pass-through to import prices in the Euro-area: a multicurrency investigation," EconomiX Working Papers 2012-32, University of Paris Nanterre, EconomiX.
- Olivier de Bandt & Tovonony Razafindrabe, 2014. "Exchange rate pass-through to import prices in the Euro-area: a multicurrency investigation," Post-Print hal-01410616, HAL.
- Olivier de Bandt & Tovonony Razafindrabe, 2012. "Exchange rate pass-through to import prices in the Euro-area: a multicurrency investigation," Working Papers hal-04141057, HAL.
- Siok Kun, Sek, 2009. "The impacts of economic structures on the performance of simple policy rules in a small open economy," MPRA Paper 25065, University Library of Munich, Germany.
- Mirdala, Rajmund, 2015. "Exchange Rate Pass-Through in the Euro Area," MPRA Paper 68862, University Library of Munich, Germany.
- Jinbin Wang & Nan Li, 2010. "Exchange rate pass-through: The case of China," Frontiers of Economics in China, Springer;Higher Education Press, vol. 5(3), pages 356-374, September.
- Beirne, John & Renzhi, Nuobu & Panthi, Pradeep, 2024. "Exchange rate pass-through in emerging Asia and exposure to external shocks," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1608-1624.
- Sek, Siok Kun & Kapsalyamova, Zhanna, 2008. "Exchange rate pass-through and volatility: Impacts on domestic prices in four Asian countries," MPRA Paper 11130, University Library of Munich, Germany, revised 26 Oct 2008.
- Guimbard, Houssein & Le Goff, Maëlan, 2014.
"Mega Deals: What Consequences for sub-Saharan Africa?,"
Conference papers
332514, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Houssein Guimbard & Maëlan Le Goff, 2014. "Mega-deals: What Consequences for sub-Saharan Africa?," Working Papers 2014-28, CEPII research center.
- H. Guimbard & M. Le Goff, 2015. "Mega-deals: What Consequences for sub-Saharan Africa?," Working papers 569, Banque de France.
- Karim Ameziane & Bouchra Benyacoub, 2022. "Exchange Rate Volatility Effect on Economic Growth under Different Exchange Rate Regimes: New Evidence from Emerging Countries Using Panel CS-ARDL Model," JRFM, MDPI, vol. 15(11), pages 1-20, October.
- Mehrotra, Aaron N., 2007.
"Exchange and interest rate channels during a deflationary era--Evidence from Japan, Hong Kong and China,"
Journal of Comparative Economics, Elsevier, vol. 35(1), pages 188-210, March.
- Mehrotra, Aaron, 2005. "Exchange and interest rate channels during a deflationary era: evidence from Japan, Hong Kong and China," BOFIT Discussion Papers 17/2005, Bank of Finland Institute for Emerging Economies (BOFIT).
- Ghosh, Amit & Rajan, Ramkishen S., 2009. "Exchange rate pass-through in Korea and Thailand: Trends and determinants," Japan and the World Economy, Elsevier, vol. 21(1), pages 55-70, January.
- Amit Ghosh & Ramkishen Rajan, 2009. "What is the extent of exchange rate pass-through in Singapore? Has it changed over time?," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 14(1), pages 61-72.
- Craig R. Parsons & Kiyotaka Sato, 2006. "Exchange Rate Pass‐through and Currency Invoicing: Implications for Monetary Integration in East Asia," The World Economy, Wiley Blackwell, vol. 29(12), pages 1759-1788, December.
- Rajmund Mirdala, 2014.
"Exchange Rate Pass-Through to Domestic Prices under Different Exchange Rate Regimes,"
William Davidson Institute Working Papers Series
wp1070, William Davidson Institute at the University of Michigan.
- Mirdala, Rajmund, 2013. "Exchange Rate Pass-Through to Domestic Prices under Different Exchange Rate Regimes," MPRA Paper 53209, University Library of Munich, Germany.
- Lian An & Jian Wang, 2011.
"Exchange rate pass-through: evidence based on vector autoregression with sign restrictions,"
Globalization Institute Working Papers
70, Federal Reserve Bank of Dallas.
- Lian An & Jian Wang, 2012. "Exchange Rate Pass-Through: Evidence Based on Vector Autoregression with Sign Restrictions," Open Economies Review, Springer, vol. 23(2), pages 359-380, April.
- An, Lian, 2006. "Exchange Rate Pass-Through:Evidence Based on Vector Autoregression with Sign Restrictions," MPRA Paper 527, University Library of Munich, Germany.
- Alma Golgota, 2021. "Aggregate Impact of the Country in Concrete Durability, that Works in Normal Environmental Conditions," European Journal of Multidisciplinary Studies Articles, Revistia Research and Publishing, vol. 1, January -.
- Siew-Voon Soon & Ahmad Zubaidi Baharumshah, 2017. "Exchange Rate Pass-through (ERPT) into Domestic Prices: Evidence from a Nonlinear Perspective," Economics Bulletin, AccessEcon, vol. 37(2), pages 1160-1167.
- Matthew Kofi Ocran, 2010. "Exchange Rate Pass-Through To Domestic Prices: The Case of South Africa," Prague Economic Papers, Prague University of Economics and Business, vol. 2010(4), pages 291-306.
- Zhu, Huiming & Chen, Xiuyun, 2019. "Asymmetric effects of oil prices and exchange rates on China’s industrial prices," Energy Economics, Elsevier, vol. 84(C).
- Andres Gonzalez & Luis Melo & Carlos Posada, 2009. "Inflation and money in Colombia: another P-Star model," Applied Economics, Taylor & Francis Journals, vol. 41(10), pages 1321-1329.
- Frondel, Manuel & Schmidt, Torsten & Vance, Colin & Zimmermann, Tobias & Belke, Ansgar, 2008. "Einfluss von Preisschocks auf die Preisentwicklung in Deutschland: Forschungsvorhaben des Bundesministeriums für Wirtschaft und Technologie. Projekt-Nr. I D 4-020815-16/07. Endbericht - Oktober 2008," RWI Projektberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, number 70890, December.
- Rabia Haroon & Zainab Jehan, 2022. "Measuring the impact of violence on macroeconomic instability: evidence from developing countries," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 21(1), pages 3-30, January.
- Rajmund Mirdala, 2016. "Exchange Rate Pass-Through to Domestic Prices in the European Transition Economies," Working Papers 361, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Jarita Duasa & Nursilah Ahmad & Mansor H. Ibrahim & Mohd Pisal Zainal, 2010. "Forecasting inflation in Malaysia," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(6), pages 573-594.
- Takatoshi Ito, 2005.
"Interventions and Japanese Economic Recovery,"
Hi-Stat Discussion Paper Series
d05-100, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito, 2005. "Interventions and Japanese economic recovery," International Economics and Economic Policy, Springer, vol. 2(2), pages 219-239, November.
Cited by:
- Takatoshi Ito, 2007. "Myths and reality of foreign exchange interventions: an application to Japan," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 133-154.
- Lian An & Mark A. Wynne & Ren Zhang, 2020. "Shock-Dependent Exchange Rate Pass-Through: Evidence Based on a Narrative Sign Approach," Globalization Institute Working Papers 379, Federal Reserve Bank of Dallas.
- Gregory Gagnon, 2019. "Vanishing central bank intervention in stochastic impulse control," Annals of Finance, Springer, vol. 15(1), pages 125-153, March.
- Petra Gerlach-Kristen & Robert N McCauley & Kazuo Ueda, 2015.
"Currency intervention and the global portfolio balance effect: Japanese lessons,"
CARF F-Series
CARF-F-373, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Gerlach, Petra & McCauley, Robert N. & Ueda, Kazuo, 2012. "Currency intervention and the global portfolio balance effect: Japanese lessons," Papers WP442, Economic and Social Research Institute (ESRI).
- Gerlach-Kristen, Petra & McCauley, Robert N. & Ueda, Kazuo, 2016. "Currency intervention and the global portfolio balance effect: Japanese lessons," Journal of the Japanese and International Economies, Elsevier, vol. 39(C), pages 1-16.
- Petra Gerlach-Kristen & Robert N McCauley, 2012. "Currency intervention and the global portfolio balance effect: Japanese lessons," BIS Working Papers 389, Bank for International Settlements.
- Fatum, Rasmus & Yamamoto, Yohei, 2014. "Large versus small foreign exchange interventions," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 114-123.
- Miroslav Titze, 2015. "Netradičná menová politika a kvantitatívne uvolňovanie Centrálnej banky Japonska v rokoch 2001-2006 [Unconvenional Monetary Policy and Quantitative Easing in Japan 2001-2006]," Politická ekonomie, Prague University of Economics and Business, vol. 2015(5), pages 603-623.
- Rasmus Fatum, 2010.
"Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter After All?,"
EPRU Working Paper Series
2010-07, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Fatum, Rasmus, 2015. "Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all?," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 185-199.
- Rasmus Fatum, 2010. "Foreign exchange intervention when interest rates are zero: does the portfolio balance channel matter after all?," Globalization Institute Working Papers 57, Federal Reserve Bank of Dallas.
- Paul Welfens, 2010. "Transatlantic banking crisis: analysis, rating, policy issues," International Economics and Economic Policy, Springer, vol. 7(1), pages 3-48, May.
- Fatum, Rasmus & Hutchison, Michael M., 2006.
"Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects,"
Santa Cruz Center for International Economics, Working Paper Series
qt02c028gr, Center for International Economics, UC Santa Cruz.
- Fatum, Rasmus & Hutchison, Michael M., 2010. "Evaluating foreign exchange market intervention: Self-selection, counterfactuals and average treatment effects," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 570-584, April.
- Rasmus Fatum & Michael M. Hutchison, 2006. "Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects," EPRU Working Paper Series 06-04, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Rasmus Fatum & Michael M. Hutchison, 2008. "Evaluating Foreign Exchange Market Intervention: Self-selection, Counterfactuals and Average Treatment Effects," Working Papers 022008, Hong Kong Institute for Monetary Research.
- Fatum, Rasmus & Hutchison, Michael M., 2006. "Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects," Santa Cruz Department of Economics, Working Paper Series qt02c028gr, Department of Economics, UC Santa Cruz.
- Chang, Mei-Ching & Suardi, Sandy & Chang, Yuanchen, 2017. "Foreign exchange intervention in Asian countries: What determine the odds of success during the credit crisis?," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 370-390.
- Pontines, Victor, 2018. "Self-selection and treatment effects: Revisiting the effectiveness of foreign exchange intervention," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 299-316.
- Stefan Reitz & Mark Taylor, 2012.
"FX intervention in the Yen-US dollar market: a coordination channel perspective,"
International Economics and Economic Policy, Springer, vol. 9(2), pages 111-128, June.
- Reitz, Stefan & Taylor, Mark P., 2012. "FX intervention in the yen-US dollar market: A coordination channel perspective," Kiel Working Papers 1765, Kiel Institute for the World Economy (IfW Kiel).
- Shinji Takagi & Kenichi Hirose & Issei Kozuru, 2012. "The Political Economy Of Foreign Exchange Market Intervention," Discussion Papers in Economics and Business 12-04, Osaka University, Graduate School of Economics.
- Takatoshi Ito & Yuko Hashimoto, 2008.
"Price Impacts of Deals and Predictability of the Exchange Rate Movements,"
NBER Chapters, in: International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy, pages 177-217,
National Bureau of Economic Research, Inc.
- Takatoshi Ito & Yuko Hashimoto, 2006. "Price Impacts of Deals and Predictability of the Exchange Rate Movements," NBER Working Papers 12682, National Bureau of Economic Research, Inc.
- An, Lian & Wynne, Mark A. & Zhang, Ren, 2021. "Shock-dependent exchange rate pass-through: Evidence based on a narrative sign approach for Japan," Journal of International Money and Finance, Elsevier, vol. 118(C).
- Kathryn M. E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011.
"International Reserves and the Global Financial Crisis,"
NBER Chapters, in: Global Financial Crisis,
National Bureau of Economic Research, Inc.
- Kathryn M.E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011. "International Reserves and the Global Financial Crisis," NBER Working Papers 17362, National Bureau of Economic Research, Inc.
- Dominguez, Kathryn M.E. & Hashimoto, Yuko & Ito, Takatoshi, 2012. "International reserves and the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 388-406.
- Ronald McDonald & Xuxin Mao, 2016. "Japan's Currency Intervention Regimes: A Microstructural Analysis with Speculation and Sentiment," Working Papers 2016_06, Business School - Economics, University of Glasgow.
- Ruelke, Jan C. & Frenkel, Michael R. & Stadtmann, Georg, 2010. "Expectations on the yen/dollar exchange rate - Evidence from the Wall Street Journal forecast poll," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 355-368, September.
- Val Lambson & Shinji Takagi & Issei Kozuru, 2014. "Foreign Exchange Intervention and Monetary Policy: A Tale of Two Agencies with Conflicting Objectives," Review of International Economics, Wiley Blackwell, vol. 22(5), pages 976-991, November.
- Chen, Ho-Chyuan & Chang, Kuang-Liang & Yu, Shih-Ti, 2012. "Application of the Tobit model with autoregressive conditional heteroscedasticity for foreign exchange market interventions," Japan and the World Economy, Elsevier, vol. 24(4), pages 274-282.
- Takatoshi Ito & Kimie Harada, 2004.
"Bank Fragility in Japan, 1995-2003,"
CESifo Working Paper Series
1137, CESifo.
Cited by:
- Patro, Dilip K. & Qi, Min & Sun, Xian, 2013. "A simple indicator of systemic risk," Journal of Financial Stability, Elsevier, vol. 9(1), pages 105-116.
- Hasan, Iftekhar & Siddique, Akhtar & Sun, Xian, 2015. "Monitoring the “invisible” hand of market discipline: Capital adequacy revisited," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 475-492.
- Takatoshi Ito & Yuko Hashimoto, 2004.
"Microstructure of the Yen/Dollar Foreign Exchange Market: Patterns of Intra-day Activity Revealed in the Electronic Broking System,"
NBER Working Papers
10856, National Bureau of Economic Research, Inc.
Cited by:
- Menkhoff, Lukas & Schmeling, Maik, 2010.
"Whose trades convey information? Evidence from a cross-section of traders,"
Journal of Financial Markets, Elsevier, vol. 13(1), pages 101-128, February.
- Menkhoff, Lukas & Schmeling, Maik, 2007. "Whose trades convey information? Evidence from a cross-section of traders," Hannover Economic Papers (HEP) dp-357, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Menkhoff, Lukas & Schmeling, Maik, 2010.
"Trader see, trader do: How do (small) FX traders react to large counterparties' trades?,"
Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1283-1302, November.
- Menkhoff, Lukas & Schmeling, Maik, 2009. "Trader see, trader do: How do (small) FX traders react to large counterparties' trades?," Hannover Economic Papers (HEP) dp-415, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Fang Cai & Edward Howorka & Jon Wongswan, 2006. "Transmission of volatility and trading activity in the global interdealer foreign exchange market: evidence from electronic broking services (EBS) data," International Finance Discussion Papers 863, Board of Governors of the Federal Reserve System (U.S.).
- Ito, Takatoshi & Hashimoto, Yuko, 2006.
"Intraday seasonality in activities of the foreign exchange markets: Evidence from the electronic broking system,"
Journal of the Japanese and International Economies, Elsevier, vol. 20(4), pages 637-664, December.
- Takatoshi Ito & Yuko Hashimoto, 2006. "Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System," NBER Working Papers 12413, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Yuko Hashimoto, 2006. "Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System," CIRJE F-Series CIRJE-F-407, CIRJE, Faculty of Economics, University of Tokyo.
- Menkhoff, Lukas & Osler, Carol L. & Schmeling, Maik, 2010.
"Limit-order submission strategies under asymmetric information,"
Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2665-2677, November.
- Lukas Menkhoff & Carol L. Osler & Maik Schmeling, 2010. "Limit-Order Submission Strategies under Asymmetric Information," CESifo Working Paper Series 3054, CESifo.
- Ding, Liang, 2008. "Market structure and dealers' quoting behavior in the foreign exchange market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(4), pages 313-325, October.
- Yuko Hashimoto & Takatoshi Ito, 2009. "Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture," NBER Working Papers 15020, National Bureau of Economic Research, Inc.
- Menkhoff, Lukas & Schmeling, Maik, 2006.
"Local Information in Foreign Exchange Markets,"
Hannover Economic Papers (HEP)
dp-331, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Menkhoff, Lukas & Schmeling, Maik, 2008. "Local information in foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1383-1406, December.
- Ligon, James A. & Liu, Hao-Chen, 2013. "The relation of trade size and price contribution in a traditional foreign exchange brokered market," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1024-1045.
- Hashimoto, Yuko & Ito, Takatoshi, 2010. "Effects of Japanese macroeconomic statistic announcements on the dollar/yen exchange rate: High-resolution picture," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 334-354, September.
- Cai, Fang & Howorka, Edward & Wongswan, Jon, 2008. "Informational linkages across trading regions: Evidence from foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1215-1243, December.
- Takatoshi Ito & Yuko Hashimoto, 2008.
"Price Impacts of Deals and Predictability of the Exchange Rate Movements,"
NBER Chapters, in: International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy, pages 177-217,
National Bureau of Economic Research, Inc.
- Takatoshi Ito & Yuko Hashimoto, 2006. "Price Impacts of Deals and Predictability of the Exchange Rate Movements," NBER Working Papers 12682, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2005. "The Exchange Rate In The Japanese Economy: The Past, Puzzles, And Prospects," The Japanese Economic Review, Japanese Economic Association, vol. 56(1), pages 1-38, March.
- Sekhar M. Amba & Binh H. Nguyen, 2019. "Exchange Rate And Equity Price Relationship: Empirical Evidence From Mexican And Canadian Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 13(2), pages 33-43.
- Takaaki Ohnishi & Hideki Takayasu & Takatoshi Ito & Yuko Hashimoto & Tsutomu Watanabe & Misako Takayasu, 2008. "Dynamics of quote and deal prices in the foreign exchange market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 3(1), pages 99-106, June.
- Menkhoff, Lukas & Schmeling, Maik, 2010.
"Whose trades convey information? Evidence from a cross-section of traders,"
Journal of Financial Markets, Elsevier, vol. 13(1), pages 101-128, February.
- Takatoshi Ito & Frederic S. Mishkin, 2004.
"Two Decades of Japanese Monetary Policy and the Deflation Problem,"
NBER Working Papers
10878, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Frederic S. Mishkin, 2006. "Two Decades of Japanese Monetary Policy and the Deflation Problem," NBER Chapters, in: Monetary Policy with Very Low Inflation in the Pacific Rim, pages 131-1997, National Bureau of Economic Research, Inc.
Cited by:
- R. Anton Braun & Yuichiro Waki, 2006.
"Monetary Policy During Japan'S Lost Decade,"
The Japanese Economic Review, Japanese Economic Association, vol. 57(2), pages 324-344, June.
- R. Anton Braun & Yuichiro Waki, 2005. "Monetary Policy during Japan's Lost Decade," CIRJE F-Series CIRJE-F-343, CIRJE, Faculty of Economics, University of Tokyo.
- R. Anton Braun & Yuichiro Waki, 2005. "Monetary Policy during Japan's Lost Decade," CARF F-Series CARF-F-035, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018.
"Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization,"
FEDS Notes
2017-01-09, Board of Governors of the Federal Reserve System (U.S.).
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," Finance and Economics Discussion Series 2018-002, Board of Governors of the Federal Reserve System (U.S.).
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal implications of the Federal Reserve's balance sheet normalization," Staff Reports 833, Federal Reserve Bank of New York.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2019. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 255-306, December.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization," Liberty Street Economics 20180109, Federal Reserve Bank of New York.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization," FEDS Notes 2018-01-09-2, Board of Governors of the Federal Reserve System (U.S.).
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," Working Papers 747, Federal Reserve Bank of Minneapolis.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," FRB Atlanta Working Paper 2018-7, Federal Reserve Bank of Atlanta.
- Manuel Sanchez, 2016. "The Powers and Limits of Monetary Policy," Cato Journal, Cato Journal, Cato Institute, vol. 36(2), pages 269-278, Spring/Su.
- S. BoraÄŸan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2012.
"Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries,"
PIER Working Paper Archive
14-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 19 Jun 2014.
- S Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2018. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 87-118.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Frank Schorfheide, 2016. "Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries," International Finance Discussion Papers 1163, Board of Governors of the Federal Reserve System (U.S.).
- S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2013. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," NBER Working Papers 19248, National Bureau of Economic Research, Inc.
- Wali Ullah & Yoshihiko Tsukuda & Yasumasa Matsuda, 2012. "Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Does Macroeconomic Factors Imply Better Out-of-Sample Forecasts?," TERG Discussion Papers 287, Graduate School of Economics and Management, Tohoku University.
- Shigenori Shiratsuka, 2010.
"Size and Composition of the Central Bank Balance Sheet: Revisiting Japan's Experience of the Quantitative Easing Policy,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 28, pages 79-106, November.
- Shigenori Shiratsuka, 2010. "Size and composition of the central bank balance sheet: revisiting Japan's experience of the quantitative easing policy," Globalization Institute Working Papers 42, Federal Reserve Bank of Dallas.
- Shigenori Shiratsuka, 2009. "Size and Composition of the Central Bank Balance Sheet: Revisiting Japan fs Experience of the Quantitative Easing Policy," IMES Discussion Paper Series 09-E-25, Institute for Monetary and Economic Studies, Bank of Japan.
- Mark Gertler & Nobuhiro Kiyotaki, 2013.
"Banking, Liquidity and Bank Runs in an Infinite Horizon Economy,"
2013 Meeting Papers
59, Society for Economic Dynamics.
- Mark Gertler & Nobuhiro Kiyotaki, 2015. "Banking, Liquidity, and Bank Runs in an Infinite Horizon Economy," American Economic Review, American Economic Association, vol. 105(7), pages 2011-2043, July.
- Mark Gertler & Nobuhiro Kiyotaki, 2014. "Banking, Liquidity and Bank Runs in an Infinite Horizon Economy," IMES Discussion Paper Series 14-E-05, Institute for Monetary and Economic Studies, Bank of Japan.
- Mark Gertler & Nobuhiro Kiyotaki, 2013. "Banking, Liquidity and Bank Runs in an Infinite-Horizon Economy," NBER Working Papers 19129, National Bureau of Economic Research, Inc.
- Schnabl, Gunther & Danne, Christian, 2005.
"The Changing Role of the Yen/Dollar Exchange Rate for Japanese Monetary Policy,"
Tübinger Diskussionsbeiträge
290, University of Tübingen, School of Business and Economics.
- Gunther Schnabl & Christian Danne, 2005. "The Changing Role of the Yen/Dollar Exchange Rate for Japanese Monetary Policy," International Finance 0503001, University Library of Munich, Germany.
- Takatoshi Ito, 2004.
"Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting?,"
RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Simon Guttmann (ed.),The Future of Inflation Targeting,
Reserve Bank of Australia.
- Takatoshi Ito, 2004. "Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting?," NBER Working Papers 10818, National Bureau of Economic Research, Inc.
- Meixing Dai, 2011.
"Règle du taux d’intérêt et politique d’assouplissement quantitatif avec un rôle pour la monnaie,"
Working Papers of BETA
2011-05, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Meixing Dai, 2011. "Règle de taux d’intérêt et politique d’assouplissement quantitatif avec un rôle pour la monnaie," Bulletin de l'Observatoire des politiques économiques en Europe, Observatoire des Politiques Économiques en Europe (OPEE), vol. 0(1), pages 119-148, March.
- Wali Ullah & Yasumasa Matsuda, 2014. "Generalized Nelson-Siegel Term Structure Model : Do the second slope and curvature factors improve the in-sample fit and out-of-sample forecast?," TERG Discussion Papers 312, Graduate School of Economics and Management, Tohoku University.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018.
"Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan,"
Working Papers
e120, Tokyo Center for Economic Research.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2022. "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(6), pages 1637-1671, September.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018. "Estimating a nonlinear new Keynesian model with the zero lower bound for Japan," CAMA Working Papers 2018-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2020. "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Working Papers e154, Tokyo Center for Economic Research.
- Gavin, William T. & Keen, Benjamin D. & Richter, Alexander W. & Throckmorton, Nathaniel A., 2015.
"The zero lower bound, the dual mandate, and unconventional dynamics,"
Journal of Economic Dynamics and Control, Elsevier, vol. 55(C), pages 14-38.
- William T. Gavin & Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2013. "Global Dynamics at the Zero Lower Bound," Auburn Economics Working Paper Series auwp2013-17, Department of Economics, Auburn University.
- Kenji Umetani & Tadashi Yokoyama, 2015. "Concentration of Population in Tokyo: A Survey," GRIPS Discussion Papers 15-21, National Graduate Institute for Policy Studies.
- Canova, Fabio & Menz, Tobias, 2009.
"Japan's Lost Decade: Does Money have a Role?,"
CEPR Discussion Papers
7608, C.E.P.R. Discussion Papers.
- Canova, Fabio & Menz, Tobias, 2010. "Japan's Lost decade: Does money have a role?," Journal of the Japanese and International Economies, Elsevier, vol. 24(2), pages 178-195, June.
- Fabio Canova & Tobias Menz, 2009. "Japan's lost decade: Does money have a role?," Economics Working Papers 1240, Department of Economics and Business, Universitat Pompeu Fabra.
- Fabio Canova & Tobias Menz, 2010. "Japan's Lost Decade: Does Money Have a Role?," NBER Chapters, in: Sticky Prices and Inflation Dynamics (NBER-TCER-CEPR), pages 178-195, National Bureau of Economic Research, Inc.
- Eric Girardin & Zakaria Moussa, 2010.
"Quantitative easing works: Lessons from the unique experience in Japan 2001-2006,"
Working Papers
halshs-00459384, HAL.
- Girardin, Eric & Moussa, Zakaria, 2011. "Quantitative easing works: Lessons from the unique experience in Japan 2001â2006," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 461-495, October.
- Diana A. Cooke & William T. Gavin, 2015.
"Three Scenarios for Interest Rates in the Transition to Normalcy,"
Review, Federal Reserve Bank of St. Louis, vol. 97(1), pages 1-24.
- Diana A. Cooke & William T. Gavin, 2014. "Three Scenarios for Interest Rates in the Transition to Normalcy," Working Papers 2014-27, Federal Reserve Bank of St. Louis.
- Leeper, E.M. & Leith, C., 2016. "Understanding Inflation as a Joint Monetary–Fiscal Phenomenon," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2305-2415, Elsevier.
- de Albuquerque, Bruno Saboia & Callado, Marcelo de Castro, 2015. "Bitcoins - A simple Analysis," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 69(1), March.
- Sébastien Lechevalier & Brieuc Monfort, 2016. "Abenomics: Has it worked? Will it fail?," Working Papers halshs-01415428, HAL.
- Stefano Micossi, 2015. "The Monetary Policy of the European Central Bank (2002-2015)," Bruges European Economic Policy Briefings 35, European Economic Studies Department, College of Europe.
- Campbell Leith & Eric Leeper, 2016.
"Understanding Inflation as a Joint Monetary-Fiscal Phenomenon,"
Working Papers
2016_01, Business School - Economics, University of Glasgow.
- Eric M. Leeper & Campbell Leith, 2016. "Understanding Inflation as a Joint Monetary-Fiscal Phenomenon," NBER Working Papers 21867, National Bureau of Economic Research, Inc.
- Yu‐chin Chen & Pisut Kulthanavit, 2008. "Adaptive Learning And Monetary Policy In An Open Economy: Lessons From Japan," Pacific Economic Review, Wiley Blackwell, vol. 13(4), pages 405-430, October.
- Christina D. Romer, 2014. "It Takes a Regime Shift: Recent Developments in Japanese Monetary Policy through the Lens of the Great Depression," NBER Macroeconomics Annual, University of Chicago Press, vol. 28(1), pages 383-400.
- Burkhard, Lukas & Fischer, Andreas M., 2009.
"Communicating policy options at the zero bound,"
Journal of International Money and Finance, Elsevier, vol. 28(5), pages 742-754, September.
- Lukas Burkhard & Andreas M. Fischer, 2007. "Communicating Policy Options at the Zero Bound," Working Papers 2007-12, Swiss National Bank.
- Fischer, Andreas & Burkhart, Lucas, 2007. "Communicating Policy Options at the Zero Bound," CEPR Discussion Papers 6563, C.E.P.R. Discussion Papers.
- Hyeongwoo Kim & Liliana Stern & Michael Stern, 2009. "Nonlinear mean reversion in the G7 stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 19(5), pages 347-355.
- R. Anton Braun & Toshihiro Okada & Nao Sudo, 2008.
"U.S. R&D and Japanese Medium Term Cycles,"
Discussion Paper Series
43, School of Economics, Kwansei Gakuin University, revised Oct 2008.
- R. Anton Braun & Toshihiro Okada & Nao Sudou, 2006. "U.S. R&D and Japanese Medium Term Cycles," Bank of Japan Working Paper Series 06-E-6, Bank of Japan.
- Paul Mizen & Tae-Hwan Kim & Alan Thanaset, 2007.
"Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan,"
Money Macro and Finance (MMF) Research Group Conference 2006
51, Money Macro and Finance Research Group.
- Paul Mizen & Tae-Hwan Kim & Alan Thanaset, 2007. "Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan," Discussion Papers 07/05, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Thanaset Chevapatrakul & Tae‐Hwan Kim & Paul Mizen, 2009.
"The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(8), pages 1705-1723, December.
- Thanaset Chevapatrakul & Tae-Hwan Kim & Paul Mizen, 2009. "The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(8), pages 1705-1723, December.
- Takatoshi Ito, 2010.
"Great Inflation and Central Bank Independence in Japan,"
NBER Working Papers
15726, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2013. "Great Inflation and Central Bank Independence in Japan," NBER Chapters, in: The Great Inflation: The Rebirth of Modern Central Banking, pages 357-387, National Bureau of Economic Research, Inc.
- Thomas Mayer & Gunther Schnabl, 2022. "Japan's Low Inflation Conundrum," CESifo Working Paper Series 9821, CESifo.
- Micossi, Stefano, 2015. "The Monetary Policy of the European Central Bank (2002-2015)," CEPS Papers 10610, Centre for European Policy Studies.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2018. "The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience," CARF F-Series CARF-F-442, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Frederic S. Mishkin, 2005. "The Fed after Greenspan," Eastern Economic Journal, Eastern Economic Association, vol. 31(3), pages 317-332, Summer.
- Eric M. Leeper, 2015.
"Fiscal Analysis is Darned Hard,"
NBER Working Papers
21822, National Bureau of Economic Research, Inc.
- Eric M. Leeper, 2015. "Fiscal Analysis is Darned Hard," CAEPR Working Papers 2015-021, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Berganza & Pedro del Río & Fructuoso Borrallo, 2016. "Determinants and implications of low global inflation rates," Occasional Papers 1608, Banco de España.
- Dorrucci, Ettore & Pula, Gabor & Santabárbara, Daniel, 2013.
"China's economic growth and rebalancing,"
Occasional Paper Series
142, European Central Bank.
- Ettore Dorrucci & Gabor Pula & Daniel Santabárbara, 2013. "China’s economic growth and rebalancing," Occasional Papers 1301, Banco de España.
- Kobayashi, Takeshi & Spiegel, Mark M. & Yamori, Nobuyoshi, 2006.
"Quantitative easing and Japanese bank equity values,"
Journal of the Japanese and International Economies, Elsevier, vol. 20(4), pages 699-721, December.
- Takeshi Kobayashi & Mark M. Spiegel & Nobuyoshi Yamori, 2006. "Quantitative easing and Japanese bank equity values," Working Paper Series 2006-19, Federal Reserve Bank of San Francisco.
- Jakub Janus, 2013. "Wpływ doświadczeń Banku Japonii na politykę pieniężną Systemu Rezerwy Federalnej w latach 2007-2011," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1-2, pages 71-90.
- W Max Corden & Sisira Jayasuriya, 2016. "The Japanese macroeconomic mystery," Departmental Working Papers 2016-03, The Australian National University, Arndt-Corden Department of Economics.
- J. Boeckx & P. Butzen & N. Cordemans & S. Ide, 2015. "Deflation in Japan, Abenomics and lessons for the euro area," Economic Review, National Bank of Belgium, issue i, pages 100-124, June.
- Eloi Laurent & Jérôme Creel & Jacques Le Cacheux, 2007.
"Politiques et performances macroéconomiques de la zone euro : institutions, incitations, stratégies,"
Working Papers
hal-00972703, HAL.
- Jérôme Creel & Éloi Laurent & Jacques Le Cacheux, 2007. "Politiques et performances macroéconomiques de la zone euro. Institutions, incitations, stratégies," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(3), pages 249-281.
- Jérôme Creel & Eloi Laurenbt & Jacques Le Cacheux, 2007. "Politiques et performances macroéconomiques de la zone euro : institutions, incitations, stratégies," Documents de Travail de l'OFCE 2007-23, Observatoire Francais des Conjonctures Economiques (OFCE).
- Eloi Laurent & Jérôme Creel & Jacques Le Cacheux, 2007. "Politiques et performances macroéconomiques de la zone euro : institutions, incitations, stratégies," SciencePo Working papers Main hal-00972703, HAL.
- Takatoshi Ito, 2005.
"Interventions and Japanese economic recovery,"
International Economics and Economic Policy, Springer, vol. 2(2), pages 219-239, November.
- Takatoshi Ito, 2005. "Interventions and Japanese Economic Recovery," Hi-Stat Discussion Paper Series d05-100, Institute of Economic Research, Hitotsubashi University.
- Brett W. Fawley & Christopher J. Neely, 2013. "Four stories of quantitative easing," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 51-88.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2019. "The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience," Bank of Japan Working Paper Series 19-E-13, Bank of Japan.
- Mahito Uchida, 2014. "Towards the end of deflation in Japan ?," SciencePo Working papers Main hal-03627437, HAL.
- Christian Dreger, 2017.
"Long Term Growth Perspectives in Japan and the Euro Area,"
Discussion Papers of DIW Berlin
1661, DIW Berlin, German Institute for Economic Research.
- Christian Dreger, 2017. "Long-term growth perspectives in Japan and the Euro area," Asia Europe Journal, Springer, vol. 15(4), pages 363-375, December.
- Jonathan Lecznar & Thomas A. Lubik, 2017. "Real Rates and Consumption Smoothing in a Low Interest Rate Environment: The Case of Japan," Working Paper 17-8, Federal Reserve Bank of Richmond.
- Dai, Meixing & Sidiropoulos, Moïse, 2005. "Flexibility in inflation targeting, financial markets and macroeconomic stability," MPRA Paper 13864, University Library of Munich, Germany.
- Claudio Morana, 2004.
"The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided?,"
ICER Working Papers
29-2004, ICER - International Centre for Economic Research.
- Claudio Morana, 2005. "The Japanese deflation: has it had real effects? Could it have been avoided?," Applied Economics, Taylor & Francis Journals, vol. 37(12), pages 1337-1352.
- Mehrotra, Aaron, 2009. "The case for price level or inflation targeting--What happened to monetary policy effectiveness during the Japanese disinflation?," Japan and the World Economy, Elsevier, vol. 21(3), pages 280-291, August.
- Takatoshi Ito, 2009. "Comment on "Did the Japanese Stock Market Appropriately Price the Takenaka Financial Reform?"," NBER Chapters, in: Financial Sector Development in the Pacific Rim, pages 341-345, National Bureau of Economic Research, Inc.
- Michelis, Andrea De & Iacoviello, Matteo, 2016.
"Raising an inflation target: The Japanese experience with Abenomics,"
European Economic Review, Elsevier, vol. 88(C), pages 67-87.
- Andrea De Michelis & Matteo Iacoviello, 2016. "Raising an Inflation Target : The Japanese Experience with Abenomics," International Finance Discussion Papers 1168, Board of Governors of the Federal Reserve System (U.S.).
- Takatoshi Ito, 2016. "Japanization: Is it Endemic or Epidemic?," NBER Working Papers 21954, National Bureau of Economic Research, Inc.
- Bienert, Sven & Sebastian, Steffen P. & Just, Tobias, . "Niedrigzinsumfeld und die Auswirkungen auf die Immobilienwirtschaft," Beiträge zur Immobilienwirtschaft, University of Regensburg, Department of Economics, number 8, August.
- Michelle L. Barnes, 2014. "Let's talk about it: what policy tools should the Fed \\"normally\\" use?," Current Policy Perspectives 14-12, Federal Reserve Bank of Boston.
- Yu-chin Chen & Pisut Kulthanavit, 2008. "Adaptive Learning and Monetary Policy: Lessons from Japan," Working Papers UWEC-2008-12-P, University of Washington, Department of Economics, revised Oct 2008.
- Athanasios Orphanides, 2018.
"The Boundaries of Central Bank Independence: Lessons from Unconventional Times,"
IMES Discussion Paper Series
18-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Orphanides, Athanasios, 2018. "The boundaries of central bank independence: Lessons from unconventional times," IMFS Working Paper Series 124, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Andreea DRĂGOI & Nicoleta Cristina BȂLGĂR, 2015. "Socio – Economic Drivers Of Japan’S Developmentin Post-War Era," Romanian Economic Business Review, Romanian-American University, vol. 10(4), pages 147-158, december.
- Maurice Obstfeld, 2009. "Time of Troubles: The Yen and Japan's Economy, 1985-2008," NBER Working Papers 14816, National Bureau of Economic Research, Inc.
- Nicolas Aragon, 2022. "Debt Overhang, Risk Shifting and Zombie Lending," Working Papers 01/2022, National Bank of Ukraine.
- Christina D. Romer, 2013. "It Takes a Regime Shift: Recent Developments in Japanese Monetary Policy through the Lens of the Great Depression," NBER Chapters, in: NBER Macroeconomics Annual 2013, Volume 28, pages 383-400, National Bureau of Economic Research, Inc.
- Abdul Aziz Farid Saymeh & Harbi M. Orieqat, 2013. "The Global financial Crisis: Is Islamic System a Potential Solution?," International Journal of Financial Economics, Research Academy of Social Sciences, vol. 1(3), pages 76-87.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2018. "The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience," Working Papers on Central Bank Communication 001, University of Tokyo, Graduate School of Economics.
- Akhand Akhtar Hossain, 2015. "The Evolution of Central Banking and Monetary Policy in the Asia-Pacific," Books, Edward Elgar Publishing, number 14611, March.
- Moussa, Zakaria, 2010. "The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model," MPRA Paper 29429, University Library of Munich, Germany.
- Mr. Derek Anderson & Mr. Dennis P Botman & Mr. Benjamin L Hunt, 2014. "Is Japan’s Population Aging Deflationary?," IMF Working Papers 2014/139, International Monetary Fund.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2016. "The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience," CARF F-Series CARF-F-388, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Jérôme Creel & Eloi Laurent & Jacques Le Cacheux, 2007.
"Politiques et performances macroéconomiques de la zone euro,"
Post-Print
hal-03459617, HAL.
- Jérôme Creel & Eloi Laurent & Jacques Le Cacheux, 2007. "Politiques et performances macroéconomiques de la zone euro," SciencePo Working papers Main hal-03459617, HAL.
- Inoue, Tomoo & Okimoto, Tatsuyoshi, 2008. "Were there structural breaks in the effects of Japanese monetary policy? Re-evaluating policy effects of the lost decade," Journal of the Japanese and International Economies, Elsevier, vol. 22(3), pages 320-342, September.
- Hanisch, Max, 2017. "The effectiveness of conventional and unconventional monetary policy: Evidence from a structural dynamic factor model for Japan," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 110-134.
- Alfonso Palacio-Vera, 2006. "On Lower-bound Traps: A Framework for the Analysis of Monetary Policy in the ÒAgeÓ of Central Banks," Economics Working Paper Archive wp_478, Levy Economics Institute.
- Maciej Ryczkowski, 2020. "Money and credit during normal times and house price booms: evidence from time-frequency analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(4), pages 835-861, November.
- Mahito Uchida, 2014. "Towards the end of deflation in Japan ?," Post-Print hal-03627437, HAL.
- Edda Claus & Iris Claus & Leo Krippner, 2016.
"Monetary Policy Spillovers across the Pacific when Interest Rates Are at the Zero Lower Bound,"
Asian Economic Papers, MIT Press, vol. 15(3), pages 1-27, Fall.
- Edda Claus & Iris Claus & Leo Krippner, 2016. "Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound," Reserve Bank of New Zealand Discussion Paper Series DP2016/08, Reserve Bank of New Zealand.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2016. "The Formation of Consumer Inflation Expectations:Evidence From Japan's Deflation Experience," UTokyo Price Project Working Paper Series 067, University of Tokyo, Graduate School of Economics.
- Peterson, George E. & Kaganova, Olga, 2010. "Integrating land financing into subnational fiscal management," Policy Research Working Paper Series 5409, The World Bank.
- Shigeru Iwata, 2010. "Monetary Policy and the Term Structure of Interest Rates When Short-Term Rates Are Close to Zero," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 28, pages 59-78, November.
- Alfonso Palacio Vera, 2009. "Some Reflections on the Theory of the “Liquidity Trap”," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 09-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
- Claudio Borio & Magdalena Erdem & Andrew Filardo & Boris Hofmann, 2015. "The costs of deflations: a historical perspective," BIS Quarterly Review, Bank for International Settlements, March.
- Balázs Romhányi, 2005. "A learning hypothesis of the term structure of interest rates," Macroeconomics 0503001, University Library of Munich, Germany.
- Bianca Steliana PÎRA (BEȘA), 2015. "Eurozone And The Low Inflation Risk," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 8, pages 149-153, June.
- Yuko Hashimoto & Takatoshi Ito, 2004.
"High-Frequency Contagion Between the Exchange Rates and Stock Prices,"
NBER Working Papers
10448, National Bureau of Economic Research, Inc.
Cited by:
- Buchholz, Manuel & von Schweinitz, Gregor & Tonzer, Lena, 2018. "Did the Swiss exchange rate shock shock the market?," IWH Discussion Papers 9/2018, Halle Institute for Economic Research (IWH).
- Michał Adam, 2013. "Spillovers and contagion in the sovereign CDS market," Bank i Kredyt, Narodowy Bank Polski, vol. 44(6), pages 571-604.
- Arfaoui, Mongi & Ben Rejeb, Aymen, 2015. "Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice?," MPRA Paper 61520, University Library of Munich, Germany.
- Yoko Furukawa, 2009. "Equity market and foreign capital," Canadian Journal of Economics, Canadian Economics Association, vol. 42(1), pages 349-358, February.
- Y.L. Cheung & Y.W. Cheung & K.C. Ng, 2003.
"East Asian Equity Markets, Financial Crises, and the Japanese Currency,"
Working Papers
032003, Hong Kong Institute for Monetary Research.
- Cheung, Yan-Leung & Cheung, Yin-Wong & Ng, Chris C., 2007. "East Asian equity markets, financial crises, and the Japanese currency," Journal of the Japanese and International Economies, Elsevier, vol. 21(1), pages 138-152, March.
- Viviana Fernandez, 2006.
"Extremal Dependence in European Capital Markets,"
Journal of Applied Economics, Taylor & Francis Journals, vol. 9(2), pages 275-293, November.
- Viviana Fernández, 2006. "Extremal dependence in European capital markets," Journal of Applied Economics, Universidad del CEMA, vol. 9, pages 275-293, November.
- Arfaoui Mongi & Ben Rejeb Aymen, 2015. "Return Dynamics and Volatility Spillovers Between FOREX and Stock Markets in MENA Countries: What to Remember for Portfolio Choice?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 46(1), pages 72-100, June.
- Vadim Ye. Zyamalov, 2017. "Comparison of the Predictive Ability of Single and Multi-Regime Models of Stock Market Dynamics," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 64-75, April.
- James Obben & Andrew Pech & Shamim Shakur, 2006. "Analysis of the relationship between the share market performance and exchange rates in New Zealand: A cointegrating VAR approach," New Zealand Economic Papers, Taylor & Francis Journals, vol. 40(2), pages 147-180.
- Turuntseva, M. & Zyamalov, V., 2016. "Stock Markets under the Changing Terms of Trade," Journal of the New Economic Association, New Economic Association, vol. 31(3), pages 93-109.
- Gregor von Schweinitz & Lena Tonzer & Manuel Buchholz, 2021. "Monetary policy through exchange rate pegs: The removal of the Swiss franc‐Euro floor and stock price reactions," International Review of Finance, International Review of Finance Ltd., vol. 21(4), pages 1382-1406, December.
- Akbar, Muhammad & Iqbal, Farhan & Noor, Farzana, 2019. "Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan," Resources Policy, Elsevier, vol. 62(C), pages 154-164.
- Takatoshi Ito, 2004.
"Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting?,"
NBER Working Papers
10818, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2004. "Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting?," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Simon Guttmann (ed.),The Future of Inflation Targeting, Reserve Bank of Australia.
Cited by:
- Baltensperger, Ernst & Fischer, Andreas M. & Jordan, Thomas J., 2007.
"Strong goal independence and inflation targets,"
European Journal of Political Economy, Elsevier, vol. 23(1), pages 88-105, March.
- Baltensperger, Ernst & Fischer, Andreas & Jordan, Thomas, 2006. "Strong Goal Independence and Inflation Targets," CEPR Discussion Papers 5915, C.E.P.R. Discussion Papers.
- Marc Lavoie & Mario Seccareccia, 2012. "Monetary Policy in a Period of Financial Chaos: The Political Economy of the Bank of Canada in Extraordinary Times," Chapters, in: Louis-Philippe Rochon & Salewa ‘Yinka Olawoye (ed.), Monetary Policy and Central Banking, chapter 9, Edward Elgar Publishing.
- Mark Gertler & Nobuhiro Kiyotaki, 2013.
"Banking, Liquidity and Bank Runs in an Infinite Horizon Economy,"
2013 Meeting Papers
59, Society for Economic Dynamics.
- Mark Gertler & Nobuhiro Kiyotaki, 2015. "Banking, Liquidity, and Bank Runs in an Infinite Horizon Economy," American Economic Review, American Economic Association, vol. 105(7), pages 2011-2043, July.
- Mark Gertler & Nobuhiro Kiyotaki, 2014. "Banking, Liquidity and Bank Runs in an Infinite Horizon Economy," IMES Discussion Paper Series 14-E-05, Institute for Monetary and Economic Studies, Bank of Japan.
- Mark Gertler & Nobuhiro Kiyotaki, 2013. "Banking, Liquidity and Bank Runs in an Infinite-Horizon Economy," NBER Working Papers 19129, National Bureau of Economic Research, Inc.
- Meixing Dai, 2011.
"Règle du taux d’intérêt et politique d’assouplissement quantitatif avec un rôle pour la monnaie,"
Working Papers of BETA
2011-05, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Meixing Dai, 2011. "Règle de taux d’intérêt et politique d’assouplissement quantitatif avec un rôle pour la monnaie," Bulletin de l'Observatoire des politiques économiques en Europe, Observatoire des Politiques Économiques en Europe (OPEE), vol. 0(1), pages 119-148, March.
- Takatoshi Ito & Frederic S. Mishkin, 2006.
"Two Decades of Japanese Monetary Policy and the Deflation Problem,"
NBER Chapters, in: Monetary Policy with Very Low Inflation in the Pacific Rim, pages 131-1997,
National Bureau of Economic Research, Inc.
- Takatoshi Ito & Frederic S. Mishkin, 2004. "Two Decades of Japanese Monetary Policy and the Deflation Problem," NBER Working Papers 10878, National Bureau of Economic Research, Inc.
- Thomas F. Cargill & Federico Guerrero, 2007. "Japan's Deflation: A Time‐Inconsistent Policy in Need of an Inflation Target," International Finance, Wiley Blackwell, vol. 10(2), pages 115-130, July.
- Burkhard, Lukas & Fischer, Andreas M., 2009.
"Communicating policy options at the zero bound,"
Journal of International Money and Finance, Elsevier, vol. 28(5), pages 742-754, September.
- Lukas Burkhard & Andreas M. Fischer, 2007. "Communicating Policy Options at the Zero Bound," Working Papers 2007-12, Swiss National Bank.
- Fischer, Andreas & Burkhart, Lucas, 2007. "Communicating Policy Options at the Zero Bound," CEPR Discussion Papers 6563, C.E.P.R. Discussion Papers.
- Alan J. Auerbach & Maurice Obstfeld, 2005.
"The Case for Open-Market Purchases in a Liquidity Trap,"
American Economic Review, American Economic Association, vol. 95(1), pages 110-137, March.
- Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt4tm5h0s3, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- Alan Auerbach & Maurice Obstfeld, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Macroeconomics 0407009, University Library of Munich, Germany.
- Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt1dn4d9sr, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt84s7d8c8, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Alan J. Auerbach & Maurice Obstfeld, 2003. "The Case for Open-Market Purchases in a Liquidity Trap," NBER Working Papers 9814, National Bureau of Economic Research, Inc.
- Auerbach, Alan & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," CEPR Discussion Papers 4447, C.E.P.R. Discussion Papers.
- Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt84s7d8c8, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt1dn4d9sr, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Alan J. Auerbach & Maurice Obstfeld, 2003. "The case for open-market purchases in a liquidity trap," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt4tm5h0s3, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Hiroyuki Taguchi & Woong-Ki Sohn, 2010.
"Inflation Targeting and Pass-through Rate in East Asian Economies,"
Macroeconomics Working Papers
23115, East Asian Bureau of Economic Research.
- Hiroyuki Taguchi & Woong-Ki Sohn, 2014. "Inflation Targeting and the Pass-through Rate in East Asian Economies," Asian Economic Journal, East Asian Economic Association, vol. 28(2), pages 139-159, June.
- Meixing DAI & Moïse SIDIROPOULOS, 2009. "Money growth rule and macro-financial stability under inflation-targeting regime," Working Papers of BETA 2009-05, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Akhand Akhtar Hossain, 2009. "Central Banking and Monetary Policy in the Asia-Pacific," Books, Edward Elgar Publishing, number 12777, March.
- W Max Corden & Sisira Jayasuriya, 2016. "The Japanese macroeconomic mystery," Departmental Working Papers 2016-03, The Australian National University, Arndt-Corden Department of Economics.
- J. Boeckx & P. Butzen & N. Cordemans & S. Ide, 2015. "Deflation in Japan, Abenomics and lessons for the euro area," Economic Review, National Bank of Belgium, issue i, pages 100-124, June.
- Dai, Meixing & Sidiropoulos, Moïse, 2005. "Flexibility in inflation targeting, financial markets and macroeconomic stability," MPRA Paper 13864, University Library of Munich, Germany.
- Claudio Morana, 2004.
"The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided?,"
ICER Working Papers
29-2004, ICER - International Centre for Economic Research.
- Claudio Morana, 2005. "The Japanese deflation: has it had real effects? Could it have been avoided?," Applied Economics, Taylor & Francis Journals, vol. 37(12), pages 1337-1352.
- Mehrotra, Aaron, 2009. "The case for price level or inflation targeting--What happened to monetary policy effectiveness during the Japanese disinflation?," Japan and the World Economy, Elsevier, vol. 21(3), pages 280-291, August.
- Takatoshi Ito, 2016. "Japanization: Is it Endemic or Epidemic?," NBER Working Papers 21954, National Bureau of Economic Research, Inc.
- Luca Colombo & Gerd Weinrich, 2006. "The Role of Expectations in a Macroeconomic Model with Inventories," Computing in Economics and Finance 2006 65, Society for Computational Economics.
- Jaromir Baxa & Jan Zacek, 2022. "Monetary Policy and the Financial Cycle: International Evidence," Working Papers 2022/4, Czech National Bank.
- Gerd Weinrich & Luca Colombo, 2005. "Money, Inventories and Underemployment in Deflationary Recessions," Computing in Economics and Finance 2005 156, Society for Computational Economics.
- Takatoshi Ito & Tomoyoshi Yabu, 2004.
"What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function,"
NBER Working Papers
10456, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Yabu, Tomoyoshi, 2007. "What prompts Japan to intervene in the Forex market? A new approach to a reaction function," Journal of International Money and Finance, Elsevier, vol. 26(2), pages 193-212, March.
Cited by:
- Eric Hillebrand & Gunther Schnabl & Yasemin Ulu, 2006.
"Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility,"
CESifo Working Paper Series
1766, CESifo.
- Hillebrand, Eric & Schnabl, Gunther & Ulu, Yasemin, 2009. "Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 490-505, July.
- Holub, Tomáš, 2004.
"Foreign exchange interventions under inflation targeting: the Czech Experience,"
Research Notes
17, Deutsche Bank Research.
- Adam Geršl & Tomáš Holub, 2006. "Foreign Exchange Interventions Under Inflation Targeting: The Czech Experience," Contemporary Economic Policy, Western Economic Association International, vol. 24(4), pages 475-491, October.
- Tomas Holub, 2004. "Foreign Exchange Interventions Under Inflation Targeting: The Czech Experience," Research and Policy Notes 2004/01, Czech National Bank.
- Takatoshi Ito, 2007. "Myths and reality of foreign exchange interventions: an application to Japan," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 133-154.
- Horvath, Roman, 2006.
"Modelling Central Bank Intervention Activity under Inflation Targeting,"
MPRA Paper
914, University Library of Munich, Germany.
- Roman Horvath, 2007. "Modelling Central Bank Intervention Activity under Inflation Targeting," Economics Bulletin, AccessEcon, vol. 6(29), pages 1-8.
- Jaehun Chung & Yongmiao Hong, 2007. "Model-free evaluation of directional predictability in foreign exchange markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 855-889.
- Mark Gertler & Nobuhiro Kiyotaki, 2013.
"Banking, Liquidity and Bank Runs in an Infinite Horizon Economy,"
2013 Meeting Papers
59, Society for Economic Dynamics.
- Mark Gertler & Nobuhiro Kiyotaki, 2015. "Banking, Liquidity, and Bank Runs in an Infinite Horizon Economy," American Economic Review, American Economic Association, vol. 105(7), pages 2011-2043, July.
- Mark Gertler & Nobuhiro Kiyotaki, 2014. "Banking, Liquidity and Bank Runs in an Infinite Horizon Economy," IMES Discussion Paper Series 14-E-05, Institute for Monetary and Economic Studies, Bank of Japan.
- Mark Gertler & Nobuhiro Kiyotaki, 2013. "Banking, Liquidity and Bank Runs in an Infinite-Horizon Economy," NBER Working Papers 19129, National Bureau of Economic Research, Inc.
- Michael D. Bordo & Owen Humpage & Anna J. Schwartz, 2012.
"Epilogue: Foreign-Exchange-Market Operations in the Twenty-First Century,"
NBER Working Papers
17984, National Bureau of Economic Research, Inc.
- Michael D. Bordo & Owen F. Humpage & Anna J. Schwartz, 2012. "Epilogue: foreign-exchange-market operations in the twenty-first century," Working Papers (Old Series) 1207, Federal Reserve Bank of Cleveland.
- Michael D. Bordo & Owen F. Humpage & Anna J. Schwartz, 2015. "Epilogue: Foreign-Exchange-Market Operations in the Twenty-First Century," NBER Chapters, in: Strained Relations: US Foreign-Exchange Operations and Monetary Policy in the Twentieth Century, pages 345-363, National Bureau of Economic Research, Inc.
- Petra Gerlach & Robert N McCauley & Kazuo Ueda, 2011.
"Currency intervention and the global portfolio balance effect: Japanese and Swiss lessons, 2003-2004 and 2009-2010,"
CIRJE F-Series
CIRJE-F-830, CIRJE, Faculty of Economics, University of Tokyo.
- Petra Gerlach & Robert N McCauley & Kazuo Ueda, 2011. "Currency intervention and the global portfolio balance effect: Japanese and Swiss lessons, 2003-2004 and 2009-2010," CARF F-Series CARF-F-264, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Michel Beine & Oscar Bernal Diaz, 2005.
"Why do Central Banks intervene secretly? preliminary evidence of the BoJ,"
DULBEA Working Papers
in, ULB -- Universite Libre de Bruxelles.
- Michel Beine & Oscar Bernal Diaz, 2007. "Why do Central Banks intervene secretly ?preliminary evidence of the BoJ," ULB Institutional Repository 2013/10421, ULB -- Universite Libre de Bruxelles.
- Post, Erik, 2006. "Foreign exchange market interventions as monetary policy," Working Paper Series 2006:21, Uppsala University, Department of Economics.
- Chen, Yu-Fu & Funke, Michael & Glanemann, Nicole, 2012.
"The Signalling Channel of Central Bank Interventions: Modelling the Yen/US Dollar Exchange Rate,"
SIRE Discussion Papers
2012-36, Scottish Institute for Research in Economics (SIRE).
- Yu-Fu Chen & Michael Funke & Nicole Glanemann, 2014. "The Signalling Channel of Central Bank Interventions: Modelling the Yen/US Dollar Exchange Rate," Open Economies Review, Springer, vol. 25(2), pages 311-336, April.
- Michael Funke & Yu-Fu Chen & Nicole Glanemann, 2011. "The Signalling Channel of Central Bank Interventions: Modelling the Yen / US Dollar Exchange Rate," Quantitative Macroeconomics Working Papers 21110, Hamburg University, Department of Economics.
- Yu-Fu Chen & Michael Funke & Nicole Glanemann, 2011. "The Signalling Channel of Central Bank Interventions: Modelling the Yen/US Dollar Exchange Rate," Dundee Discussion Papers in Economics 260, Economic Studies, University of Dundee.
- Yu-Fu Chen & Michael Funke & Nicole Glanemann, 2011. "The Signalling Channel of Central Bank Interventions: Modelling the Yen / US Dollar Exchange Rate," CESifo Working Paper Series 3610, CESifo.
- Chen, Yu-Fu & Funke, Michael & Glanemann, Nicole, 2011. "The Signalling Channel of Central Bank Interventions: Modelling the Yen/US Dollar Exchange Rate," SIRE Discussion Papers 2011-66, Scottish Institute for Research in Economics (SIRE).
- Lukas Menkhoff, 2008.
"High-Frequency Analysis of Foreign Exchange Interventions: What do we learn?,"
CESifo Working Paper Series
2473, CESifo.
- Lukas Menkhoff, 2010. "High‐Frequency Analysis Of Foreign Exchange Interventions: What Do We Learn?," Journal of Economic Surveys, Wiley Blackwell, vol. 24(1), pages 85-112, February.
- Naef, Alain, 2019.
"Dirty float or clean intervention? The Bank of England in the foreign exchange market,"
Lund Papers in Economic History
199, Lund University, Department of Economic History.
- Naef, Alain, 2020. "Dirty float or clean intervention? The Bank of England in the foreign exchange market," SocArXiv p4tbm, Center for Open Science.
- Alain Naef, 2021. "Dirty float or clean intervention? The Bank of England in the foreign exchange market," European Review of Economic History, European Historical Economics Society, vol. 25(1), pages 180-201.
- Kim, Suk-Joong, 2007. "Intraday evidence of efficacy of 1991-2004 Yen intervention by the Bank of Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(4), pages 341-360, October.
- Schnabl, Gunther & Hillebrand, Eric, 2006.
"A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility,"
Working Paper Series
650, European Central Bank.
- Eric Hillebrand & Gunther Schnabl, 2008. "A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility," International Economics and Economic Policy, Springer, vol. 5(4), pages 389-401, December.
- Smita Roy Trivedi & P. G. Apte, 2016. "Central Bank Intervention in USD/INR Market: Estimating Its Reaction Function and Impact on Volatility," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 23(3), pages 263-279, September.
- Ito, Takatoshi & Yabu, Tomoyoshi, 2007.
"What prompts Japan to intervene in the Forex market? A new approach to a reaction function,"
Journal of International Money and Finance, Elsevier, vol. 26(2), pages 193-212, March.
- Takatoshi Ito & Tomoyoshi Yabu, 2004. "What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function," NBER Working Papers 10456, National Bureau of Economic Research, Inc.
- Kentaro Iwatsubo & Satoshi Kawanishi, 2011. "The Information Improving Channel of Exchange Rate Intervention: How Do Official Announcements Work?," Discussion Papers 1116, Graduate School of Economics, Kobe University.
- Uz Akdogan, Idil, 2020.
"Understanding the dynamics of foreign reserve management: The central bank intervention policy and the exchange rate fundamentals,"
International Economics, Elsevier, vol. 161(C), pages 41-55.
- Idil Uz Akdogan, 2020. "Understanding the dynamics of foreign reserve management: The central bank intervention policy and the exchange rate fundamentals," International Economics, CEPII research center, issue 161, pages 41-55.
- Smita Roy Trivedi, 2020. "The Moses effect: can central banks really guide foreign exchange markets?," Empirical Economics, Springer, vol. 58(6), pages 2837-2865, June.
- Oscar Bernal Diaz, 2006. "Do interactions between political authorities and central banks influence FX interventions? Evidence from Japan," DULBEA Working Papers 06-03.RS, ULB -- Universite Libre de Bruxelles.
- Sigal Ribon, 2017. "Why the Bank of Israel Intervenes in the Foreign Exchange Market, and What Happens to the Exchange Rate," Bank of Israel Working Papers 2017.04, Bank of Israel.
- Michel Beine & Ariane Szafarz, 2006. "Size matters: Central bank interventions on the Yen/Dollar exchange rate," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 49(1), pages 5-20.
- Jarko Fidrmuc & Roman Horváth, 2007.
"Volatility of Exchange Rates in Selected New EU Members: Evidence from Daily Data,"
CESifo Working Paper Series
2107, CESifo.
- Fidrmuc, Jarko & Horváth, Roman, 2008. "Volatility of exchange rates in selected new EU members: Evidence from daily data," Economic Systems, Elsevier, vol. 32(1), pages 103-118, March.
- Daniel Stav�rek, 2010. "Exchange rate volatility and the asymmetric fluctuation band on the way to the Eurozone," Applied Economics Letters, Taylor & Francis Journals, vol. 17(1), pages 81-86, January.
- Kitamura, Yoshihiro, 2017. "A stopping time approach to assessing the effectiveness of foreign exchange intervention: An application to Japanese data," Journal of International Money and Finance, Elsevier, vol. 75(C), pages 32-46.
- He Li & Zhixiang Yu & Chuanjie Zhang & Zhuang Zhang, 2017. "Determination of China’s foreign exchange intervention: evidence from the Yuan/Dollar market," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 34(1), pages 62-81, March.
- Beine, Michel & Bernal, Oscar, 2007. "Why do central banks intervene secretly?: Preliminary evidence from the BoJ," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(3), pages 291-306, July.
- Menkhoff, Lukas & Rieth, Malte & Stöhr, Tobias, 2020.
"The dynamic impact of FX interventions on financial markets,"
Kiel Working Papers
2151, Kiel Institute for the World Economy (IfW Kiel).
- Menkhoff, Lukas & Rieth, Malte & Stöhr, Tobias, 2019. "The Dynamic Impact of FX Interventions on Financial Markets," Rationality and Competition Discussion Paper Series 205, CRC TRR 190 Rationality and Competition.
- Lukas Menkhoff & Malte Rieth & Tobias Stöhr, 2020. "The Dynamic Impact of FX Interventions on Financial Markets," Discussion Papers of DIW Berlin 1854, DIW Berlin, German Institute for Economic Research.
- Menkhoff, Lukas & Rieth, Malte & Stöhr, Tobias, 2021. "The Dynamic Impact of FX Interventions on Financial Markets," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 103(5), pages 939-953.
- Lukas Menkhoff & Malte Rieth & Tobias Stohr, 2021. "The Dynamic Impact of FX Interventions on Financial Markets," The Review of Economics and Statistics, MIT Press, vol. 103(5), pages 939-953, December.
- Rieth, Malte & Menkhoff, Lukas & Stöhr, Tobias, 2019. "The dynamic impact of FX interventions on financial markets," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203504, Verein für Socialpolitik / German Economic Association.
- Michel Beine & Oscar Bernal Diaz & Jean-Yves Gnabo & Christelle Lecourt, 2006.
"Intervention policy of the BoJ: a unified approach,"
DULBEA Working Papers
06-15.RS, ULB -- Universite Libre de Bruxelles.
- Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2007. "Intervention Policy of the BoJ: A Unified Approach," CESifo Working Paper Series 1894, CESifo.
- Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2007. "Intervention Policy of the BoJ: a Unified Approach," LSF Research Working Paper Series 07-19, Luxembourg School of Finance, University of Luxembourg.
- Michel Beine & Oscar Bernal Diaz & Jean-Yves Gnabo & Christelle Lecourt, 2007. "Intervention Policy of the BoJ: a Unified Approach," Working Papers CEB 07-013.RS, ULB -- Universite Libre de Bruxelles.
- Beine, Michel & Bernal, Oscar & Gnabo, Jean-Yves & Lecourt, Christelle, 2009. "Intervention policy of the BoJ: A unified approach," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 904-913, May.
- Rasmus Fatum, 2009.
"Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective, and through Which Channel Does It Work?,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 27(1), pages 75-98, November.
- Rasmus Fatum, "undated". "Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?," EPRU Working Paper Series 2009-02, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Jan 2009.
- Rasmus Fatum, 2009. "Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?," IMES Discussion Paper Series 09-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
- Fatum, Rasmus & Yamamoto, Yohei, 2014. "Large versus small foreign exchange interventions," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 114-123.
- Moura, Marcelo L. & Pereira, Fatima R. & Attuy, Guilherme de Moraes, 2013. "Currency Wars in Action: How Foreign Exchange Interventions Work in an Emerging Economy," Insper Working Papers wpe_304, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Menkhoff, Lukas & Rebitzky, Rafael R. & Schröder, Michael, 2009.
"Heterogeneity in exchange rate expectations: Evidence on the chartist-fundamentalist approach,"
Journal of Economic Behavior & Organization, Elsevier, vol. 70(1-2), pages 241-252, May.
- Lukas Menkhoff & Rafael R. Rebitzky & Michael Schröder, 2008. "Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach," CESifo Working Paper Series 2502, CESifo.
- Nikkinen, Jussi & Vähämaa, Sami, 2009. "Central bank interventions and implied exchange rate correlations," Journal of Empirical Finance, Elsevier, vol. 16(5), pages 862-873, December.
- Frömmel, Michael & Midiliç, Murat, 2021. "Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function," Economic Modelling, Elsevier, vol. 97(C), pages 461-476.
- Emre Ozsoz & Erick W. Rengifo & Dominick Salvatore, 2008. "Dollarization as an Investment Signal in Developing Countries: The Case of Croatia, Czech Republic, Peru, Slovak Republic and Turkey," Fordham Economics Discussion Paper Series dp2008-16, Fordham University, Department of Economics.
- Rodnyansky, A. & Timmer, Y. & Yago, N., 2023.
"Intervening against the Fed,"
Cambridge Working Papers in Economics
2357, Faculty of Economics, University of Cambridge.
- Alexander Rodnyansky & Yannick Timmer & Naoki Yago, 2023. "Intervening against the Fed," CESifo Working Paper Series 10575, CESifo.
- Rasmus Fatum, 2010.
"Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter After All?,"
EPRU Working Paper Series
2010-07, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Fatum, Rasmus, 2015. "Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all?," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 185-199.
- Rasmus Fatum, 2010. "Foreign exchange intervention when interest rates are zero: does the portfolio balance channel matter after all?," Globalization Institute Working Papers 57, Federal Reserve Bank of Dallas.
- Mikael Bask & Jarko Fidrmuc, 2009.
"Fundamentals and Technical Trading: Behavior of Exchange Rates in the CEECs,"
Open Economies Review, Springer, vol. 20(5), pages 589-605, November.
- Bask, Mikael & Fidrmuc, Jarko, 2006. "Fundamentals and technical trading: behaviour of exchange rates in the CEECs," Bank of Finland Research Discussion Papers 10/2006, Bank of Finland.
- Gabriela Mundaca, 2018. "Central bank interventions in a dollarized economy: managed floating versus inflation targeting," Empirical Economics, Springer, vol. 55(4), pages 1507-1535, December.
- Beine, Michel & Janssen, Gust & Lecourt, Christelle, 2009. "Should central bankers talk to the foreign exchange markets?," Journal of International Money and Finance, Elsevier, vol. 28(5), pages 776-803, September.
- Adam Geršl, 2006. "Testing the Effectiveness of the Czech National Bank’s Foreign-Exchange Interventions," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(09-10), pages 398-415, September.
- Milan Nedeljkovic & Christian Saborowski, 2018.
"The Relative Effectiveness of Spot and Derivatives Based Intervention,"
CESifo Working Paper Series
7127, CESifo.
- Milan Nedeljkovic & Christian Saborowski, 2019. "The Relative Effectiveness of Spot and Derivatives‐Based Intervention," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(6), pages 1455-1490, September.
- Fatum, Rasmus & Hutchison, Michael M., 2006.
"Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects,"
Santa Cruz Center for International Economics, Working Paper Series
qt02c028gr, Center for International Economics, UC Santa Cruz.
- Fatum, Rasmus & Hutchison, Michael M., 2010. "Evaluating foreign exchange market intervention: Self-selection, counterfactuals and average treatment effects," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 570-584, April.
- Rasmus Fatum & Michael M. Hutchison, 2006. "Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects," EPRU Working Paper Series 06-04, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Rasmus Fatum & Michael M. Hutchison, 2008. "Evaluating Foreign Exchange Market Intervention: Self-selection, Counterfactuals and Average Treatment Effects," Working Papers 022008, Hong Kong Institute for Monetary Research.
- Fatum, Rasmus & Hutchison, Michael M., 2006. "Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects," Santa Cruz Department of Economics, Working Paper Series qt02c028gr, Department of Economics, UC Santa Cruz.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2011.
"The Great Intervention and Massive Money Injection: The Japanese Experience 2003-2004,"
CARF F-Series
CARF-F-266, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Watanabe, Tsutomu & Yabu, Tomoyoshi, 2013. "The great intervention and massive money injection: The Japanese experience 2003–2004," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 428-443.
- Chang, Mei-Ching & Suardi, Sandy & Chang, Yuanchen, 2017. "Foreign exchange intervention in Asian countries: What determine the odds of success during the credit crisis?," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 370-390.
- Jean-Yves Gnabo & Christelle Lecourt, 2008. "Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan," Economie Internationale, CEPII research center, issue 113, pages 5-34.
- Kim, Suk-Joong & Sheen, Jeffrey, 2006.
"Interventions in the Yen-dollar spot market: A story of price, volatility and volume,"
Journal of Banking & Finance, Elsevier, vol. 30(11), pages 3191-3214, November.
- Suk-Joong Kim & Jeffrey Sheen, 2018. "Interventions in the Yen-Dollar Spot Market: A Story of Price, Volatility and Volume," World Scientific Book Chapters, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 3, pages 73-106, World Scientific Publishing Co. Pte. Ltd..
- Bernal, Oscar & Gnabo, Jean-Yves, 2009. "Announcements, financial operations or both? Generalizing central banks' FX reaction functions," Journal of the Japanese and International Economies, Elsevier, vol. 23(4), pages 367-394, December.
- Pontines, Victor, 2018. "Self-selection and treatment effects: Revisiting the effectiveness of foreign exchange intervention," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 299-316.
- Fatum, Rasmus & Pedersen, Jesper & Sørensen, Peter Norman, 2013. "The intraday effects of central bank intervention on exchange rate spreads," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 103-117.
- Takatoshi Ito, 2005.
"Interventions and Japanese economic recovery,"
International Economics and Economic Policy, Springer, vol. 2(2), pages 219-239, November.
- Takatoshi Ito, 2005. "Interventions and Japanese Economic Recovery," Hi-Stat Discussion Paper Series d05-100, Institute of Economic Research, Hitotsubashi University.
- Kim, Suk-Joong & Le, Anh Tu, 2010.
"Secrecy of Bank of Japan's Yen intervention: Evidence of efficacy from intra-daily data,"
Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 369-394, September.
- Suk-Joong Kim & Anh Tu Le, 2018. "Secrecy of Bank of Japan’s Yen Intervention: Evidence of Efficacy from Intra-daily Data," World Scientific Book Chapters, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 4, pages 107-147, World Scientific Publishing Co. Pte. Ltd..
- Reitz, Stefan & Stadtmann, Georg & Taylor, Mark P., 2009.
"The Effects of Japanese Interventions on FX-Forecast Heterogeneity,"
MPRA Paper
15603, University Library of Munich, Germany.
- Reitz, Stefan & Stadtmann, Georg & Taylor, Mark P., 2010. "The effects of Japanese interventions on FX-forecast heterogeneity," Economics Letters, Elsevier, vol. 108(1), pages 62-64, July.
- Capraro Rodríguez Santiago & Perrotini Hernández Ignacio, 2012. "Intervenciones cambiarias esterilizadas, teoría y evidencia:el caso de México," Contaduría y Administración, Accounting and Management, vol. 57(2), pages 11-44, abril-jun.
- Joscha Beckmann & Michael Kühl, 2017. "The Role for Long-run Target Values of the Exchange Rate in the Bank of Japan's Policy Reaction Function," The World Economy, Wiley Blackwell, vol. 40(9), pages 1836-1865, September.
- Huimin Zhao & Fuzhou Gong & Fangping Peng & Qin Liu, 2014. "Probability Analysis of Exchange Rate Target Zones," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(1), pages 29-41, January.
- Brause, Alexander, 2008. "Foreign exchange interventions in emerging market countries: New lessons from Argentina," W.E.P. - Würzburg Economic Papers 79, University of Würzburg, Department of Economics.
- Yushi Yoshida & Jan C. Rülke, 2009. "On-Going versus Completed Interventions and Yen/Dollar Expectations - Evidence from Disaggregated Survey Data," Discussion Papers 35, Kyushu Sangyo University, Faculty of Economics, revised Dec 2009.
- Rasmus Fatum & Yohei Yamamoto, 2012.
"Does Foreign Exchange Intervention Volume Matter?,"
EPRU Working Paper Series
2012-03, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Rasmus Fatum & Yohei Yamamoto, 2012. "Does foreign exchange intervention volume matter?," Globalization Institute Working Papers 115, Federal Reserve Bank of Dallas.
- Oliver Falck & Siegfried Schönherr, 2016. "An Economic Reform Agenda for Croatia: a comprehensive economic reform package prepared for the Croatian Statehood Foundation," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 70, October.
- Ozge Akinci & Olcay Yucel Culha & Umit Ozlale & Gulbin Sahinbeyoglu, 2005. "Causes and Effectiveness of Foreign Exchange Interventions for the Turkish Economy," Working Papers 0505, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2009.
"A New Method for Identifying the Effects of Foreign Exchange Interventions,"
IMES Discussion Paper Series
09-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
- Chih-Nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2012. "A New Method for Identifying the Effects of Foreign Exchange Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1507-1533, December.
- Chih‐Nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2012. "A New Method for Identifying the Effects of Foreign Exchange Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1507-1533, December.
- Alain P. Chaboud & Owen F. Humpage, 2005. "An assessment of the impact of Japanese foreign exchange intervention: 1991-2004," International Finance Discussion Papers 824, Board of Governors of the Federal Reserve System (U.S.).
- Catalán-Herrera, Juan, 2016. "Foreign exchange market interventions under inflation targeting: The case of Guatemala," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 42(C), pages 101-114.
- Oscar Bernal Diaz & Jean-Yves Gnabo, 2007. "Talks, financial operations or both? Generalizing central banks' FX reaction functions," DULBEA Working Papers 07-03.RS, ULB -- Universite Libre de Bruxelles.
- Lee, Hsiu-Yun, 2011. "Nonlinear exchange rate dynamics under stochastic official intervention," Economic Modelling, Elsevier, vol. 28(4), pages 1510-1518, July.
- Jean-Yves Gnabo & Luiz de Mello & Diego Moccero, 2008.
"Interdependencies between Monetary Policy and Foreign Exchange Intervention under Inflation Targeting: The Case of Brazil and the Czech Republic,"
WIDER Working Paper Series
RP2008-95, World Institute for Development Economic Research (UNU-WIDER).
- Luiz de Mello & Diego Moccero & Jean-Yves Gnabo, 2008. "Interdependencies between Monetary policy and Foreign-Exchange Intervention under Inflation Targeting: The Case of Brazil and the Czech Republic," OECD Economics Department Working Papers 593, OECD Publishing.
- Jean‐Yves Gnabo & Luiz De Mello & Diego Moccero, 2010. "Interdependencies between Monetary Policy and Foreign Exchange Interventions under Inflation Targeting: The Case of Brazil and the Czech Republic," International Finance, Wiley Blackwell, vol. 13(2), pages 195-221, August.
- Erwin Hansen & Marco Morales, 2021. "When does the Central Bank intervene the foreign exchange market? Estimating a time‐varying threshold intervention function," International Review of Finance, International Review of Finance Ltd., vol. 21(2), pages 688-698, June.
- Tsuchiya, Yoichi, 2015. "Herding behavior and loss functions of exchange rate forecasters over interventions and financial crises," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 266-276.
- Cicih Ratnasih, 2018. "Institutional Bureaucracy and Real Sector Movement," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 31-39.
- Takatoshi Ito, 2005. "The Exchange Rate In The Japanese Economy: The Past, Puzzles, And Prospects," The Japanese Economic Review, Japanese Economic Association, vol. 56(1), pages 1-38, March.
- Kathryn M. E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011.
"International Reserves and the Global Financial Crisis,"
NBER Chapters, in: Global Financial Crisis,
National Bureau of Economic Research, Inc.
- Kathryn M.E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011. "International Reserves and the Global Financial Crisis," NBER Working Papers 17362, National Bureau of Economic Research, Inc.
- Dominguez, Kathryn M.E. & Hashimoto, Yuko & Ito, Takatoshi, 2012. "International reserves and the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 388-406.
- Ronald McDonald & Xuxin Mao, 2016. "Japan's Currency Intervention Regimes: A Microstructural Analysis with Speculation and Sentiment," Working Papers 2016_06, Business School - Economics, University of Glasgow.
- Ana Maria Herrera & Pinar Ozbay, 2005. "A Dynamic Model of Central Bank Intervention," Working Papers 0501, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Beckmann, Joscha & Belke, Ansgar & Kühl, Michael, 2013.
"Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long-Run,"
Ruhr Economic Papers
428, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Joscha Beckmann & Ansgar Belke & Michael Kuehl, 2013. "Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long Run," ROME Working Papers 201307, ROME Network.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2015. "Foreign exchange market interventions and the $-¥ exchange rate in the long run," Applied Economics, Taylor & Francis Journals, vol. 47(38), pages 4037-4055, August.
- Mahalia Jackman, 2012. "Foreign exchange intervention in a small open economy with a long term peg," Economics Bulletin, AccessEcon, vol. 32(3), pages 2207-2219.
- Moussa, Zakaria, 2010. "The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model," MPRA Paper 29429, University Library of Munich, Germany.
- Lee, Hsiu-Yun & Lai, Hung-Pin, 2011. "A structural threshold model of the exchange rate under optimal intervention," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 931-946, October.
- Edgar Ventura Neyra & Gabriel Rodríguez, 2015.
"Explaining the Determinants of the Frequency of Exchange Rate Interventions in Peru Using Count Models,"
Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 61(3), pages 261-292.
- Edgar Ventura & Gabriel Rodríguez, 2012. "Explaining The Determinants Of The Frequency Of Exchange Rate Interventions In Peru Using Count Models," Documentos de Trabajo / Working Papers 2012-340, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Peter Andersen & Suk-Joong Kim, 2018.
"Intraday Timing of AUD Intervention by the Reserve Bank of Australia: Evidence from Microstructural Analyses,"
World Scientific Book Chapters, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 2, pages 43-71,
World Scientific Publishing Co. Pte. Ltd..
- Andersen, Peter & Kim, Suk-Joong, 2011. "Intraday timing of AUD intervention by the Reserve Bank of Australia: Evidence from microstructural analyses," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(2), pages 277-295, April.
- Hall, Yosuke & Kim, Suk-Joong, 2009. "What drives Yen interventions in Tokyo?: Do off-shore foreign exchange markets matter more than Tokyo market?," Pacific-Basin Finance Journal, Elsevier, vol. 17(2), pages 175-188, April.
- Daniel Ordoñez‐Callamand & Mauricio Villamizar‐Villegas & Luis F. Melo‐Velandia, 2018.
"Foreign exchange intervention revisited: A new way of estimating censored models,"
International Finance, Wiley Blackwell, vol. 21(2), pages 195-213, June.
- Daniel Ordoñez-Callamand & Mauricio Villamizar-Villegas & Luis F. Melo-Velandia, 2016. "Foreign Exchange Intervention Revisited: A New Way of Estimating Censored Models," Borradores de Economia 972, Banco de la Republica de Colombia.
- Jackman, Mahalia, 2012. "What Prompts Central Bank Intervention in the Barbadian Foreign Exchange Market?," MPRA Paper 41703, University Library of Munich, Germany.
- Ito, Takatoshi & Yabu, Tomoyoshi, 2020.
"Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy,"
Journal of the Japanese and International Economies, Elsevier, vol. 58(C).
- Takatoshi Ito & Tomoyoshi Yabu, 2020. "Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy," NBER Working Papers 26644, National Bureau of Economic Research, Inc.
- Disyatat, Piti & Galati, Gabriele, 2007.
"The effectiveness of foreign exchange intervention in emerging market countries: Evidence from the Czech koruna,"
Journal of International Money and Finance, Elsevier, vol. 26(3), pages 383-402, April.
- Gabriele Galati & Piti Disyatat, 2005. "The effectiveness of foreign exchange intervention in emerging market countries: evidence from the Czech koruna," BIS Working Papers 172, Bank for International Settlements.
- Stavarek, Daniel, 2007. "On Asymmetry of Exchange Rate Volatility in New EU Member and Candidate Countries," MPRA Paper 7298, University Library of Munich, Germany.
- Keiichi Goshima & Hiroshi Ishijima & Mototsugu Shintani & Hiroki Yamamoto, 2019. "Forecasting Japanese inflation with a news-based leading indicator of economic activities," CARF F-Series CARF-F-458, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Toshio Utsunomiya, 2013. "A new approach to the effect of intervention frequency on the foreign exchange market: evidence from Japan," Applied Economics, Taylor & Francis Journals, vol. 45(26), pages 3742-3759, September.
- Pontines, Victor & Luvsannyam, Davaajargal & Atarbaatar, Enkhjin & Munkhtsetseg, Ulziikhutag, 2021. "The effectiveness of currency intervention: Evidence from Mongolia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011. "Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(4), pages 397-412, November.
- Chen, Ho-Chyuan & Chang, Kuang-Liang & Yu, Shih-Ti, 2012. "Application of the Tobit model with autoregressive conditional heteroscedasticity for foreign exchange market interventions," Japan and the World Economy, Elsevier, vol. 24(4), pages 274-282.
- Gnabo, Jean-Yves & Laurent, Sébastien & Lecourt, Christelle, 2009.
"Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 94-111, February.
- GNABO, Jean-Yves & LAURENT, Sébastien & LECOURT, Christelle, 2009. "Does transparency in central bank intervention policy bring noise to the FX market? The case of the Bank of Japan," LIDAM Reprints CORE 2136, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- International Monetary Fund, 2008. "Colombia: Selected Issues," IMF Staff Country Reports 2008/032, International Monetary Fund.
- Mariko Hatase & Mototsugu Shintani & Tomoyoshi Yabu, 2013. "Great earthquakes, exchange rate volatility and government interventions," Vanderbilt University Department of Economics Working Papers 13-00007, Vanderbilt University Department of Economics.
- Takatoshi Ito & Kimie Harada, 2003.
"Market Evaluations of Banking Fragility in Japan: Japan Premium, Stock Prices, and Credit Derivatives,"
NBER Working Papers
9589, National Bureau of Economic Research, Inc.
Cited by:
- Takatoshi Ito & Kimie Harada, 2000.
"Japan Premium and Stock Prices: Two Mirrors of Japanese Banking Crises,"
NBER Working Papers
7997, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Kimie Harada, 2005. "Japan premium and stock prices: two mirrors of Japanese banking crises," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 195-211.
- Takatoshi Ito & Kimie Harada, 2000.
"Japan Premium and Stock Prices: Two Mirrors of Japanese Banking Crises,"
NBER Working Papers
7997, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2002.
"Is Foreign Exchange Intervention Effective?: The Japanese Experiences in the 1990s,"
NBER Working Papers
8914, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2003. "Is foreign exchange intervention effective? The Japanese experiences in the 1990s," Chapters, in: Paul Mizen (ed.), Monetary History, Exchange Rates and Financial Markets, chapter 5, Edward Elgar Publishing.
- Takatoshi Ito, 2002. "Is Foreign Exchange Intervention Effective?: The Japanese experiences in the 1990s," Discussion Paper Series a428, Institute of Economic Research, Hitotsubashi University.
Cited by:
- Takatoshi Ito, 2007. "Myths and reality of foreign exchange interventions: an application to Japan," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 133-154.
- Rasmus Fatum & Michael M. Hutchison, "undated". "Is Foreign Exchange Market Intervention an Alternative to Monetary Policy? Evidence from Japan," EPRU Working Paper Series 02-11, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Kim, Suk-Joong, 2007. "Intraday evidence of efficacy of 1991-2004 Yen intervention by the Bank of Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(4), pages 341-360, October.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Ito, Takatoshi & Yabu, Tomoyoshi, 2007.
"What prompts Japan to intervene in the Forex market? A new approach to a reaction function,"
Journal of International Money and Finance, Elsevier, vol. 26(2), pages 193-212, March.
- Takatoshi Ito & Tomoyoshi Yabu, 2004. "What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function," NBER Working Papers 10456, National Bureau of Economic Research, Inc.
- Uz Akdogan, Idil, 2020.
"Understanding the dynamics of foreign reserve management: The central bank intervention policy and the exchange rate fundamentals,"
International Economics, Elsevier, vol. 161(C), pages 41-55.
- Idil Uz Akdogan, 2020. "Understanding the dynamics of foreign reserve management: The central bank intervention policy and the exchange rate fundamentals," International Economics, CEPII research center, issue 161, pages 41-55.
- Melvin, Michael & Menkhoff, Lukas & Schmeling, Maik, 2009.
"Exchange rate management in emerging markets: Intervention via an electronic limit order book,"
Journal of International Economics, Elsevier, vol. 79(1), pages 54-63, September.
- Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2009. "Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book," CESifo Working Paper Series 2656, CESifo.
- Fayyaz Hussain & Abdul Jalil, 2006.
"Effectiveness of Foreign Exchange Intervention: Evidence from Pakistan,"
SBP Working Paper Series
14, State Bank of Pakistan, Research Department.
- Fayyaz Hussain & Abdul Jalil, 2007. "Effectiveness of Foreign Exchange Intervention: Evidence from Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 3, pages 191-208.
- Nazima Ellahi & Adiqa Kausar Kiani & Muhammad Awais & Hina Affandi & Rabia Saghir & Sarah Qaim, 2021. "Investigating the Institutional Determinants of Financial Development: Empirical Evidence From SAARC Countries," SAGE Open, , vol. 11(2), pages 21582440211, April.
- Ms. Hong Liang & Mr. Paul Cashin & Ms. Hali J Edison, 2003.
"Foreign Exchange Intervention and the Australian Dollar: Has it Mattered?,"
IMF Working Papers
2003/099, International Monetary Fund.
- Hali Edison & Paul Cashin & Hong Liang, 2006. "Foreign exchange intervention and the Australian dollar: has it mattered?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(2), pages 155-171.
- Audretsch, David B. & Stadtmann, Georg, 2005.
"Biases in FX-forecasts: Evidence from panel data,"
Global Finance Journal, Elsevier, vol. 16(1), pages 99-111, August.
- Audretsch, David B. & Stadtmann, Georg, 2005. "Biases in FX-Forecasts: Evidence from Panel Data," Research Notes 19, Deutsche Bank Research.
- He Li & Zhixiang Yu & Chuanjie Zhang & Zhuang Zhang, 2017. "Determination of China’s foreign exchange intervention: evidence from the Yuan/Dollar market," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 34(1), pages 62-81, March.
- Mr. Cem Karacadag & Roberto Guimarães-Filho, 2004. "The Empirics of Foreign Exchange Intervention in Emerging Markets: The Cases of Mexico and Turkey," IMF Working Papers 2004/123, International Monetary Fund.
- Petra Gerlach-Kristen & Robert N McCauley & Kazuo Ueda, 2015.
"Currency intervention and the global portfolio balance effect: Japanese lessons,"
CARF F-Series
CARF-F-373, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Gerlach, Petra & McCauley, Robert N. & Ueda, Kazuo, 2012. "Currency intervention and the global portfolio balance effect: Japanese lessons," Papers WP442, Economic and Social Research Institute (ESRI).
- Gerlach-Kristen, Petra & McCauley, Robert N. & Ueda, Kazuo, 2016. "Currency intervention and the global portfolio balance effect: Japanese lessons," Journal of the Japanese and International Economies, Elsevier, vol. 39(C), pages 1-16.
- Petra Gerlach-Kristen & Robert N McCauley, 2012. "Currency intervention and the global portfolio balance effect: Japanese lessons," BIS Working Papers 389, Bank for International Settlements.
- Seojin Lee & Young Min Kim, 2020. "Effect of foreign exchange intervention: The case of Korea," Pacific Economic Review, Wiley Blackwell, vol. 25(5), pages 641-659, December.
- Marcel Fratzscher, 2009.
"How successful is the G7 in managing exchange rates?,"
Globalization Institute Working Papers
24, Federal Reserve Bank of Dallas.
- Fratzscher, Marcel, 2008. "How successful is the G7 in managing exchange rates?," Working Paper Series 952, European Central Bank.
- Fratzscher, Marcel, 2009. "How successful is the G7 in managing exchange rates?," Journal of International Economics, Elsevier, vol. 79(1), pages 78-88, September.
- M S Mohanty & Michela Scatigna, 2005. "Has globalisation reduced monetary policy independence?," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and monetary policy in emerging markets, volume 23, pages 17-58, Bank for International Settlements.
- Michael Frenkel & Christian Pierdzioch & Georg Stadtmann, 2004.
"On the determinants of “small” and “large” foreign exchange market interventions: The case of the Japanese interventions in the 1990s,"
Review of Financial Economics, John Wiley & Sons, vol. 13(3), pages 231-243.
- Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2004. "On the determinants of "small" and "large" foreign exchange market interventions: The case of the Japanese interventions in the 1990s," Review of Financial Economics, Elsevier, vol. 13(3), pages 231-243.
- Zulfiqar Hyder & Muhammad Mazhar Khan, 2007.
"Monetary Conditions Index for Pakistan,"
SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 3, pages 165-190.
- Zulfiqar Hyder & Muhammad Mazhar Khan, 2006. "Monetary Conditions Index for Pakistan," SBP Working Paper Series 11, State Bank of Pakistan, Research Department.
- Morel, Christophe & Teïletche, Jérôme, 2008. "Do interventions in foreign exchange markets modify investors' expectations? The experience of Japan between 1992 and 2004," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 211-231, March.
- Rasmus Fatum & Michael M. Hutchison, 2002.
"Effectiveness of official daily foreign exchange market intervention operations in Japan,"
Pacific Basin Working Paper Series
2003-01, Federal Reserve Bank of San Francisco.
- Rasmus Fatum & Michael Hutchison, 2003. "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," NBER Working Papers 9648, National Bureau of Economic Research, Inc.
- Fatum, Rasmus & Hutchison, Michael M., 2003. "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," Santa Cruz Center for International Economics, Working Paper Series qt2883n7z5, Center for International Economics, UC Santa Cruz.
- Fatum, Rasmus & Hutchison, Michael M., 2003. "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," Santa Cruz Department of Economics, Working Paper Series qt3rg5p5j2, Department of Economics, UC Santa Cruz.
- Fatum, Rasmus & Hutchison, Michael, 2006. "Effectiveness of official daily foreign exchange market intervention operations in Japan," Journal of International Money and Finance, Elsevier, vol. 25(2), pages 199-219, March.
- Fatum, Rasmus & Hutchison, Michael M., 2003. "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," Santa Cruz Department of Economics, Working Paper Series qt2883n7z5, Department of Economics, UC Santa Cruz.
- Rasmus Fatum, 2010.
"Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter After All?,"
EPRU Working Paper Series
2010-07, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Fatum, Rasmus, 2015. "Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all?," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 185-199.
- Rasmus Fatum, 2010. "Foreign exchange intervention when interest rates are zero: does the portfolio balance channel matter after all?," Globalization Institute Working Papers 57, Federal Reserve Bank of Dallas.
- Ian M. McDonald, 2003. "Demographic Change and the Japanese Recession," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 36(4), pages 442-458, December.
- Hyginus Leon & Oral H. Williams, 2012. "Effectiveness of intervention in a small emerging market: an event study approach," Applied Financial Economics, Taylor & Francis Journals, vol. 22(21), pages 1811-1820, November.
- Hui, Eddie C.M. & Yu, Carisa K.W. & Ip, Wai-Cheung, 2010. "Jump point detection for real estate investment success," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(5), pages 1055-1064.
- Fatum, Rasmus & Hutchison, Michael M., 2006.
"Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects,"
Santa Cruz Center for International Economics, Working Paper Series
qt02c028gr, Center for International Economics, UC Santa Cruz.
- Fatum, Rasmus & Hutchison, Michael M., 2010. "Evaluating foreign exchange market intervention: Self-selection, counterfactuals and average treatment effects," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 570-584, April.
- Rasmus Fatum & Michael M. Hutchison, 2006. "Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects," EPRU Working Paper Series 06-04, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Rasmus Fatum & Michael M. Hutchison, 2008. "Evaluating Foreign Exchange Market Intervention: Self-selection, Counterfactuals and Average Treatment Effects," Working Papers 022008, Hong Kong Institute for Monetary Research.
- Fatum, Rasmus & Hutchison, Michael M., 2006. "Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects," Santa Cruz Department of Economics, Working Paper Series qt02c028gr, Department of Economics, UC Santa Cruz.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2011.
"The Great Intervention and Massive Money Injection: The Japanese Experience 2003-2004,"
CARF F-Series
CARF-F-266, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Watanabe, Tsutomu & Yabu, Tomoyoshi, 2013. "The great intervention and massive money injection: The Japanese experience 2003–2004," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 428-443.
- Landerretche, Oscar & Rigobón, Roberto, 2004. "Comments," LSE Research Online Documents on Economics 123279, London School of Economics and Political Science, LSE Library.
- Jack Strauss & Mark E. Wohar, 2007. "Domestic‐Foreign Interest Rate Differentials: Near Unit Roots and Symmetric Threshold Models," Southern Economic Journal, John Wiley & Sons, vol. 73(3), pages 814-829, January.
- Nicholas Apergis, 2015. "Long-run estimates of money demand: new evidence from East Asian countries and the presence of structural breaks," Applied Economics, Taylor & Francis Journals, vol. 47(31), pages 3276-3291, July.
- Coenen, Guenter & Wieland, Volker, 2003. "The Zero-Interest-Rate and the Role of the Exchange Rate for Monetary Policy in Japan," CFS Working Paper Series 2003/09, Center for Financial Studies (CFS).
- Pontines, Victor, 2018. "Self-selection and treatment effects: Revisiting the effectiveness of foreign exchange intervention," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 299-316.
- Michael M. Hutchison, 2003. "Intervention and Exchange Rate Stabilization Policy in Developing Countries," International Finance, Wiley Blackwell, vol. 6(1), pages 109-127, March.
- Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, 2006.
"Implicit Bands in the Yen/Dollar Exchange Rate,"
Working Papers
2006-19, FEDEA.
- Francisco Ledesma-Rodriguez & Manuel Navarro-Ibanez & Jorge Perez-Rodriguez & Simon Sosvilla-Rivero, 2011. "Implicit bands in the yen/dollar exchange rate," Applied Economics, Taylor & Francis Journals, vol. 43(10), pages 1241-1255.
- Reitz, Stefan & Stadtmann, Georg & Taylor, Mark P., 2009.
"The Effects of Japanese Interventions on FX-Forecast Heterogeneity,"
MPRA Paper
15603, University Library of Munich, Germany.
- Reitz, Stefan & Stadtmann, Georg & Taylor, Mark P., 2010. "The effects of Japanese interventions on FX-forecast heterogeneity," Economics Letters, Elsevier, vol. 108(1), pages 62-64, July.
- Harry Clarke, 2010. "Formulating Policy Responses to Global Warming in the Face of Uncertainty," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, vol. 17(1), pages 33-54.
- Suardi, Sandy, 2008. "Central bank intervention, threshold effects and asymmetric volatility: Evidence from the Japanese yen-US dollar foreign exchange market," Economic Modelling, Elsevier, vol. 25(4), pages 628-642, July.
- Brause, Alexander, 2008. "Foreign exchange interventions in emerging market countries: New lessons from Argentina," W.E.P. - Würzburg Economic Papers 79, University of Würzburg, Department of Economics.
- Yushi Yoshida & Jan C. Rülke, 2009. "On-Going versus Completed Interventions and Yen/Dollar Expectations - Evidence from Disaggregated Survey Data," Discussion Papers 35, Kyushu Sangyo University, Faculty of Economics, revised Dec 2009.
- Timo WOLLMERSHAEUSER & Robert SCHMIDT, 2010.
"Sterilized Foreign Exchange Market Interventions in a Chartist-Fundamentalist Exchange Rate Model,"
EcoMod2004
330600162, EcoMod.
- Schmidt, Robert & Wollmershäuser, Timo, 2004. "Sterilized Foreign Exchange Market Interventions in a Chartist-Fundamentalist Exchange Rate Model," W.E.P. - Würzburg Economic Papers 50, University of Würzburg, Department of Economics.
- Beine, Michel & Laurent, Sébastien & Palm, Franz C., 2009.
"Central bank FOREX interventions assessed using realized moments,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 112-127, February.
- BEINE, Michel & LAURENT, Sébastien & PALM, Franz C., 2009. "Central bank FOREX interventions assessed using realized moments," LIDAM Reprints CORE 2135, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Beine, M. & Laurent, S. & Palm, F.C., 2003. "Central bank FOREX interventions assessed using realized moments," Research Memorandum 043, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- BEINE, Michel & LAURENT, Sébastien & PALM, Franz, 2004. "Central Bank forex interventions assessed using realized moments," LIDAM Discussion Papers CORE 2004001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2002.
"The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan,"
Kiel Working Papers
1108, Kiel Institute for the World Economy (IfW Kiel).
- Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2004. "The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(1), pages 25-36, February.
- Charles Engel, 2013.
"Exchange Rates and Interest Parity,"
NBER Working Papers
19336, National Bureau of Economic Research, Inc.
- Engel, Charles, 2014. "Exchange Rates and Interest Parity," Handbook of International Economics, in: Gopinath, G. & Helpman, . & Rogoff, K. (ed.), Handbook of International Economics, edition 1, volume 4, chapter 0, pages 453-522, Elsevier.
- Biswajit Banerjee & Juraj Zeman & Ľudovít Ódor & William O. Riiska, 2018.
"On the Effectiveness of Central Bank Intervention in the Foreign Exchange Market: The Case of Slovakia, 1999–2007,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(3), pages 442-474, September.
- Juraj Zeman & Biswajit Banerjee & Ludovit Odor & William O. Riiska Jr., 2017. "On the Effectiveness of Central Bank Intervention in the Foreign Exchange Market: The Case of Slovakia, 1999-2007," Working and Discussion Papers WP 4/2017, Research Department, National Bank of Slovakia.
- Catalán-Herrera, Juan, 2016. "Foreign exchange market interventions under inflation targeting: The case of Guatemala," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 42(C), pages 101-114.
- Phil Garton, 2004. "Foreign reserve accumulation in Asia: Can it be sustained?," Economic Roundup, The Treasury, Australian Government, issue 3, pages 1-21, November.
- Matías Tapia & Andrea Tokman, 2004.
"Effects of Foreign Exchange Intervention under Public Information: The Chilean Case,"
Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 215-256, January.
- Matías Tapia & Andrea Tokman, 2004. "Effects of Foreign Exchange Intervention Under Public Information: the Chilean Case," Working Papers Central Bank of Chile 255, Central Bank of Chile.
- Tapia, Matías & Tokman, Andrea, 2004. "Effects of foreign exchange intervention under public information: the Chilean case," LSE Research Online Documents on Economics 123134, London School of Economics and Political Science, LSE Library.
- Takatoshi Ito & Yuko Hashimoto, 2008.
"Price Impacts of Deals and Predictability of the Exchange Rate Movements,"
NBER Chapters, in: International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy, pages 177-217,
National Bureau of Economic Research, Inc.
- Takatoshi Ito & Yuko Hashimoto, 2006. "Price Impacts of Deals and Predictability of the Exchange Rate Movements," NBER Working Papers 12682, National Bureau of Economic Research, Inc.
- Ricardo T. Fernholz, 2015. "Exchange Rate Manipulation And Constructive Ambiguity," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1323-1348, November.
- Koske, Isabell & Stadtmann, Georg, 2009. "Exchange rate expectations: The role of person specific forward looking variables," Economics Letters, Elsevier, vol. 105(3), pages 221-223, December.
- Jeffrey Frankel, 2015.
"The Plaza Accord, 30 Years Later,"
NBER Working Papers
21813, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey, 2015. "The Plaza Accord, 30 Years Later," Working Paper Series 15-056, Harvard University, John F. Kennedy School of Government.
- Mr. Jorge I Canales Kriljenko & Mr. Cem Karacadag & Roberto Guimarães-Filho, 2003. "Official Intervention in the Foreign Exchange Market: Elements of Best Practice," IMF Working Papers 2003/152, International Monetary Fund.
- Yuko Hashimoto, 2008. "Too Much for Self-Insurance? Asian Foreign Reserves," Working Papers 062008, Hong Kong Institute for Monetary Research.
- Iwata, Shigeru & Wu, Shu, 2012. "A Note On Foreign Exchange Interventions At Zero Interest Rates," Macroeconomic Dynamics, Cambridge University Press, vol. 16(5), pages 802-817, November.
- Edgar Ventura Neyra & Gabriel Rodríguez, 2015.
"Explaining the Determinants of the Frequency of Exchange Rate Interventions in Peru Using Count Models,"
Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 61(3), pages 261-292.
- Edgar Ventura & Gabriel Rodríguez, 2012. "Explaining The Determinants Of The Frequency Of Exchange Rate Interventions In Peru Using Count Models," Documentos de Trabajo / Working Papers 2012-340, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Michel Beine & Ariane Szafarz, 2003. "The design of effective Central Bank interventions: the yen/dollar case," Working Papers CEB 03-008.RS, ULB -- Universite Libre de Bruxelles.
- Hartmann, Daniel & Pierdzioch, Christian, 2007. "Exchange rates, interventions, and the predictability of stock returns in Japan," Journal of Multinational Financial Management, Elsevier, vol. 17(2), pages 155-172, April.
- Hall, Yosuke & Kim, Suk-Joong, 2009. "What drives Yen interventions in Tokyo?: Do off-shore foreign exchange markets matter more than Tokyo market?," Pacific-Basin Finance Journal, Elsevier, vol. 17(2), pages 175-188, April.
- Rasmus Fatum & Michael M. Hutchison, 2004. "Foreign Exchange Intervention and Monetary Policy in Japan, 2003-04," EPRU Working Paper Series 05-05, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Jan 2005.
- Paolo Vitale, 2007. "An assessment of some open issues in the analysis of foreign exchange intervention," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 155-170.
- Jer-Yuh Wan & Chung-Wei Kao, 2010. "Effects of Japanese intervention on yen/dollar exchange rate volatility: a conditional jump dynamics approach," Applied Economics Letters, Taylor & Francis Journals, vol. 17(4), pages 367-373.
- Michel Beine & Sébastien Laurent & Franz Palm, 2007. "Central bank intervention in the foreign exchange markets assessed using realized moments," ULB Institutional Repository 2013/10407, ULB -- Universite Libre de Bruxelles.
- Ito, Takatoshi & Yabu, Tomoyoshi, 2020.
"Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy,"
Journal of the Japanese and International Economies, Elsevier, vol. 58(C).
- Takatoshi Ito & Tomoyoshi Yabu, 2020. "Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy," NBER Working Papers 26644, National Bureau of Economic Research, Inc.
- Douglas, Christopher C. & Kolar, Marek, 2009. "Capturing the time dynamics of central bank intervention," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(5), pages 950-968, December.
- Roberto Guimaraes & Cem Karacadag, 2005. "The Empirics of Foreign Exchange Intervention in Emerging Market Countries The Cases of Mexico and Turkey," Money Macro and Finance (MMF) Research Group Conference 2005 68, Money Macro and Finance Research Group.
- International Monetary Fund, 2008. "Colombia: Selected Issues," IMF Staff Country Reports 2008/032, International Monetary Fund.
- Stephen Grenville, 2010. "A New Mind-set for Exchange Rates," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, vol. 17(1), pages 55-62.
- Ito, Takatoshi & 伊藤, 隆敏 & イトウ, タカトシ & Tsuri, Masao & 釣, 雅雄 & ツリ, マサオ, 2002.
"Macroeconomic Impacts of Aging in Japan,"
Discussion Paper
77, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
Cited by:
- Danilov, Yury (Данилов, Юрий), 2017. "Strategic Planning of Financial Market Development in the Russian Federation [Стратегическое Планирование Развития Финансового Рынка Российской Федерации]," Working Papers 051701, Russian Presidential Academy of National Economy and Public Administration.
- Takatoshi Ito & Yuko Hashimoto, 2002.
"High Frequency Contagion of Currency Crises in Asia,"
NBER Working Papers
9376, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Yuko Hashimoto, 2005. "High‐Frequency Contagion of Currency Crises in Asia," Asian Economic Journal, East Asian Economic Association, vol. 19(4), pages 357-381, December.
Cited by:
- Mala Raghavan & Evelyn S. Devadason, 2019.
"How resilient is ASEAN-5 to trade shocks? Regional and global shocks compared,"
CAMA Working Papers
2019-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Raghavan, Mala & Devadason, Evelyn S, 2019. "How resilient is ASEAN-5 to trade shocks? Regional and global shocks compared," Working Papers 2019-04, University of Tasmania, Tasmanian School of Business and Economics.
- Takatoshi Ito & Kiyotaka Sato, 2006.
"Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through,"
Discussion papers
06018, Research Institute of Economy, Trade and Industry (RIETI).
- Takatoshi Ito & Kiyotaka Sato, 2006. "Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through," NBER Working Papers 12395, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Kiyotaka Sato, 2006. "Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through," CIRJE F-Series CIRJE-F-406, CIRJE, Faculty of Economics, University of Tokyo.
- John Beirne & Jana Gieck, 2014.
"Interdependence and Contagion in Global Asset Markets,"
Review of International Economics, Wiley Blackwell, vol. 22(4), pages 639-659, September.
- Beirne, John & Gieck, Jana, 2012. "Interdependence and contagion in global asset markets," Working Paper Series 1480, European Central Bank.
- OGAWA, Eiji & SHIMIZU, Junko & LUO, Pengfei, 2023.
"Effects of Us Interest Rate Hike and Global Risk on Daily Capital Flows in Emerging Market Countries,"
Hitotsubashi Journal of commerce and management, Hitotsubashi University, vol. 57(1), pages 1-31, October.
- OGAWA Eiji & SHIMIZU Junko & LUO Pengfei, 2019. "Effects of US Interest Rate Hikes and Global Risk on Daily Capital Flows in Emerging Market Countries," Discussion papers 19019, Research Institute of Economy, Trade and Industry (RIETI).
- Hsien-Yi LEE, 2011. "Contagion in International Stock Markets During the sub Prime Mortgage Crisis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 8, pages 141-158, December.
- Haidar, Jamal Ibrahim, 2012.
"Currency crisis transmission through international trade,"
Economic Modelling, Elsevier, vol. 29(2), pages 151-157.
- Haidar, Jamal Ibrahim, 2012. "Currency Crisis Transmission through International Trade," MPRA Paper 112122, University Library of Munich, Germany.
- Jamal Ibrahim Haidar, "undated". "Currency Crisis Transmission through International Trade," Working Paper 309956, Harvard University OpenScholar.
- Neha Seth & Monica Sighania, 2017. "Financial market contagion: selective review of reviews," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 9(4), pages 391-408, November.
- Khan, Saleheen & Park, Kwang Woo (Ken), 2009. "Contagion in the stock markets: The Asian financial crisis revisited," Journal of Asian Economics, Elsevier, vol. 20(5), pages 561-569, September.
- Lee, Hsien-Yi & Wu, Hsing-Chi & Wang, Yung-Jang, 2007. "Contagion effect in financial markets after the South-East Asia Tsunami," Research in International Business and Finance, Elsevier, vol. 21(2), pages 281-296, June.
- Mala Raghavan & Evelyn S. Devadason, 2020. "How Resilient Is ASEAN-5 to Trade Shocks? A Comparison of Regional and Global Shocks," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 12(1), pages 93-115, January.
- Yarovaya, Larisa & Brzeszczyński, Janusz & Goodell, John W. & Lucey, Brian & Lau, Chi Keung Marco, 2022. "Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
- Khan, Saleheen, 2018. "Currency Crisis Transmission Through Trade Channel: Asian and Mexican Crises Revisited," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 33(4), pages 818-840.
- Castagneto-Gissey, G. & Nivorozhkin, E., 2016. "No contagion from Russia toward global equity markets after the 2014 international sanctions," Economic Analysis and Policy, Elsevier, vol. 52(C), pages 79-98.
- Takatoshi Ito & Kiyotaka Sato, 2006. "Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through (Subsequently published in "Journal of Money, Credit and Banking", Volume 4," CARF F-Series CARF-F-063, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Anna Pavlova & Roberto Rigobon, 2005.
"Wealth Transfers, Contagion, and Portfolio Constraints,"
NBER Working Papers
11440, National Bureau of Economic Research, Inc.
- Rigobon, Roberto & Pavlova, Anna, 2005. "Wealth Transfers, Contagion and Portfolio Constraints," CEPR Discussion Papers 5117, C.E.P.R. Discussion Papers.
- Costa, Antonio & Matos, Paulo & da Silva, Cristiano, 2022. "Sectoral connectedness: New evidence from US stock market during COVID-19 pandemics," Finance Research Letters, Elsevier, vol. 45(C).
- Hsien-Yi Lee, 2012. "Contagion in International Stock Markets during the Sub Prime Mortgage Crisis," International Journal of Economics and Financial Issues, Econjournals, vol. 2(1), pages 41-53.
- Dungey, Mardi & Khan, Faisal & Raghavan, Mala, 2018. "International trade and the transmission of shocks: The case of ASEAN-4 and NIE-4 economies," Economic Modelling, Elsevier, vol. 72(C), pages 109-121.
- Jan P. A. M. Lestano, 2007. "Dating currency crises with ad hoc and extreme value-based thresholds: East Asia 1970-2002 [Dating currency crises]," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(4), pages 371-388.
- Eiji Ogawa & Takatoshi Ito, 2000.
"On the Desirability of a Regional Basket Currency Arrangement,"
NBER Working Papers
8002, National Bureau of Economic Research, Inc.
- Ogawa, Eiji & Ito, Takatoshi, 2002. "On the Desirability of a Regional Basket Currency Arrangement," Journal of the Japanese and International Economies, Elsevier, vol. 16(3), pages 317-334, September.
Cited by:
- Gunther Schnabl, 2006. "The Evolution of the East Asian Currency Baskets – Still Undisclosed and Changing," CESifo Working Paper Series 1873, CESifo.
- Shioji, Etsuro, 2006. "Invoicing currency and the optimal basket peg for East Asia: Analysis using a new open economy macroeconomic model," Journal of the Japanese and International Economies, Elsevier, vol. 20(4), pages 569-589, December.
- Jeffrey A. Frankel, 2003.
"Experience of and Lessons from Exchange Rate Regime in Emerging Economies,"
NBER Working Papers
10032, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey, 2003. "Experience of and Lessons from Exchange Rate Regimes in Emerging Economies," Working Paper Series rwp03-011, Harvard University, John F. Kennedy School of Government.
- Benjamin Keddad, 2013.
"Assessing Asian Exchange Rates Coordination under Regional Currency Basket System,"
Working Papers
halshs-00862254, HAL.
- Benjamin Keddad, 2013. "Assessing Asian Exchange Rates Coordination under Regional Currency Basket System," AMSE Working Papers 1345, Aix-Marseille School of Economics, France, revised Sep 2013.
- Kearney, Colm & Muckley, Cal, 2008. "Can the traditional Asian US dollar peg exchange rate regime be extended to include the Japanese yen?," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 870-885, December.
- Ronald MacDonald, 2010. "International Experiences in Operating Exchange Rate Regimes: Drawing Lessons from the United Arab Emirates," Chapters, in: Ronald MacDonald & Abdulrazak Al Faris (ed.), Currency Union and Exchange Rate Issues, chapter 6, Edward Elgar Publishing.
- Hefeker, Carsten & Nabor, Andreas, 2002.
"Yen or Yuan? China's role in the future of Asian monetary integration,"
HWWA Discussion Papers
206, Hamburg Institute of International Economics (HWWA).
- Hefeker, Carsten & Nabor, Andreas, 2002. "Yen of Yuan? China's Role in the Future of Asian Monetary Integration," Discussion Paper Series 26125, Hamburg Institute of International Economics.
- H. Gao, 2008. "Global dollar standard: challenges for Asian financial integration," Economic Change and Restructuring, Springer, vol. 41(4), pages 369-382, December.
- Tuan Khai Vu, 2015. "Exchange Rate Regimes and the Sources of Real Exchange Rate Fluctuations: Evidence from East Asia," Discussion Papers 31, Meisei University, School of Economics.
- Pontines, Victor, 2015.
"How useful is an Asian Currency Unit (ACU) index for surveillance in East Asia?,"
Economic Systems, Elsevier, vol. 39(2), pages 269-287.
- Victor Pontines, 2013. "How Useful Is an Asian Currency Unit (ACU) Index for Surveillance in East Asia?," Finance Working Papers 23398, East Asian Bureau of Economic Research.
- Pontines, Victor, 2013. "How Useful Is an Asian Currency Unit (ACU) Index for Surveillance in East Asia?," ADBI Working Papers 413, Asian Development Bank Institute.
- Victor Pontines, 2013. "How Useful Is an Asian Currency Unit (ACU) Index for Surveillance in East Asia?," Governance Working Papers 23398, East Asian Bureau of Economic Research.
- Benjamin Keddad, 2013.
"Exchange rate coordination in Asia under regional currency basket systems,"
Economics Bulletin, AccessEcon, vol. 33(4), pages 2913-2929.
- Benjamin Keddad, 2013. "Exchange rate coordination in Asia under regional currency basket systems," Post-Print hal-01498260, HAL.
- Meissner, C.M. & Oomes, N., 2006.
"Why Do Countries Peg the Way They Peg? The Determinants of Anchor Currency Choice,"
Cambridge Working Papers in Economics
0643, Faculty of Economics, University of Cambridge.
- Nienke Oomes & Christopher M. Meissner, 2008. "Why Do Countries Peg the Way They Peg? The Determinants of Anchor Currency Choice," IMF Working Papers 2008/132, International Monetary Fund.
- Meissner, Christopher M. & Oomes, Nienke, 2009. "Why do countries peg the way they peg? The determinants of anchor currency choice," Journal of International Money and Finance, Elsevier, vol. 28(3), pages 522-547, April.
- Christopher Meissner & Nienke Oomes, 2006. "Why Do Countries Peg the Way They Peg? The Determinants of Anchor Currency Choice," WEF Working Papers 0009, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
- Naoyuki Yoshino & Sahoko Kaji & Tamon Asonuma, 2014.
"Dynamic Analysis of Exchange Rate Regimes : Policy Implications for Emerging Countries in Asia,"
Macroeconomics Working Papers
24519, East Asian Bureau of Economic Research.
- Naoyuki Yoshino & Sahoko Kaji & Tamon Asonuma, 2014. "Dynamic Analysis of Exchange Rate Regimes : Policy Implications for Emerging Countries in Asia," Finance Working Papers 24519, East Asian Bureau of Economic Research.
- Yoshino, Naoyuki & Kaji, Sahoko & Asonuma, Tamon, 2014. "Dynamic Analysis of Exchange Rate Regimes: Policy Implications for Emerging Countries in Asia," ADBI Working Papers 502, Asian Development Bank Institute.
- C. Randall Henning, 2012. "Choice and Coercion in East Asian Exchange Rate Regimes," Working Paper Series WP12-15, Peterson Institute for International Economics.
- KAWASAKI Kentaro & WANG Zhiqian, 2015.
"Is Economic Development Promoting Monetary Integration in East Asia?,"
Discussion papers
15052, Research Institute of Economy, Trade and Industry (RIETI).
- Kentaro Kawasaki & Zhi-Qian Wang, 2015. "Is Economic Development Promoting Monetary Integration in East Asia?," IJFS, MDPI, vol. 3(4), pages 1-31, October.
- Schnabl, Gunther, 2006.
"Capital markets and exchange rate stabilization in East Asia: Diversifying risk based on currency baskets,"
HWWI Research Papers
2-1, Hamburg Institute of International Economics (HWWI).
- Gunther Schnabl, 2009. "Capital Markets and Exchange Rate Stabilization in East Asia: Diversifying Risk Based on Currency Baskets," Chapters, in: Koichi Hamada & Beate Reszat & Ulrich Volz (ed.), Towards Monetary and Financial Integration in East Asia, chapter 10, Edward Elgar Publishing.
- Ulrich Volz, 2013.
"Lessons of the European crisis for regional monetary and financial integration in East Asia,"
Asia Europe Journal, Springer, vol. 11(4), pages 355-376, December.
- Ulrich Volz, 2012. "Lessons of the European Crisis for Regional Monetary and Financial Integration in East Asia," Finance Working Papers 23189, East Asian Bureau of Economic Research.
- Volz, Ulrich, 2012. "Lessons of the European Crisis for Regional Monetary and Financial Integration in East Asia," ADBI Working Papers 347, Asian Development Bank Institute.
- Oi, Hiroyuki & Otani, Akira & Shirota, Toyoichiro, 2004. "The Choice of Invoice Currency in International Trade: Implications for the Internationalization of the Yen," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(1), pages 27-63, March.
- Hiroyuki Taguchi & Harutaka Murofushi & Hironao Tsuboue, 2009. "Exchange rate regime and real exchange rate behavior," Economics Bulletin, AccessEcon, vol. 29(4), pages 2924-2936.
- Shimizu, Junko & Ogawa, Eiji, 2005. "Risk properties of AMU denominated Asian bonds," Journal of Asian Economics, Elsevier, vol. 16(4), pages 590-611, August.
- Sánchez, Marcelo, 2005. "Is time ripe for a currency union in emerging East Asia? The role of monetary stabilisation," Working Paper Series 567, European Central Bank.
- Carsten Hefeker & Andreas Nabor, 2005. "China's role in East-Asian monetary integration," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(2), pages 157-166.
- Naoyuki Yoshino & Sahoko Kaji & Tamon Asonuma, 2015. "Dynamic Analysis of the Exchange Rate Regime: Policy Implications for Emerging Countries in East Asia," Review of Development Economics, Wiley Blackwell, vol. 19(3), pages 624-637, August.
- Dong He & Wei Liao, 2012.
"Asian Business Cycle Synchronization,"
Pacific Economic Review, Wiley Blackwell, vol. 17(1), pages 106-135, February.
- Dong He & Wei Liao, 2011. "Asian Business Cycle Synchronisation," Working Papers 062011, Hong Kong Institute for Monetary Research.
- Guonan Ma & Robert McCauley, 2010.
"The evolving renminbi regime and implications for Asian currency stability,"
BIS Working Papers
321, Bank for International Settlements.
- Ma, Guonan & McCauley, Robert N., 2011. "The evolving renminbi regime and implications for Asian currency stability," Journal of the Japanese and International Economies, Elsevier, vol. 25(1), pages 23-38, March.
- Menzie Chinn, 2006.
"A Primer on Real Effective Exchange Rates: Determinants, Overvaluation, Trade Flows and Competitive Devaluation,"
Open Economies Review, Springer, vol. 17(1), pages 115-143, January.
- Menzie D. Chinn, 2005. "A Primer on Real Effective Exchange Rates: Determinants, Overvaluation, Trade Flows and Competitive Devaluation," NBER Working Papers 11521, National Bureau of Economic Research, Inc.
- OGAWA Eiji & YOSHIMI Taiyo, 2009. "Analysis on β and σ Convergences of East Asian Currencies," Discussion papers 09018, Research Institute of Economy, Trade and Industry (RIETI).
- Mishra, Ritesh Kumar & Sharma, Chandan, 2010. "Real exchange rate behavior and optimum currency area in East Asia: Evidence from Generalized Purchasing Power Parity," International Review of Financial Analysis, Elsevier, vol. 19(3), pages 205-213, June.
- Ogawa, Eiji & Kudo, Takeshi, 2007. "Asymmetric responses of East Asian currencies to the US dollar depreciation for reducing the US current account deficits," Journal of Asian Economics, Elsevier, vol. 18(1), pages 175-194, February.
- Volz, Ulrich, 2006. "On the feasibility of a regional exchange rate system for East Asia: Lessons of the 1992/1993 EMS crisis," Journal of Asian Economics, Elsevier, vol. 17(6), pages 1107-1127, December.
- Eiji Ogawa & Junko Shimizu, 2006. "Stabilization of Effective Exchange Rates Under Common Currency Basket Systems," NBER Working Papers 12198, National Bureau of Economic Research, Inc.
- Kwanho Shin & Yunjong Wang, 2003. "Monetary Integration Ahead of Trade Integration in East Asia?," ISER Discussion Paper 0572, Institute of Social and Economic Research, Osaka University.
- Mizanur RAHMAN & Willem THORBECKE, 2007. "How Would China's Exports be Affected by a Unilateral Appreciation of the RMB and a Joint Appreciation of Countries Supplying Intermediate Imports?," Discussion papers 07012, Research Institute of Economy, Trade and Industry (RIETI).
- Monzur Hossain, 2008. "Exchange Rate Regime Transition Dynamics In East Asia," AIUB Bus Econ Working Paper Series AIUB-BUS-ECON-2008-03, American International University-Bangladesh (AIUB), Office of Research and Publications (ORP), revised Jan 2008.
- Peter B. Kenen & Ellen E. Meade, 2006. "Monetary integration in East Asia," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
- Monzur Hossain, 2008. "Currency Regime Choice: A Survey of Empirical Literature," AIUB Bus Econ Working Paper Series AIUB-BUS-ECON-2008-11, American International University-Bangladesh (AIUB), Office of Research and Publications (ORP), revised Apr 2008.
- Eiji Ogawa, 2010. "Regional Monetary Coordination in Asia after the Global Financial Crisis: Comparison in Regional Monetary Stability between ASEAN+3 and ASEAN+3+3," Global COE Hi-Stat Discussion Paper Series gd10-145, Institute of Economic Research, Hitotsubashi University.
- Eiji Ogawa & Kentaro Kawasaki, 2006.
"Adopting a common currency basket arrangement into the 'ASEAN plus three',"
Discussion papers
06028, Research Institute of Economy, Trade and Industry (RIETI).
- Eiji Ogawa & Kentaro Kawasaki, 2008. "Adopting a Common Currency Basket Arrangement into the ASEAN Plus Three," NBER Chapters, in: International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy, pages 219-237, National Bureau of Economic Research, Inc.
- Eiji Ogawa & Kentaro Kawasaki, 2011. "Monetary Integration in East Asia," Chapters, in: Masahisa Fujita & Ikuo Kuroiwa & Satoru Kumagai (ed.), The Economics of East Asian Integration, chapter 10, Edward Elgar Publishing.
- Hovanov, Nikolai V. & Kolari, James W. & Sokolov, Mikhail V., 2004. "Computing currency invariant indices with an application to minimum variance currency baskets," Journal of Economic Dynamics and Control, Elsevier, vol. 28(8), pages 1481-1504, June.
- Teo, Wing Leong, 2009. "Should East Asia's currencies be pegged to the yen? The role of invoice currency," Journal of the Japanese and International Economies, Elsevier, vol. 23(3), pages 283-308, September.
- Masahiro Kawai & Shinji Takagi, 2012. "A Proposal for Exchange Rate Policy Coordination in East Asia," Chapters, in: Masahiro Kawai & Peter J. Morgan & Shinji Takagi (ed.), Monetary and Currency Policy Management in Asia, chapter 9, Edward Elgar Publishing.
- Naoyuki Yoshino & Sahoko Kaji & Tamon Asonuma, 2016. "Dynamic Effects of Changes in the Exchange Rate System," Asian Development Review, MIT Press, vol. 33(1), pages 111-161, March.
- Kang-Soek Lee & Philippe Saucier, 2005. "La coopération monétaire régionale est-elle un préalable à l'intégration commerciale de l'Asie ?," Mondes en développement, De Boeck Université, vol. 130(2), pages 95-110.
- Kwack, Sung Y., 2005. "Exchange rate and monetary regime options for regional cooperation in East Asia," Journal of Asian Economics, Elsevier, vol. 16(1), pages 57-75, February.
- Kentaro Kawasaki & Eiji Ogawa, 2006. "What Should the Weights of the Three Major Currencies be in a Common Currency Basket in East Asia?," Asian Economic Journal, East Asian Economic Association, vol. 20(1), pages 75-94, March.
- Willem THORBECKE, 2019.
"East Asian Value Chains, Exchange Rates, and Regional Exchange Rate Arrangements,"
Discussion papers
19046, Research Institute of Economy, Trade and Industry (RIETI).
- Thorbecke, Willem, 2019. "East Asian value chains, exchange rates, and regional exchange rate arrangements," Journal of Asian Economics, Elsevier, vol. 65(C).
- Eiji Ogawa & Michiru Sakane, 2006. "Chinese Yuan after Chinese Exchange Rate System Reform," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 14(6), pages 39-57, November.
- Ramkishen S. Rajan, 2011.
"Management of Exchange Rate Regimes in Emerging Asia,"
Governance Working Papers
23214, East Asian Bureau of Economic Research.
- Ramkishen S. Rajan, 2011. "Management of Exchange Rate Regimes in Emerging Asia," Macroeconomics Working Papers 23214, East Asian Bureau of Economic Research.
- Rajan, Ramkishen, 2011. "Management of Exchange Rate Regimes in Emerging Asia," ADBI Working Papers 322, Asian Development Bank Institute.
- Khalid Kisswani & Salah Nusair, 2014. "Nonlinear convergence in Asian interest and inflation rates: evidence from Asian countries," Economic Change and Restructuring, Springer, vol. 47(3), pages 155-186, August.
- Catherine Figuière & Laëtitia Guilhot & Cyriac Guillaumin, 2013.
"La question du régime de change en Asie de l'Est : vers un bloc monétaire régional ?,"
Post-Print
halshs-00828873, HAL.
- Catherine Figuière & Laëtitia Guilhot & Cyriac Guillaumin, 2013. "La question du régime de change en Asie de l'Est : Vers un bloc monétaire régional ?," Revue d'économie politique, Dalloz, vol. 123(2), pages 265-298.
- Jeon, Bang Nam & Zhang, Hongfang, 2007. "A currency union or an exchange rate union: evidence from Northeast Asia," MPRA Paper 36622, University Library of Munich, Germany, revised 01 Feb 2012.
- Wissam Samia & Nada Mallah Boustani, 2022. "Towards a Single Currency in Natural Syria Region - A Conceptual Monetary Innovation: A Reflection," Post-Print hal-04081283, HAL.
- Dobson, Wendy & Masson, Paul R., 2009. "Will the renminbi become a world currency?," China Economic Review, Elsevier, vol. 20(1), pages 124-135, March.
- Ogawa, Eiji & Yang, Doo Yong, 2008. "The dilemma of exchange rate arrangements in East Asia," Japan and the World Economy, Elsevier, vol. 20(2), pages 217-235, March.
- Gilles De Truchis & Benjamin Keddad, 2013.
"Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates,"
Post-Print
hal-01498261, HAL.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," Working Papers halshs-00793503, HAL.
- de Truchis, Gilles & Keddad, Benjamin, 2013. "Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 394-412.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," AMSE Working Papers 1229, Aix-Marseille School of Economics, France, revised 05 Nov 2012.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," William Davidson Institute Working Papers Series wp1039, William Davidson Institute at the University of Michigan.
- Pomfret, Richard & Pontines, Victor, 2013.
"Exchange Rate Policy and Regional Trade Agreements: A Case of Conflicted Interests?,"
ADBI Working Papers
436, Asian Development Bank Institute.
- Richard Pomfret & Victor Pontines, 2013. "Exchange Rate Policy and Regional Trade Agreements : A Case of Conflicted Interests?," Finance Working Papers 23713, East Asian Bureau of Economic Research.
- Victor Pontines & Richard Pomfret, 2014. "Exchange rate policy and regional trade agreements: a case of conflicted interests?," Chapters, in: Richard Baldwin & Masahiro Kawai & Ganeshan Wignaraja (ed.), A World Trade Organization for the 21st Century, chapter 7, pages 157-181, Edward Elgar Publishing.
- Richard Pomfret & Victor Pontines, 2013. "Exchange Rate Policy and Regional Trade Agreements : A Case of Conflicted Interests?," Trade Working Papers 23713, East Asian Bureau of Economic Research.
- Takuji Kinkyo, 2004. "The case for regional exchange rate arrangement in East Asia," Working Papers 141, Department of Economics, SOAS University of London, UK.
- Shirono, Kazuko, 2008. "Real effects of common currencies in East Asia," Journal of Asian Economics, Elsevier, vol. 19(3), pages 199-212, June.
- Ronald McKinnon & Gunther Schnabl, 2004.
"The Return to Soft Dollar Pegging in East Asia: Mitigating Conflicted Virtue,"
International Finance, Wiley Blackwell, vol. 7(2), pages 169-201, July.
- Ronald McKinnon & Gunther Schnabl, 2004. "The Return to Soft Dollar Pegging in East Asia. Mitigating Conflicted Virtue," International Finance 0406007, University Library of Munich, Germany, revised 07 Jul 2004.
- Ramkishen S. Rajan & Rahul Sen & Reza Y. Siregar, 2004. "Misalignment of the Baht and its Trade Balance Consequences for Thailand in the 1980s and 1990s," The World Economy, Wiley Blackwell, vol. 27(7), pages 985-1012, July.
- Baharumshah, Ahmad Zubaidi & Onwuka, Kevin Odulukwe & Habibullah, Muzafar Shah, 2007. "Is a regional trade bloc a prelude to multilateral trade liberalization?: Empirical evidence from the ASEAN-5 economies," Journal of Asian Economics, Elsevier, vol. 18(2), pages 384-402, April.
- Gunther Schnabl, 2005. "The Russian Currency Basket: The Rising Role of the Euro for Russia’s Exchange Rate Policies," International Finance 0512005, University Library of Munich, Germany.
- S. Rajan, Ramkishen, 2010. "The Evolution and Impact of Asian Exchange Rate Regimes," ADB Economics Working Paper Series 208, Asian Development Bank.
- Fujiki, Hiroshi & Otani, Akira, 2002. "Do Currency Regimes Matter in the 21st Century? An Overview," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 20(S1), pages 47-79, December.
- Guerello, Chiara & Tronzano, Marco, 2020. "“Global factors, international spillovers, and the term structure of interest rates: New evidence for Asian Countries”," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Naoyuki Yoshino & Sahoko Kaji & Tamon Asonuma, 2014. "Dynamic Transition of Exchange Rate Regime in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 22(3), pages 36-55, July.
- Aihua Wang & Faruk Balli & Xiumin Li, 2015. "Possible Best Currency Basket Selection from the Perspective of Real Effective Exchange Rate," Pacific Economic Review, Wiley Blackwell, vol. 20(4), pages 635-650, October.
- Hiroyuki Taguchi, 2010. "Currency Regime and Monetary Autonomy. Empirical Evidence Using Recent and Global Data from 1990 to 2007," International Economic Journal, Taylor & Francis Journals, vol. 25(3), pages 341-358, October.
- Kevin X.D. Huang & Thaneepanichskul Suchada, 2003. "Sources of Exchange Rate Fluctuations: The Cases of Mexico and Thailand in the Aftermaths of their Recent Currency Crises," Annals of Economics and Finance, Society for AEF, vol. 4(2), pages 375-400, November.
- Eiji Ogawa, 2010. "Regional Monetary Coordination in Asia after the Global Financial Crisis: Comparison in Regional Monetary Stability between ASEAN+3 and ASEAN+3+3," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 6(5), pages 837-858, June.
- Edward Surendran Robinson & Takatoshi Ito, 2001. "Discussion of 'The Case for a Basket, Band and Crawl (BBC) Regime for East Asia'," RBA Annual Conference Volume (Discontinued), in: David Gruen & John Simon (ed.),Future Directions for Monetary Policies in East Asia, Reserve Bank of Australia.
- Eiji Ogawa & Taiyo Yoshimi, 2009. "Analysis on ƒÀ and ƒÐ Convergences of East Asian Currencies," Global COE Hi-Stat Discussion Paper Series gd08-049, Institute of Economic Research, Hitotsubashi University.
- John Hawkins & Paul Masson, 2003. "Economic aspects of regional currency areas and the use of foreign currencies," BIS Papers chapters, in: Bank for International Settlements (ed.), Regional currency areas and the use of foreign currencies, volume 17, pages 4-42, Bank for International Settlements.
- Jie Sun, 2010. "Retrospect of the Chinese Exchange Rate Regime after Reform: Stylized Facts during the Period from 2005 to 2010," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 18(6), pages 19-35, November.
- T.P. Bhat, 2013. "Yuan: Towards an International Reserve Currency," India Quarterly: A Journal of International Affairs, , vol. 69(3), pages 249-263, September.
- Click, Reid W., 2009. "The ASEAN dollar standard in the post-crisis era: A reconsideration," Journal of Asian Economics, Elsevier, vol. 20(3), pages 269-279, May.
- Hiroyuki Taguchi, 2009. "Currency Regime and Monetary Autonomy," Finance Working Papers 23076, East Asian Bureau of Economic Research.
- Etsuro Shioji, 2006. "Chinese Exchange Rate Regimes and the Optimal Basket Weights for the Rest of East Asia," Discussion papers 06024, Research Institute of Economy, Trade and Industry (RIETI).
- Sheng, Andrew & Kwek, Kian-Teng & Cho, Cho-Wai, 2009. "A tale of Asian exchange rate management: Romance of the three currencies," Journal of Asian Economics, Elsevier, vol. 20(5), pages 519-535, September.
- Yoshino, Naoyuki & Asonuma, Tamon, 2017. "Optimal Dynamic Path during the Transition of Exchange Rate Regime: Analysis of the People’s Republic of China (PRC), Malaysia, and Singapore," ADBI Working Papers 765, Asian Development Bank Institute.
- Rudi Dornbusch, 2001.
"Fewer Monies, Better Monies,"
NBER Working Papers
8324, National Bureau of Economic Research, Inc.
- Rudi Dornbusch, 2001. "Fewer Monies, Better Monies," American Economic Review, American Economic Association, vol. 91(2), pages 238-242, May.
- OGAWA Eiji & SHIMIZU Junko, 2007. "Progress toward a Common Currency Basket System in East Asia," Discussion papers 07002, Research Institute of Economy, Trade and Industry (RIETI).
- Masanaga Kumakura, 2005. "Exchange Rate Regimes in Asia: Dispelling the Myth of Soft Dollar Pegs," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 10(1), pages 70-95.
- Kawai, Masahiro & Takagi, Shinji, 2000. "Proposed strategy for a regional exchange rate arrangement in post-crisis East Asia," Policy Research Working Paper Series 2503, The World Bank.
- Eiji Ogawa & Junko Shimizu, 2003. "Trade-off for common currency basket denominated bonds in East Asia," Hi-Stat Discussion Paper Series d03-05, Institute of Economic Research, Hitotsubashi University.
- Lamberte, Mario B. & Milo, Melanie S. & Pontines, Victor, 2001. "NO to ¥E$? Enhancing Economic Integration in East Asia through Closer Monetary Cooperation," Discussion Papers DP 2001-16, Philippine Institute for Development Studies.
- Yoshino, Naoyuki & Kaji, Sahoko & Tamon, Asonuma, 2014. "Dynamic Transition of the Exchange Rate Regime in the People’s Republic of China," ADBI Working Papers 476, Asian Development Bank Institute.
- Corrinne Ho & Guonan Ma & Robert N McCauley, 2005. "Trading Asian currencies," BIS Quarterly Review, Bank for International Settlements, March.
- Ogawa, Eiji & Shimizu, Junko, 2004. "Bond issuers' trade-off for common currency basket denominated bonds in East Asia," Journal of Asian Economics, Elsevier, vol. 15(4), pages 719-738, August.
- Gab-Je Jo, 2004. "Changes in misalignment of the Korean won: Towards a flexible exchange rate regime," Global Economic Review, Taylor & Francis Journals, vol. 33(1), pages 69-83.
- Chow, Hwee Kwan & Kim, Yoonbai & Sun, Wei, 2007. "Characterizing exchange rate policy in East Asia: A reconsideration," Journal of Asian Economics, Elsevier, vol. 18(3), pages 448-465, June.
- Ogawa, Eiji & Shimizu, Junko, 2006. "Stabilization of effective exchange rates under common currency basket systems," Journal of the Japanese and International Economies, Elsevier, vol. 20(4), pages 590-611, December.
- Eiji Ogawa & Michiru Sakane, 2006. "The Chinese Yuan after the Chinese Exchange Rate System Reform," Discussion papers 06019, Research Institute of Economy, Trade and Industry (RIETI).
- Naoyuki Yoshino & Sahoko Kaji & Tamon Asonuma, 2011. "Dynamic Effect of Change in Exchange Rate System -From the Fixed Exchange Rate Regime to the Basket-peg or Floating Regime," Keio/Kyoto Joint Global COE Discussion Paper Series 2011-026, Keio/Kyoto Joint Global COE Program.
- Yoshino, Naoyuki & Kaji, Sahoko & Asonuma, Tamon, 2016. "Exchange rate regime switching in Malaysia and Singapore in response to China’s move to a basket peg: A DSGE analysis," Journal of Asian Economics, Elsevier, vol. 46(C), pages 17-37.
- Michael Dooley & Rudi Dornbusch & Yung Chul Park, 2002. "A Framework for Exchange Rate Policy in Korea," Finance Working Papers 21757, East Asian Bureau of Economic Research.
- Hanen Gharbi, 2005. "La gestion des taux de change dans les pays émergents. La leçon des expériences récentes," Revue de l'OFCE, Presses de Sciences-Po, vol. 95(4), pages 279-326.
- Kawai, Masahiro & Pontines, Victor, 2014. "Is There Really a Renminbi Bloc in Asia?," ADBI Working Papers 467, Asian Development Bank Institute.
- Mark M. Spiegel, 2002. "Argentina's currency crisis: lessons for Asia," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug23.
- Aggarwal, Raj & Muckley, Cal B., 2010. "Assessing co-ordinated Asian exchange rate regimes: Proposal for a possible move towards a common currency," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(2), pages 149-165, April.
- Piti Disyatat & Surach Tanboon, 2005. "When Global Imbalances Unwind: Challenges for the Asian Region," Working Papers 2005-01, Monetary Policy Group, Bank of Thailand.
- Kawai, Masahiro, 2005. "East Asian economic regionalism: progress and challenges," Journal of Asian Economics, Elsevier, vol. 16(1), pages 29-55, February.
- Bin Zhang & Fan He, 2007. "Is Asian Currency Unit Attractive to East Asian Economies?," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 15(1), pages 62-76, January.
- Takatoshi Ito & Kimie Harada, 2000.
"Japan Premium and Stock Prices: Two Mirrors of Japanese Banking Crises,"
NBER Working Papers
7997, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Kimie Harada, 2005. "Japan premium and stock prices: two mirrors of Japanese banking crises," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 195-211.
Cited by:
- Nakashima, Kiyotaka & Ogawa, Toshiaki, 2020. "The Impacts of Strengthening Regulatory Surveillance on Bank Behavior: A Dynamic Analysis from Incomplete to Complete Enforcement of Capital Regulation in Microprudential Policy," MPRA Paper 99938, University Library of Munich, Germany.
- Hyoung‐Kyu Chey, 2007. "Do markets enhance convergence on international standards? The case of financial regulation," Regulation & Governance, John Wiley & Sons, vol. 1(4), pages 295-311, December.
- Woon Gyu Choi & David Cook, 2006.
"Stock Market Liquidity and the Macroeconomy: Evidence from Japan,"
NBER Chapters, in: Monetary Policy with Very Low Inflation in the Pacific Rim, pages 309-335,
National Bureau of Economic Research, Inc.
- Woon Gyu Choi & Mr. David Cook, 2005. "Stock Market Liquidity and the Macroeconomy: Evidence from Japan," IMF Working Papers 2005/006, International Monetary Fund.
- Takatoshi Ito, 2004.
"Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting?,"
RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Simon Guttmann (ed.),The Future of Inflation Targeting,
Reserve Bank of Australia.
- Takatoshi Ito, 2004. "Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting?," NBER Working Papers 10818, National Bureau of Economic Research, Inc.
- Wali Ullah & Yasumasa Matsuda, 2014. "Generalized Nelson-Siegel Term Structure Model : Do the second slope and curvature factors improve the in-sample fit and out-of-sample forecast?," TERG Discussion Papers 312, Graduate School of Economics and Management, Tohoku University.
- Naohiko Baba & Yasuaki Amatatsu, 2008. "Price discovery from cross-currency and FX swaps: a structural analysis," BIS Working Papers 264, Bank for International Settlements.
- Takatoshi Ito & Frederic S. Mishkin, 2006.
"Two Decades of Japanese Monetary Policy and the Deflation Problem,"
NBER Chapters, in: Monetary Policy with Very Low Inflation in the Pacific Rim, pages 131-1997,
National Bureau of Economic Research, Inc.
- Takatoshi Ito & Frederic S. Mishkin, 2004. "Two Decades of Japanese Monetary Policy and the Deflation Problem," NBER Working Papers 10878, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Kimie Harada, 2004. "Bank Fragility in Japan, 1995-2003," CESifo Working Paper Series 1137, CESifo.
- Arikawa Yasuhiro & Miyajima Hideaki, 2005. "Relationship Banking in post Bubble Japan: Co-existence of soft-and hard budget constraint," Discussion papers 05015, Research Institute of Economy, Trade and Industry (RIETI).
- Harada, Kimie & Ito, Takatoshi, 2011.
"Did mergers help Japanese mega-banks avoid failure? Analysis of the distance to default of banks,"
Journal of the Japanese and International Economies, Elsevier, vol. 25(1), pages 1-22, March.
- Kimie Harada & Takatoshi Ito, 2008. "Did Mergers Help Japanese Mega-Banks Avoid Failure? Analysis of the Distance to Default of Banks," NBER Working Papers 14518, National Bureau of Economic Research, Inc.
- Imai, Masami, 2006.
"Market discipline and deposit insurance reform in Japan,"
Journal of Banking & Finance, Elsevier, vol. 30(12), pages 3433-3452, December.
- Masami Imai, 2006. "Market Discipline and Deposit Insurance Reform in Japan," Wesleyan Economics Working Papers 2006-007, Wesleyan University, Department of Economics.
- Hideaki Miyajima & Yishay Yafeh, 2003. "Japan's Banking Crisis: Who has the Most to Lose?," Discussion papers 03010, Research Institute of Economy, Trade and Industry (RIETI).
- Hoshi, Takeo & Kashyap, Anil K, 2010.
"Will the U.S. bank recapitalization succeed? Eight lessons from Japan,"
Journal of Financial Economics, Elsevier, vol. 97(3), pages 398-417, September.
- Takeo Hoshi & Anil K. Kashyap, 2008. "Will the U.S. Bank Recapitalization Succeed? Eight Lessons from Japan," NBER Working Papers 14401, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Kimie Harada, 2003. "Market Evaluations of Banking Fragility in Japan: Japan Premium, Stock Prices, and Credit Derivatives," NBER Working Papers 9589, National Bureau of Economic Research, Inc.
- Wali Ullah & Yasumasa Matsuda & Yoshihiko Tsukuda, 2014. "Dynamics of the term structure of interest rates and monetary policy: is monetary policy effective during zero interest rate policy?," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(3), pages 546-572, March.
- Akhand Akhtar Hossain, 2015. "The Evolution of Central Banking and Monetary Policy in the Asia-Pacific," Books, Edward Elgar Publishing, number 14611, March.
- NAKASHIMA, KIYOTAKA & Ogawa, Toshiaki, 2021. "The Impacts of Strengthening Regulatory Surveillance on Bank Behavior: A Dynamic Analysis from Incomplete to Complete Enforcement of Capital Regulation in Microprudential Policy," MPRA Paper 109147, University Library of Munich, Germany.
- Kimie Harada & Takatoshi Ito & Shuhei Takahashi, 2010. "Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies," NBER Working Papers 16182, National Bureau of Economic Research, Inc.
- Yasuaki Amatatsu & Naohiko Baba, 2007. "Price Discovery from Cross-Currency and FX Swaps: A Structural Analysis," Bank of Japan Working Paper Series 07-E-12, Bank of Japan.
- Takatoshi Ito, 2009. "Fire, flood, and lifeboats: policy responses to the global crisis of 2007-09," Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 207-249.
- Harada, Kimie & Ito, Takatoshi & Takahashi, Shuhei, 2013. "Is the Distance to Default a good measure in predicting bank failures? A case study of Japanese major banks," Japan and the World Economy, Elsevier, vol. 27(C), pages 70-82.
- Montgomery, Heather & Takahashi, Yuki, 2014. "The economic consequences of the TARP: The effectiveness of bank recapitalization policies in the U.S," Japan and the World Economy, Elsevier, vol. 32(C), pages 49-64.
- Suresh Sundaresan, 2001. "Supervisor and Market Analysts: What Should Research be Seeking?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 20(2), pages 275-280, October.
- Takatoshi Ito & Michael Melvin, 1999.
"Japan's Big Bang and the Transformation of Financial Markets,"
NBER Working Papers
7247, National Bureau of Economic Research, Inc.
Cited by:
- Eric Hillebrand & Gunther Schnabl & Yasemin Ulu, 2006.
"Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility,"
CESifo Working Paper Series
1766, CESifo.
- Hillebrand, Eric & Schnabl, Gunther & Ulu, Yasemin, 2009. "Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 490-505, July.
- Schnabl, Gunther & Hillebrand, Eric, 2006.
"A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility,"
Working Paper Series
650, European Central Bank.
- Eric Hillebrand & Gunther Schnabl, 2008. "A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility," International Economics and Economic Policy, Springer, vol. 5(4), pages 389-401, December.
- Ai-ru (Meg) Cheng & Kuntal Das & Takeshi Shimatani, 2013.
"Central Bank Intervention and Exchange Rate Volatility: Evidence from Japan Using Realized Volatility,"
Working Papers in Economics
13/19, University of Canterbury, Department of Economics and Finance.
- Cheng, Ai-ru (Meg) & Das, Kuntal & Shimatani, Takeshi, 2013. "Central bank intervention and exchange rate volatility: Evidence from Japan using realized volatility," Journal of Asian Economics, Elsevier, vol. 28(C), pages 87-98.
- Ralf Bebenroth & Diemo Dietrich & Uwe Vollmer, 2009.
"Bank regulation and supervision in bank-dominated financial systems: a comparison between Japan and Germany,"
European Journal of Law and Economics, Springer, vol. 27(2), pages 177-209, April.
- Ralf Bebenroth & Diemo Dietrich & Uwe Vollmer, 2007. "Bank regulation and supervision in Japan and Germany: A comparison," Discussion Paper Series 211, Research Institute for Economics & Business Administration, Kobe University.
- Shinji Takagi, 2007. "Managing Flexibility: Japanese Exchange Rate Policy, 1971–2007," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 52(03), pages 335-361.
- Eric Hillebrand & Gunther Schnabl & Yasemin Ulu, 2006.
"Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility,"
CESifo Working Paper Series
1766, CESifo.
- Takatoshi Ito & Eiji Ogawa & Yuri Nagataki Sasaki, 1999.
"How Did the Dollar Peg Fail in Asia?,"
NBER Working Papers
6729, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Ogawa, Eiji & Sasaki, Yuri Nagataki, 1998. "How Did the Dollar Peg Fail in Asia?," Journal of the Japanese and International Economies, Elsevier, vol. 12(4), pages 256-304, December.
Cited by:
- Ogawa, Eiji & Ito, Takatoshi, 2002.
"On the Desirability of a Regional Basket Currency Arrangement,"
Journal of the Japanese and International Economies, Elsevier, vol. 16(3), pages 317-334, September.
- Eiji Ogawa & Takatoshi Ito, 2000. "On the Desirability of a Regional Basket Currency Arrangement," NBER Working Papers 8002, National Bureau of Economic Research, Inc.
- Shioji, Etsuro, 2006. "Invoicing currency and the optimal basket peg for East Asia: Analysis using a new open economy macroeconomic model," Journal of the Japanese and International Economies, Elsevier, vol. 20(4), pages 569-589, December.
- Jeffrey A. Frankel, 2003.
"Experience of and Lessons from Exchange Rate Regime in Emerging Economies,"
NBER Working Papers
10032, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey, 2003. "Experience of and Lessons from Exchange Rate Regimes in Emerging Economies," Working Paper Series rwp03-011, Harvard University, John F. Kennedy School of Government.
- Benjamin Keddad, 2013.
"Assessing Asian Exchange Rates Coordination under Regional Currency Basket System,"
Working Papers
halshs-00862254, HAL.
- Benjamin Keddad, 2013. "Assessing Asian Exchange Rates Coordination under Regional Currency Basket System," AMSE Working Papers 1345, Aix-Marseille School of Economics, France, revised Sep 2013.
- Chinn, Menzie D., 2000.
"Before the fall: were East Asian currencies overvalued?,"
Emerging Markets Review, Elsevier, vol. 1(2), pages 101-126, September.
- Menzie D. Chinn, 1998. "Before the Fall: Were East Asian Currencies Overvalued?," NBER Working Papers 6491, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Kiyotaka Sato, 2006.
"Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through,"
Discussion papers
06018, Research Institute of Economy, Trade and Industry (RIETI).
- Takatoshi Ito & Kiyotaka Sato, 2006. "Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through," NBER Working Papers 12395, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Kiyotaka Sato, 2006. "Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through," CIRJE F-Series CIRJE-F-406, CIRJE, Faculty of Economics, University of Tokyo.
- H. Gao, 2008. "Global dollar standard: challenges for Asian financial integration," Economic Change and Restructuring, Springer, vol. 41(4), pages 369-382, December.
- Charles Wyplosz, 2007. "Exchange Rate Arrangements in Asia: Do They Matter?," IHEID Working Papers 04-2007, Economics Section, The Graduate Institute of International Studies, revised 12 Aug 2004.
- Tuan Khai Vu, 2015. "Exchange Rate Regimes and the Sources of Real Exchange Rate Fluctuations: Evidence from East Asia," Discussion Papers 31, Meisei University, School of Economics.
- Benjamin Keddad, 2013.
"Exchange rate coordination in Asia under regional currency basket systems,"
Economics Bulletin, AccessEcon, vol. 33(4), pages 2913-2929.
- Benjamin Keddad, 2013. "Exchange rate coordination in Asia under regional currency basket systems," Post-Print hal-01498260, HAL.
- Keddad, Benjamin & Sato, Kiyotaka, 2022. "The influence of the renminbi and its macroeconomic determinants: A new Chinese monetary order in Asia?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
- Naoyuki Yoshino & Sahoko Kaji & Tamon Asonuma, 2014.
"Dynamic Analysis of Exchange Rate Regimes : Policy Implications for Emerging Countries in Asia,"
Macroeconomics Working Papers
24519, East Asian Bureau of Economic Research.
- Naoyuki Yoshino & Sahoko Kaji & Tamon Asonuma, 2014. "Dynamic Analysis of Exchange Rate Regimes : Policy Implications for Emerging Countries in Asia," Finance Working Papers 24519, East Asian Bureau of Economic Research.
- Yoshino, Naoyuki & Kaji, Sahoko & Asonuma, Tamon, 2014. "Dynamic Analysis of Exchange Rate Regimes: Policy Implications for Emerging Countries in Asia," ADBI Working Papers 502, Asian Development Bank Institute.
- SaangJoon Baak & Arif Al-Mahmood & Souksavanh Vixathep, 2003. "Exchange Rate Volatility and Exports from East Asian Countries to Japan and the U. S," Working Papers EMS_2003_01, Research Institute, International University of Japan.
- Shimizu, Junko & Ogawa, Eiji, 2005. "Risk properties of AMU denominated Asian bonds," Journal of Asian Economics, Elsevier, vol. 16(4), pages 590-611, August.
- Naoyuki Yoshino & Sahoko Kaji & Tamon Asonuma, 2015. "Dynamic Analysis of the Exchange Rate Regime: Policy Implications for Emerging Countries in East Asia," Review of Development Economics, Wiley Blackwell, vol. 19(3), pages 624-637, August.
- Guonan Ma & Robert McCauley, 2010.
"The evolving renminbi regime and implications for Asian currency stability,"
BIS Working Papers
321, Bank for International Settlements.
- Ma, Guonan & McCauley, Robert N., 2011. "The evolving renminbi regime and implications for Asian currency stability," Journal of the Japanese and International Economies, Elsevier, vol. 25(1), pages 23-38, March.
- Menzie Chinn, 2006.
"A Primer on Real Effective Exchange Rates: Determinants, Overvaluation, Trade Flows and Competitive Devaluation,"
Open Economies Review, Springer, vol. 17(1), pages 115-143, January.
- Menzie D. Chinn, 2005. "A Primer on Real Effective Exchange Rates: Determinants, Overvaluation, Trade Flows and Competitive Devaluation," NBER Working Papers 11521, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 1999.
"Capital Flows in Asia,"
Discussion Paper Series
a371, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito, 2000. "Capital Flows in Asia," NBER Chapters, in: Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, pages 255-296, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 1999. "Capital Flows in Asia," NBER Working Papers 7134, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2013. "Comment on "The International Monetary System: Living with Asymmetry"," NBER Chapters, in: Globalization in an Age of Crisis: Multilateral Economic Cooperation in the Twenty-First Century, pages 336-341, National Bureau of Economic Research, Inc.
- Hsiu-Yun Lee & Jyh-Lin Wu, 2004. "Convergence of interest rates around the Pacific Rim," Applied Economics, Taylor & Francis Journals, vol. 36(12), pages 1281-1288.
- Takatoshi Ito & Kiyotaka Sato, 2008.
"Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: Vector Autoregression Analysis of the Exchange Rate Pass-Through,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(7), pages 1407-1438, October.
- Takatoshi Ito & Kiyotaka Sato, 2008. "Exchange Rate Changes and Inflation in Post‐Crisis Asian Economies: Vector Autoregression Analysis of the Exchange Rate Pass‐Through," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(7), pages 1407-1438, October.
- Slavi T. Slavov, 2005. "Should small open economies in East Asia put all their eggs in one basket: the role of balance sheet effects," International Finance 0501001, University Library of Munich, Germany.
- Eichengreen, Barry, 2002.
"Lessons of the Euro for the Rest of the World,"
Institute of European Studies, Working Paper Series
qt16g425jb, Institute of European Studies, UC Berkeley.
- Eichengreen, Barry, 2002. "Lessons of the Euro for the Rest of the World," Department of Economics, Working Paper Series qt16g425jb, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Peter B. Kenen & Ellen E. Meade, 2006. "Monetary integration in East Asia," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
- Shin-Ichi Fukuda & Sanae Ohno, 2008.
"Post-Crisis Exchange Rate Regimes In Asean: A New Empirical Test Based On Intra-Daily Data,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 53(02), pages 191-213.
- Shin-ichi Fukuda & Sanae Ohno, 2006. "Post-crisis Exchange Rate Regimes in ASEAN:A New Empirical Test Based on Intra-daily Data," CIRJE F-Series CIRJE-F-441, CIRJE, Faculty of Economics, University of Tokyo.
- Junko Shimizu & Eiji Ogawa, 2004. "Risk Properties of AMU denominated Asian Bonds," Hi-Stat Discussion Paper Series d04-45, Institute of Economic Research, Hitotsubashi University.
- Y.L. Cheung & Y.W. Cheung & K.C. Ng, 2003.
"East Asian Equity Markets, Financial Crises, and the Japanese Currency,"
Working Papers
032003, Hong Kong Institute for Monetary Research.
- Cheung, Yan-Leung & Cheung, Yin-Wong & Ng, Chris C., 2007. "East Asian equity markets, financial crises, and the Japanese currency," Journal of the Japanese and International Economies, Elsevier, vol. 21(1), pages 138-152, March.
- Mr. Constant A Lonkeng Ngouana, 2012. "Exchange Rate Volatility Under Peg: Do Trade Patterns Matter?," IMF Working Papers 2012/073, International Monetary Fund.
- Eiji Ogawa & Kentaro Kawasaki, 2006.
"Adopting a common currency basket arrangement into the 'ASEAN plus three',"
Discussion papers
06028, Research Institute of Economy, Trade and Industry (RIETI).
- Eiji Ogawa & Kentaro Kawasaki, 2008. "Adopting a Common Currency Basket Arrangement into the ASEAN Plus Three," NBER Chapters, in: International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy, pages 219-237, National Bureau of Economic Research, Inc.
- Eiji Ogawa & Kentaro Kawasaki, 2011. "Monetary Integration in East Asia," Chapters, in: Masahisa Fujita & Ikuo Kuroiwa & Satoru Kumagai (ed.), The Economics of East Asian Integration, chapter 10, Edward Elgar Publishing.
- Teo, Wing Leong, 2009. "Should East Asia's currencies be pegged to the yen? The role of invoice currency," Journal of the Japanese and International Economies, Elsevier, vol. 23(3), pages 283-308, September.
- Naoyuki Yoshino & Sahoko Kaji & Tamon Asonuma, 2016. "Dynamic Effects of Changes in the Exchange Rate System," Asian Development Review, MIT Press, vol. 33(1), pages 111-161, March.
- Kwack, Sung Y., 2005. "Exchange rate and monetary regime options for regional cooperation in East Asia," Journal of Asian Economics, Elsevier, vol. 16(1), pages 57-75, February.
- Kentaro Kawasaki & Eiji Ogawa, 2006. "What Should the Weights of the Three Major Currencies be in a Common Currency Basket in East Asia?," Asian Economic Journal, East Asian Economic Association, vol. 20(1), pages 75-94, March.
- Graham Bird & Ramkishen Rajan, 2002. "Optimal currency baskets and the third currency phenomenon: exchange rate policy in Southeast Asia," Journal of International Development, John Wiley & Sons, Ltd., vol. 14(8), pages 1053-1073.
- Eiji Ogawa & Michiru Sakane, 2006. "Chinese Yuan after Chinese Exchange Rate System Reform," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 14(6), pages 39-57, November.
- Takatoshi Ito & Yuri N. Sasaki & Kiyotaka Sato, 2005. "Pass-Through of Exchange Rate Changes and Macroeconomic Shocks to Domestic Inflation in East Asian Countries," Discussion papers 05020, Research Institute of Economy, Trade and Industry (RIETI).
- Shin-ichi Fukuda & Sanae Ohno, 2003. "Exchange Rate Regimes in East Asia after the Crisis: Implications from Intra-daily Data," CIRJE F-Series CIRJE-F-247, CIRJE, Faculty of Economics, University of Tokyo.
- Pontines, Victor & Siregar, Reza, 2007. "The Yen, the US dollar, and the trade weighted basket of currencies: Does the choice of anchor currencies matter in identifying incidences of speculative attacks?," Japan and the World Economy, Elsevier, vol. 19(2), pages 214-235, March.
- Kearney, Colm, 1999. "The Asian Financial Crisis," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI), vol. 1999(1-Februar), pages 29-55.
- Masanaga Kumakura & Masato Kuroko, 2008. "China's Impact on the Exports of Other Asian Countries: A Note," Economics Bulletin, AccessEcon, vol. 6(5), pages 1-15.
- Gordon de Brouwer, 2001. "Discussion of 'Setting Monetary Policy in East Asia: Goals, Developments and Institutions'," RBA Annual Conference Volume (Discontinued), in: David Gruen & John Simon (ed.),Future Directions for Monetary Policies in East Asia, Reserve Bank of Australia.
- Woosik Moon & Yeongseop Rhee, 2012. "Asian Monetary Integration," Books, Edward Elgar Publishing, number 14191, March.
- Reuven Glick, 2000.
"Fixed or floating: is it still possible to manage in the middle?,"
Pacific Basin Working Paper Series
2000-02, Federal Reserve Bank of San Francisco.
- Glick, R., 2000. "Fixed or Floating: Is It Still Possible to Manage in the Middle?," Papers pb00-02, Economisch Institut voor het Midden en Kleinbedrijf-.
- Kozo Kiyota & Shujiro Urata, 2004. "Exchange Rate, Exchange Rate Volatility and Foreign Direct Investment," The World Economy, Wiley Blackwell, vol. 27(10), pages 1501-1536, November.
- Gilles De Truchis & Benjamin Keddad, 2013.
"Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates,"
Post-Print
hal-01498261, HAL.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," Working Papers halshs-00793503, HAL.
- de Truchis, Gilles & Keddad, Benjamin, 2013. "Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 394-412.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," AMSE Working Papers 1229, Aix-Marseille School of Economics, France, revised 05 Nov 2012.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," William Davidson Institute Working Papers Series wp1039, William Davidson Institute at the University of Michigan.
- Kumakura, Masanaga & Kuroko, Masato, 2007. "China's Impact on the Exports of Other Asian Countries: A Note," IDE Discussion Papers 131, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Elaine Hutson & Colm Kearney, 1999. "The Asian financial crisis and the role of the IMF: A survey," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 4(3), pages 393-412.
- Ramkishen S. Rajan & Rahul Sen & Reza Y. Siregar, 2004. "Misalignment of the Baht and its Trade Balance Consequences for Thailand in the 1980s and 1990s," The World Economy, Wiley Blackwell, vol. 27(7), pages 985-1012, July.
- Agnès Bénassy-Quéré & Benoit Coeuré, 2002.
"The Survival of Intermediate Exchange Rate Regimes,"
Working Papers
2002-07, CEPII research center.
- A. Bénassy-Quéré & B. Cœuré, 2002. "The Survival of Intermediate Exchange rate Regimes," THEMA Working Papers 2002-11, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- E. Sibel Yelten, 2003. "Real Effects of Movements in Nominal Exchange Rates: Application to the Asian Crisis," Journal of Applied Economics, Universidad del CEMA, vol. 6, pages 341-359, November.
- Sato, Kiyotaka & Shimizu, Junko & Shrestha, Nagendra & Zhang, Shajuan, 2020. "New empirical assessment of export price competitiveness: Industry-specific real effective exchange rates in Asia," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Wee Beng Gan & Lee Ying Soon, 2003. "Characterizing The Monetary Transmission Mechanism In A Small Open Economy: The Case Of Malaysia," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 48(02), pages 113-134.
- Eiji Ogawa, 2011. "Currency Baskets for East Asia," Chapters, in: Ulrich Volz (ed.), Regional Integration, Economic Development and Global Governance, chapter 14, Edward Elgar Publishing.
- Naoyuki Yoshino & Sahoko Kaji & Tamon Asonuma, 2014. "Dynamic Transition of Exchange Rate Regime in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 22(3), pages 36-55, July.
- Aihua Wang & Faruk Balli & Xiumin Li, 2015. "Possible Best Currency Basket Selection from the Perspective of Real Effective Exchange Rate," Pacific Economic Review, Wiley Blackwell, vol. 20(4), pages 635-650, October.
- Ulrich Volz (ed.), 2011. "Regional Integration, Economic Development and Global Governance," Books, Edward Elgar Publishing, number 14259, March.
- Zurbruegg, R. & Allsopp, L., 2004. "Purchasing power parity and the impact of the East Asian currency crisis," Journal of Asian Economics, Elsevier, vol. 15(4), pages 739-758, August.
- Shin-ichi Fukuda, 2002. "Post-crisis Exchange Rate Regimes in East Asia," CIRJE F-Series CIRJE-F-181, CIRJE, Faculty of Economics, University of Tokyo.
- Etsuro Shioji, 2006. "Chinese Exchange Rate Regimes and the Optimal Basket Weights for the Rest of East Asia," Discussion papers 06024, Research Institute of Economy, Trade and Industry (RIETI).
- Ronald I. McKinnon, 2001.
"After the Crisis, The East Asian Dollar Standard Resurrected: An Interpretation of High Frequency Exchange Rate Pegging,"
Working Papers
042001, Hong Kong Institute for Monetary Research.
- Ronald I. McKinnon, 2002. "After the Crisis, the East Asian Dollar Standard Resurrected: An Interpretation of High-Frequency Exchange Rate Pegging," World Scientific Book Chapters, in: Augustine H H Tan (ed.), Monetary And Financial Management In Asia In The 21st Century, chapter 2, pages 21-77, World Scientific Publishing Co. Pte. Ltd..
- Yoshino, Naoyuki & Asonuma, Tamon, 2017. "Optimal Dynamic Path during the Transition of Exchange Rate Regime: Analysis of the People’s Republic of China (PRC), Malaysia, and Singapore," ADBI Working Papers 765, Asian Development Bank Institute.
- OGAWA Eiji & SHIMIZU Junko, 2007. "Progress toward a Common Currency Basket System in East Asia," Discussion papers 07002, Research Institute of Economy, Trade and Industry (RIETI).
- Beng, Gan Wee, 2000. "Exchange-rate policy in East Asia after the fall: how much have things changed?," Journal of Asian Economics, Elsevier, vol. 11(4), pages 403-430.
- Ms. Sibel Beadle, 2004. "Choosing the Correct Currency Anchor for a Small Economy: The Case of Nepal," IMF Working Papers 2004/142, International Monetary Fund.
- Kawai, Masahiro & Takagi, Shinji, 2000. "Proposed strategy for a regional exchange rate arrangement in post-crisis East Asia," Policy Research Working Paper Series 2503, The World Bank.
- Eiji Ogawa & Junko Shimizu, 2003. "Trade-off for common currency basket denominated bonds in East Asia," Hi-Stat Discussion Paper Series d03-05, Institute of Economic Research, Hitotsubashi University.
- Eiji Ogawa & Lijian Sun, 2001. "How Were Capital Inflows Stimulated under the Dollar Peg System?," NBER Chapters, in: Regional and Global Capital Flows: Macroeconomic Causes and Consequences, pages 151-190, National Bureau of Economic Research, Inc.
- Kawai, Masahiro & Akiyama, Shigeru, 2000. "Implications of the currency crisis for exchange rate arrangements in emerging East Asia," Policy Research Working Paper Series 2502, The World Bank.
- Lamberte, Mario B. & Milo, Melanie S. & Pontines, Victor, 2001. "NO to ¥E$? Enhancing Economic Integration in East Asia through Closer Monetary Cooperation," Discussion Papers DP 2001-16, Philippine Institute for Development Studies.
- Yoshino, Naoyuki & Kaji, Sahoko & Tamon, Asonuma, 2014. "Dynamic Transition of the Exchange Rate Regime in the People’s Republic of China," ADBI Working Papers 476, Asian Development Bank Institute.
- Ogawa, Eiji & Shimizu, Junko, 2004. "Bond issuers' trade-off for common currency basket denominated bonds in East Asia," Journal of Asian Economics, Elsevier, vol. 15(4), pages 719-738, August.
- Taufiq Choudhry, 2005. "Asian Currency Crisis and the Generalized PPP: Evidence from the Far East," Asian Economic Journal, East Asian Economic Association, vol. 19(2), pages 137-157, June.
- Takatoshi Ito & Kiyotaka Sato, 2006. "Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through (Subsequently published in "Journal of Money, Credit and Banking", Volume 4," CARF F-Series CARF-F-063, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Shin-ichi Fukuda & Sanae Ohno, 2006. "Post-crisis Exchange Rate Regimes in ASEAN:A New Empirical Test Based on Intra-daily Data (Forthcoming in "Singapore Economic Review". )," CARF F-Series CARF-F-079, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Eiji Ogawa & Michiru Sakane, 2006. "The Chinese Yuan after the Chinese Exchange Rate System Reform," Discussion papers 06019, Research Institute of Economy, Trade and Industry (RIETI).
- Naoyuki Yoshino & Sahoko Kaji & Tamon Asonuma, 2011. "Dynamic Effect of Change in Exchange Rate System -From the Fixed Exchange Rate Regime to the Basket-peg or Floating Regime," Keio/Kyoto Joint Global COE Discussion Paper Series 2011-026, Keio/Kyoto Joint Global COE Program.
- Yoshino, Naoyuki & Kaji, Sahoko & Asonuma, Tamon, 2016. "Exchange rate regime switching in Malaysia and Singapore in response to China’s move to a basket peg: A DSGE analysis," Journal of Asian Economics, Elsevier, vol. 46(C), pages 17-37.
- Aggarwal, Raj & Muckley, Cal B., 2010. "Assessing co-ordinated Asian exchange rate regimes: Proposal for a possible move towards a common currency," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(2), pages 149-165, April.
- Robert McCauley, 1999. "The Euro and the Dollar, 1998," Open Economies Review, Springer, vol. 10(1), pages 91-133, February.
- Fumiko Takeda & Katsumi Matsuura, 2003. "Exchange rate pass-through and strategic pricing: Evidence from Japanese imports of DRAMs," Economics Bulletin, AccessEcon, vol. 6(8), pages 1-13.
- SATO Kiyotaka & Shajuan ZHANG, 2019. "Do Exchange Rates Matter in Global Value Chains?," Discussion papers 19059, Research Institute of Economy, Trade and Industry (RIETI).
- Yelten, E. Sibel, 2003. "Real Effects of Movements in Nominal Exchange Rates: Application to the Asian Crisis," Journal of Applied Economics, Universidad del CEMA, vol. 6(2), pages 1-19, November.
- Takatoshi Ito, 1999.
"Capital Flows in Asia,"
NBER Working Papers
7134, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2000. "Capital Flows in Asia," NBER Chapters, in: Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, pages 255-296, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 1999. "Capital Flows in Asia," Discussion Paper Series a371, Institute of Economic Research, Hitotsubashi University.
Cited by:
- Geert Bekaert & Campbell R. Harvey, 2000.
"Capital Flows and the Behavior of Emerging Market Equity Returns,"
NBER Chapters, in: Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, pages 159-194,
National Bureau of Economic Research, Inc.
- Geert Bekaert & Campbell R. Harvey, 1998. "Capital Flows and the Behavior of Emerging Market Equity Returns," NBER Working Papers 6669, National Bureau of Economic Research, Inc.
- Sebastian Edwards & Domingo F. Cavallo & Arminio Fraga & Jacob Frenkel, 2003. "Exchange Rate Regimes," NBER Chapters, in: Economic and Financial Crises in Emerging Market Economies, pages 31-92, National Bureau of Economic Research, Inc.
- J Benson Durham, "undated". "Econometrics of the Real Effects of Cross-Border Capital Flows in Emerging Markets," QEH Working Papers qehwps52, Queen Elizabeth House, University of Oxford.
- Ronald MacDonald, 2010. "International Experiences in Operating Exchange Rate Regimes: Drawing Lessons from the United Arab Emirates," Chapters, in: Ronald MacDonald & Abdulrazak Al Faris (ed.), Currency Union and Exchange Rate Issues, chapter 6, Edward Elgar Publishing.
- Carlos Parodi Trece, 2009.
"Las Crisis Financieras: Un Marco Conceptual,"
Working Papers
09-16, Centro de Investigación, Universidad del Pacífico.
- Carlos Parodi Trece, 2011. "Las crisis financieras: un marco conceptual," Chapters of Books, in: Carlos Parodi Trece (ed.), La primera crisis financiera internacional del siglo XXI, edition 1, volume 1, chapter 1, pages 15-76, Fondo Editorial, Universidad del Pacífico.
- Xiuping Hua & Anders C. Johansson & Xun Wang, 2017.
"National and regional financial openness in China,"
Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 15(2), pages 127-140, April.
- Hua, Xiuping & Johansson, Anders C. & Wang, Xun, 2015. "National and Regional Financial Openness in China," Stockholm School of Economics Asia Working Paper Series 2015-38, Stockholm School of Economics, Stockholm China Economic Research Institute.
- Jeffrey A. Frankel & Shang-Jin Wei, 2008.
"Estimation of De Facto Exchange Rate Regimes: Synthesis of the Techniques for Inferring Flexibility and Basket Weights,"
NBER Working Papers
14016, National Bureau of Economic Research, Inc.
- Jeffrey Frankel & Shang-Jin Wei, 2008. "Estimation of De Facto Exchange Rate Regimes: Synthesis of the Techniques for Inferring Flexibility and Basket Weights," CID Working Papers 157, Center for International Development at Harvard University.
- Jeffrey Frankel & Shang-Jin Wei, 2008. "Estimation of De Facto Exchange Rate Regimes: Synthesis of the Techniques for Inferring Flexibility and Basket Weights," IMF Staff Papers, Palgrave Macmillan, vol. 55(3), pages 384-416, July.
- Frankel, Jeffrey & Wei, Shang-Jin, 2008. "Estimation of De Facto Exchange Rate Regimes: Synthesis of The Techniques for Inferring Flexibility and Basket Weights," Working Paper Series rwp08-026, Harvard University, John F. Kennedy School of Government.
- Ryuzo Miyao, 2004. "Economic Fundamentals or Financial Panic? An Empirical Study on the Origins of the Asian Crisis," Discussion Paper Series 151, Research Institute for Economics & Business Administration, Kobe University.
- OGAWA, Eiji & SHIMIZU, Junko & LUO, Pengfei, 2023.
"Effects of Us Interest Rate Hike and Global Risk on Daily Capital Flows in Emerging Market Countries,"
Hitotsubashi Journal of commerce and management, Hitotsubashi University, vol. 57(1), pages 1-31, October.
- OGAWA Eiji & SHIMIZU Junko & LUO Pengfei, 2019. "Effects of US Interest Rate Hikes and Global Risk on Daily Capital Flows in Emerging Market Countries," Discussion papers 19019, Research Institute of Economy, Trade and Industry (RIETI).
- Takatoshi Ito & Yuko Hashimoto, 2002.
"High Frequency Contagion of Currency Crises in Asia,"
NBER Working Papers
9376, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Yuko Hashimoto, 2005. "High‐Frequency Contagion of Currency Crises in Asia," Asian Economic Journal, East Asian Economic Association, vol. 19(4), pages 357-381, December.
- Andrew Powell, 2012. "The World of Forking Paths: Latin America and the Caribbean Facing Global Economic Risks," Research Department Publications 4766, Inter-American Development Bank, Research Department.
- Prema–Chandra Athukorala, 2002.
"Malaysian Trade Policy and the 2001 WTO Trade Policy Review,"
The World Economy, Wiley Blackwell, vol. 25(9), pages 1297-1317, September.
- Athukorala, Prema-chandra & Sen, Kunal, 2002. "Malaysian Trade Policy and the 2001 WTO Trade Policy Review," Departmental Working Papers 2002-07, The Australian National University, Arndt-Corden Department of Economics.
- Durham, J.B.J. Benson, 2004. "Absorptive capacity and the effects of foreign direct investment and equity foreign portfolio investment on economic growth," European Economic Review, Elsevier, vol. 48(2), pages 285-306, April.
- Al-Abri, Almukhtar & Baghestani, Hamid, 2015. "Foreign investment and real exchange rate volatility in emerging Asian countries," Journal of Asian Economics, Elsevier, vol. 37(C), pages 34-47.
- Henri Bernard & Joseph Bisignano, 2000. "Information, liquidity and risk in the international interbank market: implicit guarantees and private credit market failure," BIS Working Papers 86, Bank for International Settlements.
- Bofinger, Peter & Wollmershäuser, Timo, 2000.
"Options For The Exchange Rate Policies Of The EU Accession Countries (And Other Emerging Market Economies),"
CEPR Discussion Papers
2379, C.E.P.R. Discussion Papers.
- Bofinger, Peter & Wollmershäuser, Timo, 2000. "Options for the exchange rate policies in the EU accession countries (and other emerging market economies)," W.E.P. - Würzburg Economic Papers 13, University of Würzburg, Department of Economics.
- Su Zhou, 1998. "Exchange rate systems and linkages in the pacific basin," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 26(1), pages 66-84, March.
- Schmidt, Christian W. & Broll, Udo, 2008.
"The effect of exchange rate risk on U.S. foreign direct investment: An empirical analysis,"
MPRA Paper
10713, University Library of Munich, Germany.
- Schmidt, Christian W. & Broll, Udo, 2008. "The effect of exchange rate risk on US foreign direct investment: an empirical analysis," Dresden Discussion Paper Series in Economics 09/08, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Brahima Coulibaly & Jonathan N. Millar, 2008. "The Asian financial crisis, uphill flow of capital, and global imbalances: evidence from a micro study," International Finance Discussion Papers 942, Board of Governors of the Federal Reserve System (U.S.).
- MIYAO Ryuzo, 2002. "Another Look at Origins of the Asian Crisis: Tests of External Borrowing Constraints," ESRI Discussion paper series 011, Economic and Social Research Institute (ESRI).
- Muge Adalet, 2009. "Were Universal Banks More Vulnerable to Banking Failures? Evidence From the 1931 German Banking Crisis," Koç University-TUSIAD Economic Research Forum Working Papers 0911, Koc University-TUSIAD Economic Research Forum.
- Lillian Cheung & Chi-Sang Tam, 2009. "Role of Credit in Equity Market Booms and Busts," Working Papers 0904, Hong Kong Monetary Authority.
- Saoussen Ben Gamra, 2009. "Marchés obligataires et stabilité financière: L'expérience asiatique," CEPN Working Papers hal-00574161, HAL.
- Saoussen Ben Gamra, 2009. "Marchés obligataires et stabilité financière: L'expérience asiatique," Working Papers hal-00574161, HAL.
- de Boyrie Maria E, 2010. "Structural Changes, Causality, and Foreign Direct Investments: Evidence from the Asian Crises of 1997," Global Economy Journal, De Gruyter, vol. 9(4), pages 1-40, January.
- Sebastian Edwards, 1999. "Crisis Prevention: Lessons from Mexico and East Asia," NBER Working Papers 7233, National Bureau of Economic Research, Inc.
- Jeon, Bang Nam, 2012. "Progress and prospects of regional financial arrangements and cooperation in East Asia: a critical survey," MPRA Paper 36621, University Library of Munich, Germany.
- Assaf Razin & Mr. Ashoka Mody & Efraim Sadka, 2003.
"The Role of Information in Driving FDI Flows: Host-Country Transparency and Source-Country Specialization,"
IMF Working Papers
2003/148, International Monetary Fund.
- Ashoka Mody & Assaf Razin & Efraim Sadka, 2003. "The Role of Information in Driving FDI Flows: Host-Country Tranparency and Source Country Specialization," NBER Working Papers 9662, National Bureau of Economic Research, Inc.
- J Benson Durham, "undated". "Time-Series Econometrics of the Real and Financial Effects of Capital Flows: Selected Cases in Africa and Southern Asia," QEH Working Papers qehwps56, Queen Elizabeth House, University of Oxford.
- Shang-Jin Wei & Zhiwei Zhang, 2007.
"Collateral Damage: Exchange Controls and International Trade,"
NBER Working Papers
13020, National Bureau of Economic Research, Inc.
- Wei, Shang-Jin & Zhang, Zhiwei, 2007. "Collateral damage: Exchange controls and international trade," Journal of International Money and Finance, Elsevier, vol. 26(5), pages 841-863, September.
- Mr. Zhiwei Zhang & Shang-Jin Wei, 2007. "Collateral Damage: Exchange Controls and International Trade," IMF Working Papers 2007/008, International Monetary Fund.
- Chowdhry, Bhagwan & Goyal, Amit, 2000. "Understanding the financial crisis in Asia," Pacific-Basin Finance Journal, Elsevier, vol. 8(2), pages 135-152, May.
- Robert E. Lipsey, 2001. "Foreign Direct Investors in Three Financial Crises," NBER Working Papers 8084, National Bureau of Economic Research, Inc.
- Bofinger, Peter & Wollmershäuser, Timo, 2000. "Monetary policy and exchange rate targeting in open economies," W.E.P. - Würzburg Economic Papers 14, University of Würzburg, Department of Economics.
- J Benson Durham, "undated". "A Survey of the Econometric Literature on the Real Effects of International Capital Flows in Lower Income Countries," QEH Working Papers qehwps50, Queen Elizabeth House, University of Oxford.
- SHIBUYA Hiroshi, 2001. "Economic Takeoff and Capital Flight," ESRI Discussion paper series 008, Economic and Social Research Institute (ESRI).
- Takatoshi Ito & Keisuke Orii, 2009. "Early Warning Systems of Currency Crises," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 5(1), pages 1-24, October.
- Reuven Glick & Michael Hutchison, "undated". "Stopping "Hot Money" or Signaling Bad Policy? Capital Controls and the Onset of Currency Crises," EPRU Working Paper Series 00-14, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Chakraborty, Chandana & Rawlins, Glenville, 2004. "Financial resource flows, macro policy response, and the socio-economic environment: the experience of Latin America and East Asia," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(4), pages 469-489, September.
- Christian Schmidt & Udo Broll, 2009. "Real exchange-rate uncertainty and US foreign direct investment: an empirical analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 145(3), pages 513-530, October.
- Eiji Ogawa & Lijian Sun, 2001. "How Were Capital Inflows Stimulated under the Dollar Peg System?," NBER Chapters, in: Regional and Global Capital Flows: Macroeconomic Causes and Consequences, pages 151-190, National Bureau of Economic Research, Inc.
- Sylvia Gottschalk & Stephen Hall, 2008. "Foreign direct investment and exchange rate uncertainty in South-East Asia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(4), pages 349-359.
- Sherry L. Kiser & Jahyeong Koo, 2001. "Recovery from a financial crisis: the case of South Korea," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q IV, pages 24-36.
- Ms. Renu Kohli, 2001. "Capital Flows and Their Macroeconomic Effects in India," IMF Working Papers 2001/192, International Monetary Fund.
- Yuko Hashimoto & Takatoshi Ito, 2004. "High-Frequency Contagion Between the Exchange Rates and Stock Prices," NBER Working Papers 10448, National Bureau of Economic Research, Inc.
- Christian Saborowski, 2009. "Capital Inflows and the Real Exchange Rate: Can Financial Development Cure the Dutch Disease?," IMF Working Papers 2009/020, International Monetary Fund.
- B. Andreosso‐O’Callaghan & Denis Kan, 2007. "Analysis Of The Current Account Position Of Four Asian Countries Before The 1997 Crisis," Pacific Economic Review, Wiley Blackwell, vol. 12(1), pages 47-61, February.
- Juthathip Jongwanich, 2008. "Real exchange rate overvaluation and currency crisis: evidence from Thailand," Applied Economics, Taylor & Francis Journals, vol. 40(3), pages 373-382.
- Yum K. Kwan & Francis T. Lui, 2004. "Les régimes de caisse d’émission sont-ils performants ? Le cas de Hong-Kong," Revue d'Économie Financière, Programme National Persée, vol. 75(2), pages 153-178.
- Brixiova, Zuzana & Vartia, Laura & Wörgötter, Andreas, 2010. "Capital flows and the boom-bust cycle: The case of Estonia," Economic Systems, Elsevier, vol. 34(1), pages 55-72, March.
- Robert McCauley, 1999. "The Euro and the Dollar, 1998," Open Economies Review, Springer, vol. 10(1), pages 91-133, February.
- Byung Chan Ahn, 2008. "Capital flows and effects on financial markets in Korea: developments and policy responses," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial globalisation and emerging market capital flows, volume 44, pages 305-320, Bank for International Settlements.
- Janus, Thorsten & Riera-Crichton, Daniel, 2013. "International gross capital flows: New uses of balance of payments data and application to financial crises," Journal of Policy Modeling, Elsevier, vol. 35(1), pages 16-28.
- Hashimoto, Yuko, 2003. "An empirical test of likelihood and timing of speculative attacks: the case of Malaysia and Singapore," Japan and the World Economy, Elsevier, vol. 15(2), pages 245-259, April.
- Eric Van Wincoop & Kei-Mu Yi, 2000. "Asia crisis postmortem: where did the money go and did the United States benefit?," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 51-70.
- Takatoshi Ito & Yuri Nagataki Sasaki, 1998.
"Impacts of the Basle Capital Standard on Japanese Banks' Behavior,"
Discussion Paper Series
a356, Institute of Economic Research, Hitotsubashi University.
- Ito, Takatoshi & Sasaki, Yuri Nagataki, 2002. "Impacts of the Basle Capital Standard on Japanese Banks' Behavior," Journal of the Japanese and International Economies, Elsevier, vol. 16(3), pages 372-397, September.
- Takatoshi Ito & Yuri Nagatake Sasaki, 1998. "Impacts of the Basle Capital Standard on Japanese Banks' Behavior," NBER Working Papers 6730, National Bureau of Economic Research, Inc.
Cited by:
- Quang Thi Thieu Nguyen & Christopher Gan & Zhaohua Li, 2020. "Capital regulation and bank balance sheet adjustments: a simultaneous approach," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(2), pages 1563-1599, June.
- Gual, Jordi, 1999. "Deregulation, integration and market structure in European banking," IESE Research Papers D/397, IESE Business School.
- Masami Imai, 2006.
"The Emergence of Market Monitoring in Japanese Banks: Evidence from the Subordinated Debt Market,"
Wesleyan Economics Working Papers
2006-008, Wesleyan University, Department of Economics.
- Imai, Masami, 2007. "The emergence of market monitoring in Japanese banks: Evidence from the subordinated debt market," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1441-1460, May.
- Iwatsubo, Kentaro, 2007.
"Bank capital shocks and portfolio risk: Evidence from Japan,"
Japan and the World Economy, Elsevier, vol. 19(2), pages 166-186, March.
- Iwatsubo, Kentaro & 岩壷, 健太郎 & イワツボ, ケンタロウ, 2005. "Bank Capital Shocks and Portfolio Risk: Evidence from Japan," CEI Working Paper Series 2004-24, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Donsyah Yudistira, 2002. "The Impact of Bank Capital Requirements in Indonesia," Finance 0212002, University Library of Munich, Germany, revised 18 May 2003.
- Gual, Jordi, 1999. "Deregulation, Integration and Market Structure in European Banking," CEPR Discussion Papers 2288, C.E.P.R. Discussion Papers.
- Imai, Masami, 2019. "Regulatory responses to banking crisis: Lessons from Japan," Global Finance Journal, Elsevier, vol. 39(C), pages 10-16.
- Maria Concetta Chiuri & Giovanni Ferri & Giovanni Majnoni, 2000.
"The Macroeconomic Impact Of Bank Capital Requirements In Emerging Economies: Past Evidence To Assess The Future,"
SERIES
0002, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Sep 2000.
- Concetta Chiuri, Maria & Ferri, Giovanni & Majnoni, Giovanni, 2002. "The macroeconomic impact of bank capital requirements in emerging economies: Past evidence to assess the future," Journal of Banking & Finance, Elsevier, vol. 26(5), pages 881-904, May.
- Chiuri, Maria Concetta & Ferri, Giovanni & Majnoni, Giovanni, 2001. "The macroeconomic impact of bank capital requirements in emerging economies - past evidence to assess the future," Policy Research Working Paper Series 2605, The World Bank.
- Brana, Sophie & Lahet, Delphine, 2009. "Capital requirement and financial crisis: The case of Japan and the 1997 Asian crisis," Japan and the World Economy, Elsevier, vol. 21(1), pages 97-104, January.
- WATANABE Wako, 2007. "How Do Relationship Lenders Price Loans to Small Firms?: "Hold-Up" Costs, Transparency, and Private and Public Security," Discussion papers 07058, Research Institute of Economy, Trade and Industry (RIETI).
- Hiroyuki Kasahara & Yasuyuki Sawada & Michio Suzuki, 2023.
"The Effect of Bank Recapitalization Policy on Credit Allocation, Investment, and Productivity: Evidence from a Banking Crisis in Japan,"
CESifo Working Paper Series
10622, CESifo.
- Kasahara, Hiroyuki & Sawada, Yasuyuki & Suzuki, Michio, 2024. "The effect of bank recapitalization policy on credit allocation, investment, and productivity: Evidence from a banking crisis in Japan," Journal of Banking & Finance, Elsevier, vol. 158(C).
- Hiroyuki Kasahara & Yasuyuki Sawada & Michio Suzuki, 2023. "The Effect of Bank Recapitalization Policy on Credit Allocation, Investment, and Productivity: Evidence from a Banking Crisis in Japan," CIRJE F-Series CIRJE-F-1218, CIRJE, Faculty of Economics, University of Tokyo.
- Hiroyuki Kasahara & Yasuyuki Sawada & Michio Suzuki, 2023. "The Effect of Bank Recapitalization Policy on Credit Allocation, Investment, and Productivity: Evidence from a Banking Crisis in Japan," TUPD Discussion Papers 43, Graduate School of Economics and Management, Tohoku University.
- Florina-Cristina Badarau & Grégory Levieuge, 2011.
"Assessing the Effects of Financial Heterogeneity in a Monetary Union : A DSGE Approach,"
Working Papers
hal-00641984, HAL.
- Badarau, Cristina & Levieuge, Grégory, 2011. "Assessing the effects of financial heterogeneity in a monetary union a DSGE approach," Economic Modelling, Elsevier, vol. 28(6), pages 2451-2461.
- Christina Badarau & Grégory Levieuge, 2011. "Assessing the Effects of Financial Heterogeneity in a Monetary Union : A DSGE Approach," Larefi Working Papers 1108, Larefi, Université Bordeaux 4.
- Kleff, Volker, 2005. "Capital policy of German savings banks: a survey," ZEW Discussion Papers 05-63, ZEW - Leibniz Centre for European Economic Research.
- Hitoshi Inoue, 2010. "Capital Adequacy Requirements And The Financial Accelerator Caused By Bank Capital," The Japanese Economic Review, Japanese Economic Association, vol. 61(3), pages 382-407, September.
- Ali Awdeh & Chawki EL-Moussawi, 2021. "Capital requirements, institutional quality and credit crunch in the MENA region," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 17(8), pages 1909-1925, January.
- Arikawa Yasuhiro & Miyajima Hideaki, 2005. "Relationship Banking in post Bubble Japan: Co-existence of soft-and hard budget constraint," Discussion papers 05015, Research Institute of Economy, Trade and Industry (RIETI).
- Abdul RASHID* & Muhammad KHALID**, 2018. "An Assessment Of Bank Capital Effects On Bank-Risk-Taking In Pakistan," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 28(2), pages 213-234.
- Yasuyuki Sawada & Kazumitsu Nawata & Masako Ii & Mark J. Lee, 2011.
"Did the Financial Crisis in Japan Affect Household Welfare Seriously?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 297-324, March.
- Yasuyuki Sawada & Kazumitsu Nawata & Masako Ii & Mark J. Lee, 2011. "Did the Financial Crisis in Japan Affect Household Welfare Seriously?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(2‐3), pages 297-324, March.
- Yasuyuki Sawada & Kazumitsu Nawata & Masako Ii & Mark J. Lee, 2010. "Did the Financial Crisis in Japan Affect Household Welfare Seriously?," Working Papers 2010-11, Towson University, Department of Economics, revised Apr 2010.
- Spiegel, M.M. & Yamori, N., 2000.
"Financial Turbulence and the Japanese Main Bank Relationship,"
Papers
pb00-04, Economisch Institut voor het Midden en Kleinbedrijf-.
- Mark Spiegel & Nobuyoshi Yamori, 2003. "Financial Turbulence and the Japanese Main Bank Relationship," Journal of Financial Services Research, Springer;Western Finance Association, vol. 23(3), pages 205-223, June.
- Katsutoshi Shimizu, 2009. "The Behavior of Japanese banks in the 1990s and Government Intervention for the Financial crisis," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 5(2), pages 229-254, November.
- Ricardo J. Caballero & Takeo Hoshi & Anil K. Kashyap, 2006.
"Zombie Lending and Depressed Restructuring in Japan,"
NBER Working Papers
12129, National Bureau of Economic Research, Inc.
- Caballero, Ricardo J. & Hoshi, Takeo & Kashyap, Anil K., 2006. "Zombie Lending and Depressed Restructuring in Japan," Working Papers 206, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
- Ricardo J. Caballero & Takeo Hoshi & Anil K. Kashyap, 2008. "Zombie Lending and Depressed Restructuring in Japan," American Economic Review, American Economic Association, vol. 98(5), pages 1943-1977, December.
- Weber, Martin & Kleff, Volker, 2003. "How Do Banks Determine Capital? Empirical Evidence for Germany," ZEW Discussion Papers 03-66, ZEW - Leibniz Centre for European Economic Research.
- MIYAKAWA Daisuke & TAKIZAWA Miho, 2015. "Capital Supply Channel through Venture Capitals: Evidence from matched data," Discussion papers 15141, Research Institute of Economy, Trade and Industry (RIETI).
- Rubi Ahmad & Mohamed Albaity, 2019. "The Determinants of Bank Capital for East Asian Countries," Global Business Review, International Management Institute, vol. 20(6), pages 1311-1323, December.
- Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda, 2007. "Assessments of the program for financial revival of the Japanese banks," Applied Financial Economics, Taylor & Francis Journals, vol. 17(11), pages 901-912.
- Harada, Kimie & Ito, Takatoshi, 2011.
"Did mergers help Japanese mega-banks avoid failure? Analysis of the distance to default of banks,"
Journal of the Japanese and International Economies, Elsevier, vol. 25(1), pages 1-22, March.
- Kimie Harada & Takatoshi Ito, 2008. "Did Mergers Help Japanese Mega-Banks Avoid Failure? Analysis of the Distance to Default of Banks," NBER Working Papers 14518, National Bureau of Economic Research, Inc.
- Motegi, Kaiji & Sadahiro, Akira, 2018. "Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approach," The North American Journal of Economics and Finance, Elsevier, vol. 43(C), pages 118-128.
- Patrick Van Roy, 2008. "Capital Requirements and Bank Behaviour in the Early 1990: Cross-Country Evidence," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 29-60, September.
- Kraft, Evan & Jankov, Ljubinko, 2005. "Does speed kill? Lending booms and their consequences in Croatia," Journal of Banking & Finance, Elsevier, vol. 29(1), pages 105-121, January.
- Kazuo Ogawa, 2007. "Credit Allocation of Japanese Banks in the 1990s: Evidence from the Short-term Economic Survey of Enterprises," ISER Discussion Paper 0680, Institute of Social and Economic Research, Osaka University.
- Hiroyuki Kasahara & Yasuyuki Sawada & Michio Suzuki, 2016. "Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from the Australian Dollar and the NZ Dollar," CIRJE F-Series CIRJE-F-1033, CIRJE, Faculty of Economics, University of Tokyo.
- HOSONO Kaoru & MIYAKAWA Daisuke, 2014. "Business Cycles, Monetary Policy, and Bank Lending: Identifying the bank balance sheet channel with firm-bank match-level loan data," Discussion papers 14026, Research Institute of Economy, Trade and Industry (RIETI).
- Claudio Borio & Haibin Zhu, 2008.
"Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism?,"
BIS Working Papers
268, Bank for International Settlements.
- Borio, Claudio & Zhu, Haibin, 2012. "Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?," Journal of Financial Stability, Elsevier, vol. 8(4), pages 236-251.
- Hiroyuki Kasahara & Yasuyuki Sawada & Michio Suzuki, 2016.
"The Effect of Bank Recapitalization Policy on Corporate Investment: Evidence from a Banking Crisis in Japan,"
CARF F-Series
CARF-F-399, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Kasahara, Hiroyuki & Sawada, Yasuyuki & Suzuki, Michio, 2018. "The Effect of Bank Recapitalization Policy on Corporate Investment: Evidence from a Banking Crisis in Japan," RCESR Discussion Paper Series DP18-2, Research Center for Economic and Social Risks, Institute of Economic Research, Hitotsubashi University.
- Masami Imai & Seitaro Takarabe, 2009.
"Transmission of Liquidity Shock to Bank Credit: Evidence from the Deposit Insurance Reform in Japan,"
Wesleyan Economics Working Papers
2009-001, Wesleyan University, Department of Economics.
- Imai, Masami & Takarabe, Seitaro, 2011. "Transmission of liquidity shock to bank credit: Evidence from the deposit insurance reform in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 25(2), pages 143-156, June.
- Honda, Yuzo, 2004. "Bank capital regulations and the transmission mechanism," Journal of Policy Modeling, Elsevier, vol. 26(6), pages 675-688, September.
- Gual, Jordi, 1999. "Deregulation, Integration, and Market Structure in European Banking," Journal of the Japanese and International Economies, Elsevier, vol. 13(4), pages 372-396, December.
- Ogawa, Kazuo, 2011. "Balance sheet deterioration and credit allocations: Japanese evidence from the short-term economic survey of enterprises," Japan and the World Economy, Elsevier, vol. 23(2), pages 86-96, March.
- Giebel, Marek & Kraft, Kornelius, 2021. "Subsidies and innovation in the recent financial crisis," ZEW Discussion Papers 21-097, ZEW - Leibniz Centre for European Economic Research.
- Frank Westermann, 2003. "Zur Kreditklemme: Ein Vergleich zwischen Japan und Deutschland," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(01), pages 33-37, January.
- Hussein, Kassim, 2010. "Bank level stability factors and consumer confidence – a comparative study of Islamic and conventional banks’ product mix," MPRA Paper 21800, University Library of Munich, Germany.
- Hiroyuki Aman & Hironobu Miyazaki, 2009. "Valuation effects of new equity issues by banks: evidence from Japan," Applied Financial Economics, Taylor & Francis Journals, vol. 19(8), pages 635-645.
- Sami Ben Naceur & Magda Kandil, 2013.
"Has The Basel Capital Requirement Caused Credit Crunch In The Mena Region?,"
Middle East Development Journal (MEDJ), World Scientific Publishing Co. Pte. Ltd., vol. 5(02), pages 1-33.
- Sami Ben Naceur & Magda Kandil, 2013. "Has the Basel Capital Requirement Caused Credit Crunch in the Mena Region?," Middle East Development Journal, Taylor & Francis Journals, vol. 5(2), pages 1350014-131, January.
- Cyrille Lacu, 2000. "Les ressorts de la crise financière majeure de 1997-98 au Japon : de la responsabilité du politique à l’action du superviseur," Revue d'Économie Financière, Programme National Persée, vol. 56(1), pages 77-125.
- Shin-Ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima, 2006. "Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies under Financial Distress," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 11(4), pages 482-501.
- Kazuo Ogawa, 2003. "Financial Distress and Corporate Investment: The Japanese Case in the 90s," ISER Discussion Paper 0584, Institute of Social and Economic Research, Osaka University.
- Dawen Yan & Xiaohui Zhang & Mingzheng Wang, 2021. "A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations," Annals of Operations Research, Springer, vol. 299(1), pages 659-710, April.
- Jong-Wha Lee & Mr. Eduardo Borensztein, 2000.
"Financial Crisis and Credit Crunch in Korea: Evidence From Firm-Level Data,"
IMF Working Papers
2000/025, International Monetary Fund.
- Borensztein, Eduardo & Lee, Jong-Wha, 2002. "Financial crisis and credit crunch in Korea: evidence from firm-level data," Journal of Monetary Economics, Elsevier, vol. 49(4), pages 853-875, May.
- Mingwei Yuan & Christian Zimmermann, 2000. "Financial Intermediation with Heterogeneous Projects: An Application to the Japanese Credit Crunch," Cahiers de recherche CREFE / CREFE Working Papers 115, CREFE, Université du Québec à Montréal.
- Douglas W. Diamond, 2001. "Should banks be capitalized?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 71-96.
- Michael M. Hutchison & Takatoshi Ito & Frank Westermann, 2005. "The Great Japanese Stagnation: Lessons for Industrial Countries," EPRU Working Paper Series 05-13, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Kimie Harada & Takatoshi Ito & Shuhei Takahashi, 2010. "Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies," NBER Working Papers 16182, National Bureau of Economic Research, Inc.
- Yung-Ho Chiu & Chyanlong Jan & Da-Bai Shen & Pen-Chun Wang, 2008. "Efficiency and capital adequacy in Taiwan banking: BCC and super-DEA estimation," The Service Industries Journal, Taylor & Francis Journals, vol. 28(4), pages 479-496, May.
- Shimizu, Katsutoshi, 2006. "How can we effectively resolve the financial crisis: Empirical evidence on the bank rehabilitation plan of the Japanese government," Pacific-Basin Finance Journal, Elsevier, vol. 14(2), pages 119-134, April.
- Ishikawa, Daisuke & Tsutsui, Yoshiro, 2013. "Credit crunch and its spatial differences in Japan's lost decade: What can we learn from it?," Japan and the World Economy, Elsevier, vol. 28(C), pages 41-52.
- Hosono, Kaoru, 2006. "The transmission mechanism of monetary policy in Japan: Evidence from banks' balance sheets," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 380-405, September.
- Harada, Kimie & Ito, Takatoshi & Takahashi, Shuhei, 2013. "Is the Distance to Default a good measure in predicting bank failures? A case study of Japanese major banks," Japan and the World Economy, Elsevier, vol. 27(C), pages 70-82.
- Skinner, Douglas J., 2008. "The rise of deferred tax assets in Japan: The role of deferred tax accounting in the Japanese banking crisis," Journal of Accounting and Economics, Elsevier, vol. 46(2-3), pages 218-239, December.
- Bojan Markovic, 2006. "Bank capital channels in the monetary transmission mechanism," Bank of England working papers 313, Bank of England.
- Nguyen, Quang Thi Thieu & Gan, Christopher & Li, Zhaohua, 2019. "Bank capital regulation: How do Asian banks respond?," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
- Graham Elliott & Takatoshi Ito, 1998.
"Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market,"
Discussion Paper Series
a347, Institute of Economic Research, Hitotsubashi University.
- Elliott, Graham & Ito, Takatoshi, 1999. "Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market," Journal of Monetary Economics, Elsevier, vol. 43(2), pages 435-456, April.
- Elliott, Graham & ITO, TAKATOSHI, 1998. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market," University of California at San Diego, Economics Working Paper Series qt5wm0q8mz, Department of Economics, UC San Diego.
Cited by:
- Reitz, Stefan & Rülke, Jan & Stadtmann, Georg, 2012. "Nonlinear Expectations in Speculative Markets," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62045, Verein für Socialpolitik / German Economic Association.
- Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010.
"Exchange rate forecasting, order flow and macroeconomic information,"
Journal of International Economics, Elsevier, vol. 80(1), pages 72-88, January.
- Dagfinn Rime & Lucio Sarno & Elvira Sojli, 2007. "Exchange rate forecasting, order flow and macroeconomic information," Working Paper 2007/02, Norges Bank.
- Sarno, Lucio & Rime, Dagfinn & Sojli, Elvira, 2009. "Exchange Rate Forecasting, Order Flow and Macroeconomic Information," CEPR Discussion Papers 7225, C.E.P.R. Discussion Papers.
- Michel Beine & Agnes Bénassy-Quéré & Ronald MacDonald, 2007.
"The impact of Central Bank intervention on exchange rate forecasts heterogeneity,"
ULB Institutional Repository
2013/10423, ULB -- Universite Libre de Bruxelles.
- Michel Beine & Agnès Bénassy-Quéré & Estelle Dauchy & Ronald MacDonald, 2002. "The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity," Working Papers 2002-04, CEPII research center.
- M. Beine & A. Bénassy-Quéré & E. Dauchy & R. MacDonald, 2002. "The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity," THEMA Working Papers 2002-22, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Beine, Michel & Benassy-Quere, Agnes & MacDonald, Ronald, 2007. "The impact of central bank intervention on exchange-rate forecast heterogeneity," Journal of the Japanese and International Economies, Elsevier, vol. 21(1), pages 38-63, March.
- Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg, 2012.
"Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters,"
Discussion Papers
311, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg, 2012. "Nonlinear expectations in speculative markets – Evidence from the ECB survey of professional forecasters," Journal of Economic Dynamics and Control, Elsevier, vol. 36(9), pages 1349-1363.
- Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg, 2012. "Nonlinear expectations in speculative markets - Evidence from the ECB survey of professional forecasters," Discussion Papers on Economics 1/2012, University of Southern Denmark, Department of Economics.
- Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg, 2011. "Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters," Kiel Working Papers 1706, Kiel Institute for the World Economy (IfW Kiel).
- Ken Miyajima, 2013. "Foreign exchange intervention and expectation in emerging economies," BIS Working Papers 414, Bank for International Settlements.
- Ken Miyajima & Carlos Montoro, 2013. "Impact of foreign exchange interventions on exchange rate expectations," BIS Papers chapters, in: Bank for International Settlements (ed.), Sovereign risk: a world without risk-free assets?, volume 73, pages 39-54, Bank for International Settlements.
- Philippe Bacchetta & Eric van Wincoop, 2003.
"Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?,"
Working Papers
03.02, Swiss National Bank, Study Center Gerzensee.
- Eric van Wincoop & Philippe Bacchetta, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," NBER Working Papers 9498, National Bureau of Economic Research, Inc.
- Eric van Wincoop & Philippe Bacchetta, 2004. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," Econometric Society 2004 North American Winter Meetings 628, Econometric Society.
- Philippe Bacchetta & Eric Van Wincoop, 2006. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," American Economic Review, American Economic Association, vol. 96(3), pages 552-576, June.
- Bacchetta, Philippe & van Wincoop, Eric, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," CEPR Discussion Papers 3808, C.E.P.R. Discussion Papers.
- Sager, Michael & Taylor, Mark P., 2014. "Generating currency trading rules from the term structure of forward foreign exchange premia," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 230-250.
- mamatzakis, e & Christodoulakis, G, 2013.
"Behavioural Asymmetries in the G7 Foreign Exchange Market,"
MPRA Paper
51615, University Library of Munich, Germany.
- Christodoulakis, George & Mamatzakis, Emmanuel, 2013. "Behavioural asymmetries in the G7 foreign exchange market," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 261-270.
- Fritsche, Ulrich & Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2015.
"Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding,"
International Journal of Forecasting, Elsevier, vol. 31(1), pages 130-139.
- Ulrich Fritsche & Christian Pierdzioch & Jan-Christoph Ruelke & Georg Stadtmann, 2012. "Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding," Macroeconomics and Finance Series 201202, University of Hamburg, Department of Socioeconomics.
- Andrade, Sandro C. & Kohlscheen, Emanuel, 2010.
"Pessimistic Foreign Investors and Turmoil in Emerging Markets: The Case of Brazil in 2002,"
Economic Research Papers
271181, University of Warwick - Department of Economics.
- Andrade, Sandro C. & Kohlscheen, Emanuel, 2010. "Pessimistic Foreign Investors and Turmoil in Emerging Markets : The Case of Brazil in 2002," The Warwick Economics Research Paper Series (TWERPS) 926, University of Warwick, Department of Economics.
- Sandro C. Andrade & Emanuel Kohlscheen, 2010. "Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002," Working Papers Series 211, Central Bank of Brazil, Research Department.
- Jan Christoph Ruelke & Christian Pierdzioch & Georg Stadtmann, 2012.
"On the internal consistency of short-term, medium-term and long-term oil price forecasts,"
Applied Economics, Taylor & Francis Journals, vol. 44(21), pages 2757-2765, July.
- Jan Christoph Ruelke & Christian Pierdzioch & Georg Stadtmann, 2012. "On the internal consistency of short-term, medium-term and long-term oil price forecasts," Applied Economics, Taylor & Francis Journals, vol. 44(21), pages 2757-2765, July.
- Jan Christoph Ruelke & Christian Pierdzioch & Georg Stadtmann, 2011. "On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts," Post-Print hal-00708542, HAL.
- Christian Pierdzioch & JanChristoph Rülke & Georg Stadtmann, 2011. "On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts," WHU Working Paper Series - Economics Group 11-02, WHU - Otto Beisheim School of Management.
- Cheolbeom Park & Sookyung Park, 2014.
"Can Monetary Policy Cause the Uncovered Interest Parity Puzzle?,"
Discussion Paper Series
1404, Institute of Economic Research, Korea University.
- Park, Cheolbeom & Park, Sookyung, 2017. "Can monetary policy cause the uncovered interest parity puzzle?," Japan and the World Economy, Elsevier, vol. 41(C), pages 34-44.
- Domenico Colucci & Vincenzo Valori, 2008.
"Asset Price Dynamics When Behavioural Heterogeneity Varies,"
Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 3-20, September.
- Domenico Colucci & Vincenzo Valori, 2006. "Asset price dynamics when behavioural heterogeneity varies," Working Papers - Mathematical Economics 2006-01, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Hamid Baghestani, 2010. "Evaluating Blue Chip forecasts of the trade-weighted dollar exchange rate," Applied Financial Economics, Taylor & Francis Journals, vol. 20(24), pages 1879-1889.
- Menkhoff, Lukas & Rebitzky, Rafael & Schröder, Michael, 2005.
"Do Dollar Forecasters Believe too Much in PPP?,"
Hannover Economic Papers (HEP)
dp-321, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Lukas Menkhoff & Rafael Rebitzky & Michael Schroder, 2008. "Do dollar forecasters believe too much in PPP?," Applied Economics, Taylor & Francis Journals, vol. 40(3), pages 261-270.
- Audretsch, David B. & Stadtmann, Georg, 2005.
"Biases in FX-forecasts: Evidence from panel data,"
Global Finance Journal, Elsevier, vol. 16(1), pages 99-111, August.
- Audretsch, David B. & Stadtmann, Georg, 2005. "Biases in FX-Forecasts: Evidence from Panel Data," Research Notes 19, Deutsche Bank Research.
- Chortareas, Georgios & Jitmaneeroj, Boonlert & Wood, Andrew, 2012. "Forecast rationality and monetary policy frameworks: Evidence from UK interest rate forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(1), pages 209-231.
- Philippe Bacchetta & Eric van Wincoop, 2005. "Can Information Heterogeneity Explain the Exchange Rate Determination?," FAME Research Paper Series rp155, International Center for Financial Asset Management and Engineering.
- Beber, Alessandro & Fabbri, Daniela, 2012. "Who times the foreign exchange market? Corporate speculation and CEO characteristics," Journal of Corporate Finance, Elsevier, vol. 18(5), pages 1065-1087.
- Christian Wolff & Ron Jongen & Willem F.C. Verschoor, 2009.
"Time-Variation in Term Permia: International Survey-Based Evidence,"
LSF Research Working Paper Series
09-02, Luxembourg School of Finance, University of Luxembourg.
- Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P., 2011. "Time-variation in term premia: International survey-based evidence," Journal of International Money and Finance, Elsevier, vol. 30(4), pages 605-622, June.
- Christian Pierdzioch & Jan-Christoph Rülke & Georg Stadtmann, 2012.
"Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd?,"
The Journal of Real Estate Finance and Economics, Springer, vol. 45(3), pages 754-773, October.
- Pierdzioch, Christian & Rülke, Jan Christoph & Stadtmann, Georg, 2012. "Housing starts in Canada, Japan, and the United States: Do forecasters herd?," Discussion Papers 320, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg, 2009.
"Are oil price forecasters finally right? Regressive expectations toward more fundamental values of the oil price,"
Discussion Paper Series 1: Economic Studies
2009,32, Deutsche Bundesbank.
- Stefan Reitz & Jan-Christoph Rülke & Georg Stadtmann, 2009. "Are oil-price-forecasters finally right? – Regressive expectations towards more fundamental values of the oil price," WHU Working Paper Series - Economics Group 09-04, WHU - Otto Beisheim School of Management.
- Reitz, Stefan & Ruelke, Jan & Stadtmann, Georg, 2009. "Are oil-price-forecasters finally right? -- Regressive expectations towards more fundamental values of the oil price," MPRA Paper 15607, University Library of Munich, Germany.
- Bokhyeon Baik & Cheolbeom Park, 2003. "Dispersion of analysts' expectations and the cross-section of stock returns," Applied Financial Economics, Taylor & Francis Journals, vol. 13(11), pages 829-839.
- Yuhyeon Bak & Cheolbeom Park, 2020.
"Exchange Rate Predictability, Risk Premiums, and Predictive System,"
Discussion Paper Series
2006, Institute of Economic Research, Korea University.
- Bak, Yuhyeon & Park, Cheolbeom, 2022. "Exchange rate predictability, risk premiums, and predictive system," Economic Modelling, Elsevier, vol. 116(C).
- Melvin, Michael & Prins, John & Shand, Duncan, 2013.
"Forecasting Exchange Rates: an Investor Perspective,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 721-750,
Elsevier.
- Michael Melvin & John Prins & Duncan Shand, 2013. "Forecasting Exchange Rates: An Investor Perspective," CESifo Working Paper Series 4238, CESifo.
- Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009.
"Exchange Rate Forecasters' Performance: Evidence of Skill?,"
CESifo Working Paper Series
2615, CESifo.
- Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009. "Exchange rate forecasters’ performance: evidence of skill?," Working Papers 2009_13, Business School - Economics, University of Glasgow.
- Michael Frenkel & Matthias Mauch & Jan-Christoph Rülke, 2017. "Forecaster Rationality and Expectation Formation in Foreign Exchange Markets: Do Emerging Markets Differ from Industrialized Economies?," WHU Working Paper Series - Economics Group 17-04, WHU - Otto Beisheim School of Management.
- Dick, Christian D. & MacDonald, Ronald & Menkhoff, Lukas, 2015.
"Exchange rate forecasts and expected fundamentals,"
Journal of International Money and Finance, Elsevier, vol. 53(C), pages 235-256.
- Dick, Christian D. & MacDonald, Ronald & Menkhoff, Lukas, 2014. "Exchange rate forecasts and expected fundamentals," Kiel Working Papers 1974, Kiel Institute for the World Economy (IfW Kiel).
- Frenkel, Michael & Rülke, Jan-Christoph & Zimmermann, Lilli, 2013. "Do private sector forecasters chase after IMF or OECD forecasts?," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 217-229.
- Menkhoff, Lukas & Rebitzky, Rafael R. & Schröder, Michael, 2009.
"Heterogeneity in exchange rate expectations: Evidence on the chartist-fundamentalist approach,"
Journal of Economic Behavior & Organization, Elsevier, vol. 70(1-2), pages 241-252, May.
- Lukas Menkhoff & Rafael R. Rebitzky & Michael Schröder, 2008. "Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach," CESifo Working Paper Series 2502, CESifo.
- Imane El Ouadghiri, 2015. "Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis," EconomiX Working Papers 2015-17, University of Paris Nanterre, EconomiX.
- Beckmann, Joscha & Czudaj, Robert, 2017.
"Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven,"
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking
168291, Verein für Socialpolitik / German Economic Association.
- Beckmann, Joscha & Czudaj, Robert, 2017. "Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 283-300.
- Pesaran, M. Hashem & Weale, Martin, 2006.
"Survey Expectations,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 14, pages 715-776,
Elsevier.
- M. Hashem Pesaran & Martin Weale, 2005. "Survey Expectations," CESifo Working Paper Series 1599, CESifo.
- M. Hashem Pesaran & Martin Weale, 2005. "Survey Expectations," IEPR Working Papers 05.30, Institute of Economic Policy Research (IEPR).
- Pesaran, M.H. & Weale, M., 2005. "Survey Expectations," Cambridge Working Papers in Economics 0536, Faculty of Economics, University of Cambridge.
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
- Reitz Stefan & Rülke Jan-Christoph & Stadtmann Georg, 2010. "Regressive Oil Price Expectations Toward More Fundamental Values of the Oil Price," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(4), pages 454-466, August.
- Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2011. "Forecasting U.S. car sales and car registrations in Japan: Rationality, accuracy and herding," Japan and the World Economy, Elsevier, vol. 23(4), pages 253-258.
- Michel Beine & Agnès Bénassy-Quéré & Hélène Colas, 2003.
"Imitation Amongst Exchange-Rate Forecasters: Evidence from Survey Data,"
Working Papers
2003-08, CEPII research center.
- Michel Beine & Agnès Bénassy-Quéré & Hélène Colas, 2003. "Imitation Amongst Exchange-Rate Forecasters: Evidence from Survey Data," THEMA Working Papers 2003-39, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Fisher, Eric O'N., 2006.
"The forward premium in a model with heterogeneous prior beliefs,"
Journal of International Money and Finance, Elsevier, vol. 25(1), pages 48-70, February.
- Eric O'N. Fisher, 2000. "The Forward Premium in a Model with Heterogeneous Prior Beliefs," Working Papers 01-05, Ohio State University, Department of Economics.
- Francesca Pancotto & Giuseppe Pignataro & Davide Raggi, 2015. "Social Learning and Higher Order Beliefs: A Structural Model of Exchange Rates Dynamics," LEM Papers Series 2015/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- MacDonald, Ronald & Menkhoff, Lukas & Rebitzky, Rafael R., 2009. "Exchange rate forecasters’ performance: evidence of skill?," SIRE Discussion Papers 2009-10, Scottish Institute for Research in Economics (SIRE).
- Christian Dreger & Georg Stadtmann, 2008. "What drives heterogeneity in foreign exchange rate expectations: insights from a new survey," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(4), pages 360-367.
- Pasquale Della Corte & Lucio Sarno & Giulia Sestieri, 2012.
"The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?,"
The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 100-115, February.
- Sarno, Lucio & Della Corte, Pasquale & Sestieri, Giulia, 2010. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," CEPR Discussion Papers 8045, C.E.P.R. Discussion Papers.
- Della Corte, P. & Sarno, L. & Sestieri, G., 2011. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," Working papers 313, Banque de France.
- Christian Pierdzioch & Jan-Christoph Rülke & Georg Stadtmann, 2012. "Exchange-rate forecasts and asymmetric loss: empirical evidence for the yen/dollar exchange rate," Applied Economics Letters, Taylor & Francis Journals, vol. 19(18), pages 1759-1763, December.
- Kose, M. Ayhan & Claessens, Stijn, 2017.
"Asset Prices and Macroeconomic Outcomes: A Survey,"
CEPR Discussion Papers
12460, C.E.P.R. Discussion Papers.
- Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
- Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
- Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
- Francesca Pancotto & Filippo Maria Pericoli & Marco Pistagnesi, 2013.
"Inefficiency in Survey Exchange Rates Forecasts,"
Center for Economic Research (RECent)
090, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Francesca Pancotto & Filippo Maria Pericoli & Marco Pistagnesi, 2013. "Inefficiency in Survey Exchange Rates Forecasts," Working Papers 1/13, Sapienza University of Rome, DISS.
- Christian Wolff & Ron Jongen & Willem F.C. Verschoor & Remco C.J. Zwinkels, 2009.
"Dispersion of Beliefs in the Foreign Exchange Market,"
LSF Research Working Paper Series
09-01, Luxembourg School of Finance, University of Luxembourg.
- Wolff, Christian & Verschoor, Willem F C & Jongen, Ron & Zwinkels, Remco C.J., 2008. "Dispersion of Beliefs in the Foreign Exchange Market," CEPR Discussion Papers 6738, C.E.P.R. Discussion Papers.
- Eun, Cheol S. & Sabherwal, Sanjiv, 2002. "Forecasting exchange rates: Do banks know better?," Global Finance Journal, Elsevier, vol. 13(2), pages 195-215.
- Peter G. Szilagyi & Jonathan A. Batten, 2006. "Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen," The Institute for International Integration Studies Discussion Paper Series iiisdp128, IIIS.
- Carl Bonham & Richard Cohen & Shigeyuki Abe, 2006. "The Rationality and Heterogeneity of Survey Forecasts of the Yen-Dollar Exchange Rate: A Reexamination," Working Papers 200611, University of Hawaii at Manoa, Department of Economics.
- Kearney, Fearghal & Cummins, Mark & Murphy, Finbarr, 2019. "Using extracted forward rate term structure information to forecast foreign exchange rates," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 1-14.
- Reitz, Stefan & Stadtmann, Georg & Taylor, Mark P., 2009.
"The Effects of Japanese Interventions on FX-Forecast Heterogeneity,"
MPRA Paper
15603, University Library of Munich, Germany.
- Reitz, Stefan & Stadtmann, Georg & Taylor, Mark P., 2010. "The effects of Japanese interventions on FX-forecast heterogeneity," Economics Letters, Elsevier, vol. 108(1), pages 62-64, July.
- Jin-Kyu Jung & Michael Frenkel & Jan-Christoph Rülke, 2019. "On the consistency of central banks´ interest rate forecasts," Economics Bulletin, AccessEcon, vol. 39(1), pages 701-716.
- Yushi Yoshida & Jan C. Rülke, 2009. "On-Going versus Completed Interventions and Yen/Dollar Expectations - Evidence from Disaggregated Survey Data," Discussion Papers 35, Kyushu Sangyo University, Faculty of Economics, revised Dec 2009.
- Jongen, R. & Muller, A. & Verschoor, W.F.C., 2012. "Using survey data to resolve the exchange risk exposure puzzle: Evidence from U.S. multinational firms," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 148-169.
- Richard H. Cohen & Carl Bonham, 2007. "Specifying the Forecast Generating Process for Exchange Rate Survey Forecasts," Working Papers 200718, University of Hawaii at Manoa, Department of Economics.
- Frenkel, Michael & Lis, Eliza M. & Rülke, Jan-Christoph, 2011. "Has the economic crisis of 2007-2009 changed the expectation formation process in the Euro area?," Economic Modelling, Elsevier, vol. 28(4), pages 1808-1814, July.
- Hommes, Cars, 2011.
"The heterogeneous expectations hypothesis: Some evidence from the lab,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 1-24, January.
- Hommes, C.H., 2010. "The Heterogeneous Expectations Hypothesis: Some Evidence from the Lab," CeNDEF Working Papers 10-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Michael Frenkel & Jan Christoph Rülke & Lilli Zimmermann, 2011. "Do Current Account Forecasters Herd? – Evidence from the Euro Area and the G7 Countries," WHU Working Paper Series - Economics Group 11-01, WHU - Otto Beisheim School of Management.
- Jan-Christoph Rülke, 2012. "Are central bank projections rational?," Applied Economics Letters, Taylor & Francis Journals, vol. 19(13), pages 1257-1263, September.
- Bernhard O. Ishioro, 2014. "The Dynamics Of Exchange Rate Expectations Formation: The Nigerian Perspective," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 23(2), pages 431-460, december.
- Koske, Isabell & Stadtmann, Georg, 2009. "Exchange rate expectations: The role of person specific forward looking variables," Economics Letters, Elsevier, vol. 105(3), pages 221-223, December.
- Tai, Chung-Ching & Chen, Shu-Heng & Yang, Lee-Xieng, 2018. "Cognitive ability and earnings performance: Evidence from double auction market experiments," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 409-440.
- Acedański, Jan, 2017. "Heterogeneous expectations and the distribution of wealth," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 162-175.
- Jan-Christoph Rülke, 2011. "Are central bank projections rational?," WHU Working Paper Series - Economics Group 11-05, WHU - Otto Beisheim School of Management.
- F. Pancotto & G. Pignataro & D. Raggi, 2014. "Higher order beliefs and the dynamics of exchange rates," Working Papers wp957, Dipartimento Scienze Economiche, Universita' di Bologna.
- Ince, Onur & Molodtsova, Tanya, 2017. "Rationality and forecasting accuracy of exchange rate expectations: Evidence from survey-based forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 131-151.
- Ruelke, Jan C. & Frenkel, Michael R. & Stadtmann, Georg, 2010. "Expectations on the yen/dollar exchange rate - Evidence from the Wall Street Journal forecast poll," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 355-368, September.
- Hamid Baghestani & Liliana Danila, 2014. "Interest Rate and Exchange Rate Forecasting in the Czech Republic: Do Analysts Know Better than a Random Walk?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(4), pages 282-295, September.
- Li, Xue & Liu, Yanghui & Li, Hanxu & Li, Jie, 2021. "Onshore spot and offshore forward markets for RMB: Evidence from the “8.11” exchange rate regime reform," China Economic Review, Elsevier, vol. 67(C).
- Frenkel, Michael & Rülke, Jan-Christoph & Stadtmann, Georg, 2009. "Two currencies, one model? Evidence from the Wall Street Journal forecast poll," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(4), pages 588-596, October.
- Ron Jongen & Willem F.C. Verschoor & Christian C.P. Wolff, 2008. "Foreign Exchange Rate Expectations: Survey And Synthesis," Journal of Economic Surveys, Wiley Blackwell, vol. 22(1), pages 140-165, February.
- Christian Dreger & Georg Stadtmann, 2006. "What Drives Heterogeneity in Foreign Exchange Rate Expectations: Deep Insights from a New Survey," Discussion Papers of DIW Berlin 624, DIW Berlin, German Institute for Economic Research.
- Batten, Jonathan A. & Szilagyi, Peter G., 2007. "Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 409-421.
- Imane El Ouadghiri, 2015. "Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis," Working Papers hal-04141409, HAL.
- Takatoshi Ito & Richard K. Lyons & Michael Melvin, 1997.
"Is there private information in the FX market? the Tokyo experiment,"
Pacific Basin Working Paper Series
97-04, Federal Reserve Bank of San Francisco.
- Takatoshi Ito & Richard K. Lyons & Michael T. Melvin, 1997. "Is There Private Information in the FX Market? The Tokyo Experiment," NBER Working Papers 5936, National Bureau of Economic Research, Inc.
- Ito, T. & Lyons, R. & Melvin, M.T., 1997. "Is There Private Information on the FX Market? The Tokyo Experiment," Papers 97-04, Economisch Institut voor het Midden en Kleinbedrijf-.
- Takatoshi Ito Richard K. Lyons and Michael T. Melvin., 1997. "Is There Private Information in the FX Market? The Tokyo Experiment," Research Program in Finance Working Papers RPF-270, University of California at Berkeley.
- Takatoshi Ito & Richard K. Lyons & Michael T. Melvin, 1996. "Is There Private Information in the FX Market? The Tokyo Experiment," Working Papers _005, University of California at Berkeley, Haas School of Business.
Cited by:
- John A. Carlson & Carol L. Osler, 1996.
"Rational speculators and exchange rate volatility,"
Staff Reports
13, Federal Reserve Bank of New York.
- Carlson, J.A. & Olser, C.L., 1997. "Rational Speculators and Exchange Rate Volatility," Papers 97-005, Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).
- Boyer, M. Martin & van Norden, Simon, 2006.
"Exchange rates and order flow in the long run,"
Finance Research Letters, Elsevier, vol. 3(4), pages 235-243, December.
- M. Martin Boyer & Simon van Norden, 2006. "Exchange Rates and Order Flow in the Long Run," CIRANO Working Papers 2006s-07, CIRANO.
- Christopher J. Neely, 2005. "The case for foreign exchange intervention: the government as an active reserve manager," Working Papers 2004-031, Federal Reserve Bank of St. Louis.
- Menkhoff, Lukas & Schmeling, Maik, 2010.
"Whose trades convey information? Evidence from a cross-section of traders,"
Journal of Financial Markets, Elsevier, vol. 13(1), pages 101-128, February.
- Menkhoff, Lukas & Schmeling, Maik, 2007. "Whose trades convey information? Evidence from a cross-section of traders," Hannover Economic Papers (HEP) dp-357, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Robert Weiner, 2006. "Do Birds of a Feather Flock Together? Speculator Herding in the World Oil Market," RFF Working Paper Series dp-06-31, Resources for the Future.
- Martin Evans, 2000.
"FX trading and Exchange Rate Dynamics,"
Working Papers
gueconwpa~00-00-04, Georgetown University, Department of Economics.
- Martin D. D. Evans, 2017. "FX Trading and Exchange Rate Dynamics," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 5, pages 189-245, World Scientific Publishing Co. Pte. Ltd..
- Martin D. D. Evans, 2001. "FX Trading and Exchange Rate Dynamics," NBER Working Papers 8116, National Bureau of Economic Research, Inc.
- Carlson, John A. & Osler, C. L., 2000. "Rational speculators and exchange rate volatility1," European Economic Review, Elsevier, vol. 44(2), pages 231-253, February.
- Takatoshi Ito & Yuko Hashimoto, 2004. "Microstructure of the Yen/Dollar Foreign Exchange Market: Patterns of Intra-day Activity Revealed in the Electronic Broking System," NBER Working Papers 10856, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Hashimoto, Yuko, 2006.
"Intraday seasonality in activities of the foreign exchange markets: Evidence from the electronic broking system,"
Journal of the Japanese and International Economies, Elsevier, vol. 20(4), pages 637-664, December.
- Takatoshi Ito & Yuko Hashimoto, 2006. "Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System," NBER Working Papers 12413, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Yuko Hashimoto, 2006. "Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System," CIRJE F-Series CIRJE-F-407, CIRJE, Faculty of Economics, University of Tokyo.
- Gehrig, Thomas & Menkhoff, Lukas, 2003.
"The use of flow analysis in foreign exchange: exploratory evidence,"
Hannover Economic Papers (HEP)
dp-276, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Gehrig, Thomas & Menkhoff, Lukas, 2004. "The use of flow analysis in foreign exchange: exploratory evidence," Journal of International Money and Finance, Elsevier, vol. 23(4), pages 573-594, June.
- Christopher J. Neely, 1997. "Technical analysis in the foreign exchange market: a layman's guide," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 23-38.
- Shang-Jin Wei & Jungshik Kim, 1997.
"The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?,"
NBER Working Papers
6256, National Bureau of Economic Research, Inc.
- Shang-Jin Wei & Jungshik Kim, 1999. "The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?," CID Working Papers 05A, Center for International Development at Harvard University.
- Wei, S.J. & Kim, J., 1999. "The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?," Papers 5, Chicago - Graduate School of Business.
- Shang-Jin Wei & Jungshik Kim, 1999. "The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?," CID Working Papers 5, Center for International Development at Harvard University.
- Menkhoff, Lukas & Taylor, Mark P., 2006.
"The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis,"
The Warwick Economics Research Paper Series (TWERPS)
769, University of Warwick, Department of Economics.
- Lukas Menkhoff & Mark P. Taylor, 2007. "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Journal of Economic Literature, American Economic Association, vol. 45(4), pages 936-972, December.
- Menkhoff, Lukas & Taylor, Mark P., 2006. "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Economic Research Papers 269739, University of Warwick - Department of Economics.
- Menkhoff, Lukas & Taylor, Mark P., 2006. "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Hannover Economic Papers (HEP) dp-352, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Menkhoff, Lukas & Schmeling, Maik, 2006.
"Local Information in Foreign Exchange Markets,"
Hannover Economic Papers (HEP)
dp-331, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Menkhoff, Lukas & Schmeling, Maik, 2008. "Local information in foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1383-1406, December.
- Martin D.D. Evans & Richard K. Lyons, 2017.
"Order Flow and Exchange Rate Dynamics,"
World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 6, pages 247-290,
World Scientific Publishing Co. Pte. Ltd..
- Martin D. D. Evans and Richard K. Lyons., 1999. "Order Flow and Exchange Rate Dynamics," Research Program in Finance Working Papers RPF-288, University of California at Berkeley.
- Martin D.D. Evans & Richard K. Lyons, 1999. "Order Flow and Exchange Rate Dynamics," NBER Working Papers 7317, National Bureau of Economic Research, Inc.
- Martin D. D. Evans & Richard K. Lyons, 2002. "Order Flow and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 110(1), pages 170-180, February.
- Evans, Martin D. & Lyons, Richard K., 1999. "Order Flow and Exchange Rate Dynamics," Research Program in Finance, Working Paper Series qt0dh1c16w, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
- Piet Eichholtz & Hans Op t Veld & Mark Schweitzer, "undated". "Outperformance: Does Managerial Specialization Pay?," Center for Financial Institutions Working Papers 97-31, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Yuko Hashimoto, 2004. "The Impact of the Japanese Banking Crisis on the Intraday FX Market," Econometric Society 2004 Far Eastern Meetings 679, Econometric Society.
- Jon Wongswan, 2003.
"Transmission of information across international equity markets,"
International Finance Discussion Papers
759, Board of Governors of the Federal Reserve System (U.S.).
- Jon Wongswan, 2006. "Transmission of Information across International Equity Markets," The Review of Financial Studies, Society for Financial Studies, vol. 19(4), pages 1157-1189.
- Andersen, Torben G & Bollerslev, Tim, 1997.
"Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns,"
Journal of Finance, American Finance Association, vol. 52(3), pages 975-1005, July.
- Torben G. Andersen & Tim Bollerslev, 1996. "Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns," NBER Working Papers 5752, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Yuko Hashimoto, 2008.
"Price Impacts of Deals and Predictability of the Exchange Rate Movements,"
NBER Chapters, in: International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy, pages 177-217,
National Bureau of Economic Research, Inc.
- Takatoshi Ito & Yuko Hashimoto, 2006. "Price Impacts of Deals and Predictability of the Exchange Rate Movements," NBER Working Papers 12682, National Bureau of Economic Research, Inc.
- Gehrig, Thomas & Menkhoff, Lukas, 2003. "Technical Analysis in Foreign Exchange - The Workhorse Gains Further Ground," Hannover Economic Papers (HEP) dp-278, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Mende, Alexander & Menkhoff, Lukas, 2006.
"Profits and speculation in intra-day foreign exchange trading,"
Journal of Financial Markets, Elsevier, vol. 9(3), pages 223-245, August.
- Mende, Alexander & Menkhoff, Lukas, 2006. "Profits and Speculation in Intra-Day Foreign Exchange Trading," Hannover Economic Papers (HEP) dp-339, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Weiner, Robert J., 2000. "Sheep in Wolves' Clothing?," Cahiers de recherche 0001, GREEN.
- Chris D'Souza, 2002. "How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?," Staff Working Papers 02-34, Bank of Canada.
- Richard T. Baillie & Owen F. Humpage & William P. Osterberg, 1999. "Intervention as information: a survey," Working Papers (Old Series) 9918, Federal Reserve Bank of Cleveland.
- Torben G. Andersen & Tim Bollerslev, 1996. "DM-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies," NBER Working Papers 5783, National Bureau of Economic Research, Inc.
- Lyons, Richard K., 1997. "A simultaneous trade model of the foreign exchange hot potato," Journal of International Economics, Elsevier, vol. 42(3-4), pages 275-298, May.
- Takatoshi Ito & Peter Isard & Steven Symansky, 1997.
"Economic Growth and Real Exchange Rate: An Overview of the Balassa-Samuelson Hypothesis in Asia,"
NBER Working Papers
5979, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Peter Isard & Steven Symansky, 1999. "Economic Growth and Real Exchange Rate: An Overview of the Balassa-Samuelson Hypothesis in Asia," NBER Chapters, in: Changes in Exchange Rates in Rapidly Developing Countries: Theory, Practice, and Policy Issues, pages 109-132, National Bureau of Economic Research, Inc.
Cited by:
- Mathilde Maurel & Laurence Boone & Ian Babetski, 2022.
"Exchange Rate Regimes and Supply Shocks Asymmetry: the Case of the Accession Countries,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-03607681, HAL.
- Ian Babetski & Laurence Boone & Mathilde Maurel, 2004. "Exchange Rate Regimes and Supply Shocks Asymmetry: the Case of the Accession Countries," Post-Print hal-03416765, HAL.
- Mathilde Maurel & Laurence Boone & Ian Babetski, 2022. "Exchange Rate Regimes and Supply Shocks Asymmetry: the Case of the Accession Countries," Working Papers hal-03607681, HAL.
- Ian Babetski & Laurence Boone & Mathilde Maurel, 2004. "Exchange Rate Regimes and Supply Shocks Asymmetry: the Case of the Accession Countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03416765, HAL.
- Maurel, Mathilde & Boone, Laurence & Babetski, Jan, 2002. "Exchange Rate Regimes and Supply Shocks Asymmetry: The Case of the Accession Countries," CEPR Discussion Papers 3408, C.E.P.R. Discussion Papers.
- Jan Babetski & Laurence Boone & Mathilde Maurel, 2003. "Exchange Rate Regimes and Supply Shocks Asymmetry: the Case of the Accession Countries," CERGE-EI Working Papers wp206, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Valerie Mignon & Cécile Couharde & Carl Grekou & Florian Morvillier, 2020.
"Measuring the Balassa-Samuelson effect: A guidance note on the RPROD database,"
Post-Print
hal-03101442, HAL.
- Cécile Couharde & Anne-Laure Delatte & Carl Grekou & Valérie Mignon & Florian Morvillier, 2020. "Measuring the Balassa-Samuelson effect: A guidance note on the RPROD database," International Economics, CEPII research center, issue 161, pages 237-247.
- Couharde, Cécile & Delatte, Anne-Laure & Grekou, Carl & Mignon, Valérie & Morvillier, Florian, 2020. "Measuring the Balassa-Samuelson effect: A guidance note on the RPROD database," International Economics, Elsevier, vol. 161(C), pages 237-247.
- Cécile Couharde & Anne-Laure Delatte & Carl Grekou & Valérie Mignon & Florian Morvillier, 2019. "Measuring the Balassa-Samuelson Effect: A guidance Note on the RPROD Database," Working Papers 2019-11, CEPII research center.
- Nanno Mulder & Anne-Laure Baldi, 2004. "The Impact of Exchange Rate Regimes on Real Exchange Rates: ABC and Mexico in the 1990s," Econometric Society 2004 Latin American Meetings 45, Econometric Society.
- Chinn, M.D., 1997.
"The Usual Suspects? Productivity and Demand Shocks and Asia-Pacific Real Exchange Rates,"
Papers
97-06, Economisch Institut voor het Midden en Kleinbedrijf-.
- Menzie David Chinn, 1998. "The Usual Suspects? Productivity and Demand Shocks and Asia-Pacific Real Exchange Rates," Working Papers 31, Oesterreichische Nationalbank (Austrian Central Bank).
- Menzie D. Chinn, 1997. "The usual suspects? productivity and demand shocks and Asia-Pacific real exchange rates," Pacific Basin Working Paper Series 97-06, Federal Reserve Bank of San Francisco.
- Menzie D. Chinn, 2000. "The Usual Suspects? Productivity and Demand Shocks and Asia–Pacific Real Exchange Rates," Review of International Economics, Wiley Blackwell, vol. 8(1), pages 20-43, February.
- Menzie David Chinn, 1997. "The Usual Suspects? Productivity and Demand Shocks and Asia-Pacific Real Exchange Rates," NBER Working Papers 6108, National Bureau of Economic Research, Inc.
- Cruz-Rodríguez, Alexis, 2015. "Crecimiento económico y desalineación del tipo de cambio real en la República Dominicana: ¿Hay alguna relación? [Economic growth and the real exchange rate misalignments in the Dominican Republic: ," MPRA Paper 70974, University Library of Munich, Germany.
- Chinn, Menzie D., 2000.
"Before the fall: were East Asian currencies overvalued?,"
Emerging Markets Review, Elsevier, vol. 1(2), pages 101-126, September.
- Menzie D. Chinn, 1998. "Before the Fall: Were East Asian Currencies Overvalued?," NBER Working Papers 6491, National Bureau of Economic Research, Inc.
- Alan M. Taylor & Mark P. Taylor, 2004.
"The Purchasing Power Parity Debate,"
NBER Working Papers
10607, National Bureau of Economic Research, Inc.
- Alan M. Taylor & Mark P. Taylor, 2004. "The Purchasing Power Parity Debate," Journal of Economic Perspectives, American Economic Association, vol. 18(4), pages 135-158, Fall.
- Taylor, Mark & Taylor, Alan M., 2004. "The Purchasing Power Parity Debate," CEPR Discussion Papers 4495, C.E.P.R. Discussion Papers.
- Alan M. Taylor & Mark Taylor, 2004. "The Purchasing Power Parity Debate," Working Papers 133, University of California, Davis, Department of Economics.
- Zhang, Zhibai & Chen, Langnan, 2013.
"A New Assessment of the Chinese RMB Exchange Rate,"
MPRA Paper
49315, University Library of Munich, Germany.
- Zhang, Zhibai & Chen, Langnan, 2014. "A new assessment of the Chinese RMB exchange rate," China Economic Review, Elsevier, vol. 30(C), pages 113-122.
- Yihui Lan, 2003. "The Long-Term Behaviour of Exchange Rates, Part II: Aspects of Exchange-Rate Economics," Economics Discussion / Working Papers 03-06, The University of Western Australia, Department of Economics.
- Oscar Iván Ávila & Mauricio Rodríguez & Hernando Zuleta, 2014.
"The Balassa-Samuelson Hypothesis and Elderly Migration,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(74), pages 1-8, June.
- Oscar Iván Ávila Montealegre & Mauricio Rodríguez Acosta & Hernando Zuleta González, 2014. "The Balassa-Samuelson Hypothesis and Elderly Migration," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(74), pages 1-8, June.
- Hernando Zuleta & Oscar Avila & Mauricio Rodriguez, 2009. "The balassa-samuelson hypothesis and elderly migration," Documentos de Trabajo 5267, Universidad del Rosario.
- Dada James Temitope & Olomola Philip Akanni & Ajide Folorunsho Monsur, 2020. "Productivity Bias Hypothesis: New Evidence from Parallel Market Exchange Rate," Economics, Sciendo, vol. 8(1), pages 31-40, June.
- Haihong Gao, 2006. "Real Exchange Rate in China : A Long-run Perspective," Macroeconomics Working Papers 21969, East Asian Bureau of Economic Research.
- Dimitris K. Christopoulos & Karine Gente & Miguel A. Leon-Ledesma, 2010.
"Net Foreign Assets, Productivity and Real Exchange Rates in Constrained Economies,"
Studies in Economics
1011, School of Economics, University of Kent.
- Dimitris K. Christopoulos & Karine Gente & Miguel A. Leon-Ledesma, 2008. "Net Foreign Assets, Productivity and Real Exchange Rates in Constrained Economies," Discussion Papers 2008-17, School of Economics, The University of New South Wales.
- Christopoulos, Dimitris K. & Gente, Karine & León-Ledesma, Miguel A., 2012. "Net foreign assets, productivity and real exchange rates in constrained economies," European Economic Review, Elsevier, vol. 56(3), pages 295-316.
- DRINE Imed & RAULT Christophe, 2010.
"Does the Balassa-Samuelson Hypothesis Hold for Asian Countries? An Empirical Analysis using Panel Data Cointegration Tests,"
EcoMod2003
330700045, EcoMod.
- Imed Drine & Christophe Rault, 2002. "Does the Balassa-Samuelson Hypothesis Hold for Asian Countries? An Empirical Analysis using Panel Data Cointegration Tests," William Davidson Institute Working Papers Series 504, William Davidson Institute at the University of Michigan.
- Maryam Ishaq & Ghulam Ghouse & Muhammad Ishaq Bhatti, 2022. "Another Prospective on Real Exchange Rate and the Traded Goods Prices: Revisiting Balassa–Samuelson Hypothesis," Sustainability, MDPI, vol. 14(13), pages 1-17, June.
- Valentina Kislitsyna & Larisa Cheglakova & Vasily Karaulov & Anna Chikisheva, 2017. "Formation of the Integrated Approach to the Assessment of the Socio-Economic Development of Regions," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(2), pages 369-380.
- Imed Drine & Christophe Rault, 2005. "Can the Balassa-Samuelson theory explain long-run real exchange rate movements in OECD countries?," Applied Financial Economics, Taylor & Francis Journals, vol. 15(8), pages 519-530.
- Gaston, Noel & Yoshimi, Taiyo, 2023. "The Balassa-Samuelson model with job separations," Japan and the World Economy, Elsevier, vol. 65(C).
- Heather Gibson & Jim Malley, 2008.
"The Contribution of Sectoral Productivity Differentials to Inflation in Greece,"
Open Economies Review, Springer, vol. 19(5), pages 629-650, November.
- Heather D. Gibson & Jim Malley, 2007. "The Contribution of Sectoral Productivity Differentials to Inflation in Greee," Working Papers 63, Bank of Greece.
- Heather D. Gibson & Jim Malley, 2007. "The Contribution of Sectoral Productivity Differentials to Inflation in Greece," Working Papers 2007_39, Business School - Economics, University of Glasgow.
- Egert, Balazs & Drine, Imed & Lommatzsch, Kirsten & Rault, Christophe, 2003.
"The Balassa-Samuelson effect in Central and Eastern Europe: myth or reality?,"
Journal of Comparative Economics, Elsevier, vol. 31(3), pages 552-572, September.
- Bal??zs ??gert & Imed Drine & Kirsten Lommatzsch & Christophe Rault, 2002. "The Balassa-Samuelson effect in Central and Eastern Europe: Myth or reality?," William Davidson Institute Working Papers Series 483, William Davidson Institute at the University of Michigan.
- Balázs Égert & Imed Drine & Kirsten Lommatzsch & Christophe Rault, 2003. "The Balassa-Samuelson effect in Central and Eastern Europe: Myth or reality?," Post-Print hal-02878012, HAL.
- Balázs Égert & Imed Drine & Kirsten Lommatzsch & Christophe Rault, 2005. "The Balassa-Samuelson Effect in Central and Eastern Europe: Myth or Reality?," Documents de recherche 05-15, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Doan, Thi Hong Thinh & Gente, Karine, 2014.
"Real exchange rate and productivity in a specific-factor model with skilled and unskilled labour,"
Journal of Macroeconomics, Elsevier, vol. 40(C), pages 1-15.
- Thi Hong Thinh Doan & Karine Gente, 2014. "Real exchange rate and productivity in a specific-factor model with skilled and unskilled labour," Post-Print hal-01474431, HAL.
- Steven B. Kamin, 1998. "A multi-country comparison of the linkages between inflation and exchange rate competitiveness," International Finance Discussion Papers 603, Board of Governors of the Federal Reserve System (U.S.).
- Liu, Tie-Ying & Ma, Jun-Teng, 2024. "Exchange rate and inflation between China and the United States: A bootstrap rolling-window approach," Economic Systems, Elsevier, vol. 48(1).
- Balázs Világi, 2005. "Dual Inflation and the Real Exchange Rate in New Open Economy Macroeconomics," NBER Chapters, in: NBER International Seminar on Macroeconomics 2005, pages 315-349, National Bureau of Economic Research, Inc.
- Martins Bitans, 2002. "Real Exchange Rate in Latvia (1994-2001)," Working Papers 2002/01, Latvijas Banka.
- Themba G. Chirwa & Nicholas M. Odhiambo, 2019.
"The nexus between key macroeconomic determinants and economic growth in Zambia: a dynamic multivariate Granger causality linkage,"
Empirical Economics, Springer, vol. 57(1), pages 301-327, July.
- Chirwa, Themba G. & Odhiambo, Nicholas M., 2017. "The nexus between key macroeconomic determinants and economic growth in Zambia: A dynamic multivariate granger-causality linkage," Working Papers 23476, University of South Africa, Department of Economics.
- Eiji Ogawa & Zhiqian Wang, 2012. "The AMU Deviation Indicators Based on the Purchasing Power Parity and Adjusted by the Balassa-Samuelson Effect," Global COE Hi-Stat Discussion Paper Series gd12-255, Institute of Economic Research, Hitotsubashi University.
- Ghosh, Saurabh & Nath, Siddhartha & Srivastava, Sauhard, 2021. "Productivity and Real Exchange Rates for India: Does Balassa-Samuelson Effect Explain?," MPRA Paper 110913, University Library of Munich, Germany.
- Masahiro Kawai & Munehisa Kasuya & Naohisa Hirakata, 2003. "Analysis of the Relative Price of Nontradable Goods in the G7 Countries," Bank of Japan Working Paper Series 03-E-5, Bank of Japan.
- Eita, Joel Hinaunye & Khumalo, Zitsile Zamantungwa & Choga, Ireen, 2020.
"Empirical test of the Balassa-Samuelson effect in selected African countries,"
MPRA Paper
101495, University Library of Munich, Germany.
- Eita, Joel Hinaunye & Khumalo, Zitsile Zamantungwa & Choga, Ireen, 2020. "Empirical test of the Balassa-Samuelson Effect in Selected African Countries," MPRA Paper 101489, University Library of Munich, Germany.
- Kokko, Ari, 2002. "Export-Led Growth in East Asia: Lessons for Europe's Transition Economies," EIJS Working Paper Series 142, Stockholm School of Economics, The European Institute of Japanese Studies.
- Guo, Qian & Hall, Stephen G., 2010.
"A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data,"
Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 57-78, July.
- Stephen G Hall & Qian Guo, 2008. "A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data," Discussion Papers in Economics 08/8, Division of Economics, School of Business, University of Leicester.
- Yabu, Tomoyoshi, 2004. "Have the constraints on PPP relaxed over time? Some evidence from Japan," Economics Letters, Elsevier, vol. 84(2), pages 205-210, August.
- García Solanes José, 2008. "Real Exchange Rate Appreciation in Central and Eastern European Countries. Why the Balassa-Samuelson Effect Does Not Explain the Whole Story," Working Papers 2010100, Fundacion BBVA / BBVA Foundation.
- Clements, Kenneth & Lan, Yihui & Roberts, John, 2008.
"Exchange-rate economics for the resources sector,"
Resources Policy, Elsevier, vol. 33(2), pages 102-117, June.
- Kenneth W Clements & Yihui Lan & John Roberts, 2007. "Exchange-Rate Economics for the Resources Sector," Economics Discussion / Working Papers 07-13, The University of Western Australia, Department of Economics.
- Xu, Yingfeng, 2008. "Lessons from Taiwan's experience of currency appreciation," China Economic Review, Elsevier, vol. 19(1), pages 53-65, March.
- Yan, Isabel K. & Kakkar, Vikas, 2011.
"Real Exchange Rates and Productivity: Evidence From Asia,"
MPRA Paper
35218, University Library of Munich, Germany.
- Vikas Kakkar & Isabel Yan, 2012. "Real Exchange Rates and Productivity: Evidence from Asia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 301-322, March.
- Roni Frish, 2016. "The Real Exchange Rate in the Long Term," Bank of Israel Working Papers 2016.03, Bank of Israel.
- Imai, Hiroyuki, 2010. "Japan's inflation under the Bretton Woods system: How large was the Balassa-Samuelson effect?," Journal of Asian Economics, Elsevier, vol. 21(2), pages 174-185, April.
- André Cartapanis & Vincent Dropsy & Sophie Mametz, 2002. "The Asian Currency Crises: Vulnerability, Contagion, or Unsustainability," Review of International Economics, Wiley Blackwell, vol. 10(1), pages 79-91, February.
- Takao Fujii & Yoichi Matsubayashi, 2016. "The Balassa-Samuelson Effect and the Labor Market in Japan F1977-2008," Discussion Papers 1626, Graduate School of Economics, Kobe University.
- Zhibai Zhang & Zhicun Bian & Minghua Zhan, 2022. "Is absolute purchasing power parity special for Spain?," Empirical Economics, Springer, vol. 62(2), pages 513-531, February.
- Wang, Weiguo & Xue, Jing & Du, Chonghua, 2016. "The Balassa–Samuelson hypothesis in the developed and developing countries revisited," Economics Letters, Elsevier, vol. 146(C), pages 33-38.
- Bal??zs ??gert, & L??szl?? Halpern & Ronald MacDonald, 2005.
"Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues,"
William Davidson Institute Working Papers Series
wp793, William Davidson Institute at the University of Michigan.
- Balázs Égert & László Halpern & Ronald MacDonald, 2006. "Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues," Journal of Economic Surveys, Wiley Blackwell, vol. 20(2), pages 257-324, April.
- Balázs Égert & László Halpern & Ronald MacDonald, 2005. "Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues," Working Papers 106, Oesterreichische Nationalbank (Austrian Central Bank).
- Halpern, László & Égert, Balázs & MacDonald, Ronald, 2004. "Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues," CEPR Discussion Papers 4809, C.E.P.R. Discussion Papers.
- García Solanes, José & Torrejón-Flores, Fernando, 2008.
"The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained,"
Economics Discussion Papers
2008-14, Kiel Institute for the World Economy (IfW Kiel).
- García Solanes, José & Torrejón-Flores, Fernando, 2009. "The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-24.
- García-Solanes, José & Sancho-Portero, F. Israel & Torrejón-Flores, Fernando, 2008.
"Beyond the Balassa-Samuelson effect in some new member states of the European Union,"
Economic Systems, Elsevier, vol. 32(1), pages 17-32, March.
- José García-Solanes & Francisco I. Sancho-Portero & Fernando Torrejón-Flores, 2007. "Beyond the Salassa-Samuelson Effect in some New Member States of the European Union," CESifo Working Paper Series 1886, CESifo.
- OGAWA Eiji & Zhiqian WANG, 2012. "The AMU Deviation Indicators Based on the Purchasing Power Parity and Adjusted by the Balassa-Samuelson Effect," Discussion papers 12078, Research Institute of Economy, Trade and Industry (RIETI).
- Imed Drine & Christophe Rault, 2003. "Do panel data permit the rescue of the Balassa-Samuelson hypothesis for Latin American countries?," Applied Economics, Taylor & Francis Journals, vol. 35(3), pages 351-359.
- Pablo Garcia_S., 2000. "Income Inequality and the Real Exchange Rate," Econometric Society World Congress 2000 Contributed Papers 0849, Econometric Society.
- Taylor, Alan M. & Glick, Reuven & Bergin, Paul R, 2004.
"Productivity, Tradability and the Long-Run Price Puzzle,"
CEPR Discussion Papers
4494, C.E.P.R. Discussion Papers.
- Paul Bergin & Alan M. Taylor & Reuven Glick, 2005. "Productivity, Tradability, and the Long-Run Price Puzzle," Working Papers 278, University of California, Davis, Department of Economics.
- Paul R. Bergin & Reuven Glick & Alan M. Taylor, 2004. "Productivity, tradability, and the long-run price puzzle," Working Paper Series 2004-08, Federal Reserve Bank of San Francisco.
- Paul R. Bergin & Reuven Glick & Alan M. Taylor, 2017. "Productivity, Tradability, and the Long-Run Price Puzzle," World Scientific Book Chapters, in: International Macroeconomic Interdependence, chapter 8, pages 211-248, World Scientific Publishing Co. Pte. Ltd..
- Paul Bergin & Reuven Glick & Alan M. Taylor, 2004. "Productivity, Tradability, and the Long-Run Price Puzzle," NBER Working Papers 10569, National Bureau of Economic Research, Inc.
- Bergin, Paul R. & Glick, Reuven & Taylor, Alan M., 2006. "Productivity, tradability, and the long-run price puzzle," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 2041-2066, November.
- Benson, Todd & Matovu, John Mary & Pauw, Karl & Twimukye, Evarist & Wiebelt, Manfred, 2011.
"Managing future oil revenue in Uganda for agricultural development and poverty reduction: A CGE analysis of challenges and options,"
IFPRI discussion papers
1122, International Food Policy Research Institute (IFPRI).
- Wiebelt, Manfred & Pauw, Karl & Matovu, John Mary & Twimukye, Evarist & Benson, Todd, 2011. "Managing future oil revenues in Uganda for agricultural development and poverty reduction: A CGE analysis of challenges and options," Kiel Working Papers 1696, Kiel Institute for the World Economy (IfW Kiel).
- He, Qichun, 2010. "Expanding Varieties in the Nontraded Goods Sector and the Real Exchange Rate Depreciation," MPRA Paper 31309, University Library of Munich, Germany.
- Mr. Mohsin S. Khan & Ehsan U. Choudhri, 2004.
"Real Exchange Rates In Developing Countries: Are Balassa-Samuelson Effects Present?,"
IMF Working Papers
2004/188, International Monetary Fund.
- Ehsan U. Choudhri & Mohsin S. Khan, 2005. "Real Exchange Rates in Developing Countries: Are Balassa-Samuelson Effects Present?," IMF Staff Papers, Palgrave Macmillan, vol. 52(3), pages 1-2.
- Karine Gente, 2006. "The Balassa–Samuelson Effect in a Developing Country," Review of Development Economics, Wiley Blackwell, vol. 10(4), pages 683-699, November.
- Michael Sager, 2006. "Explaining the persistence of deviations from PPP: a non-linear Harrod-Balassa-Samuelson effect?," Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 41-61.
- Ibrahim Chowdhury, 2004. "Sources of exchange rate fluctuations: empirical evidence from six emerging market countries," Applied Financial Economics, Taylor & Francis Journals, vol. 14(10), pages 697-705.
- Aloy, Marcel & Gente, Karine, 2009. "The role of demography in the long-run Yen/USD real exchange rate appreciation," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 654-667, December.
- Balázs Világi, 2004. "Dual inflation and real exchange rate in new open economy macroeconomics," MNB Working Papers 2004/5, Magyar Nemzeti Bank (Central Bank of Hungary).
- Yanping Chong & Òscar Jordà & Alan M. Taylor, 2012.
"The Harrod–Balassa–Samuelson Hypothesis: Real Exchange Rates And Their Long‐Run Equilibrium,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(2), pages 609-634, May.
- Taylor, Alan M. & Jordà , Òscar & Chong, Yanping, 2010. "The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium," CEPR Discussion Papers 7902, C.E.P.R. Discussion Papers.
- Yanping Chong & Òscar Jordà & Alan M. Taylor, 2010. "The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium," NBER Working Papers 15868, National Bureau of Economic Research, Inc.
- Hiroyuki IMAI, 2010. "Hong Kong'S Inflation And Deflation Under The Us Dollar Peg: The Balassa‐Samuelson Effect Or Export Price Shocks?," The Developing Economies, Institute of Developing Economies, vol. 48(3), pages 319-344, September.
- Rod Tyers & Ying Zhang, 2014.
"Real exchange rate determination and the China puzzle,"
Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 28(2), pages 1-32, November.
- Rod Tyers & Ying Zhang, 2014. "Real Exchange Rate Determination and the China Puzzle," Economics Discussion / Working Papers 14-19, The University of Western Australia, Department of Economics.
- José García Solanes & Fernando Torrejón Flores, 2005.
"Testing the BalassA-Samuelson hypothesis in two different groups of countries: OECD and Latin America,"
Working Papers
05-02, Asociación Española de Economía y Finanzas Internacionales.
- José García Solanes & Fernando Torrejón Flores, "undated". "Testing the BalassA-Samuelson hypothesis in two different groups of countries: OECD and Latin America," Working Papers on International Economics and Finance 05-02, FEDEA.
- Sánchez, Marcelo, 2006. "Implications of monetary union for catching-up member states," Working Paper Series 630, European Central Bank.
- Karl Whelan, 2013.
"Sovereign Default and the Euro,"
Working Papers
201309, School of Economics, University College Dublin.
- Karl Whelan, 2013. "Sovereign default and the euro," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 29(3), pages 478-501, AUTUMN.
- Marcelo Sánchez, 2008. "Implications of Monetary Union for Catching-up Member States," Open Economies Review, Springer, vol. 19(3), pages 371-390, July.
- Montiel, Peter J., 2007. "Equilibrium real exchange rates, misalignment and competitiveness in the Southern Cone," Macroeconomía del Desarrollo 5430, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- Noel GASTON & YOSHIMI Taiyo, 2020. "Heterogenous Job Separations and the Balassa-Samuelson Effect," Discussion papers 20032, Research Institute of Economy, Trade and Industry (RIETI).
- IALOMITIANU Razvan Gheorghe & BOLDEANU Teodor Florin, 2017. "Romania And The Euro. An Overview Of Maastricht Convergence Criteria Fulfillment," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 69(1), pages 74-87, April.
- Jesús Crespo Cuaresma & Maria Silgoner, 2014. "Economic Growth and Inflation in Europe: A Tale of Two Thresholds," Journal of Common Market Studies, Wiley Blackwell, vol. 52(4), pages 843-860, July.
- Karine Gente & Carine Nourry, 2011. "Integration, real exchange rate and growth," Working Papers halshs-00643043, HAL.
- Yun Feng & Chongfeng Wu, 2008. "Is China's Economic Growth Extraordinar or Mediocre? The Role of the Exchange Rate," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 16(1), pages 100-116, January.
- Georgios Chortareas & George Kapetanios, 2004.
"The Yen Real Exchange Rate may be Stationary after all: Evidence from Non‐linear Unit‐root Tests,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(1), pages 113-131, February.
- Georgios Chortareas & George Kapetanios, 2006. "The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests," Bank of England working papers 311, Bank of England.
- Georgios Chortareas & George Kapetanios, 2003. "The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests," Working Papers 484, Queen Mary University of London, School of Economics and Finance.
- Martins Bitans & Dace Slakota & Ivars Tillers, 2001. "Price Dynamics in Latvia - Experience and Future Prospects," Working Papers 2001/01, Latvijas Banka.
- Frensch, Richard, 2001. "Some perspectives on currency relations between EMU and Central and East European EU accession countries," Economic Systems, Elsevier, vol. 25(3), pages 175-181, September.
- Masanaga Kumakura, 2005. "Exchange Rate Regimes in Asia: Dispelling the Myth of Soft Dollar Pegs," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 10(1), pages 70-95.
- Jesús Crespo Cuaresma & Maria Antoinette Silgoner, 2004. "Growth effects of inflation in Europe: How low is too low, how high is too high?," Vienna Economics Papers vie0411, University of Vienna, Department of Economics.
- Meng, Xiangcai & Huang, Chia-Hsing, 2019. "The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 131-148.
- Zhibai, Zhang, 2012.
"A Simple Model and Its Application in the Valuation of Five Asian Real Exchange Rates,"
MPRA Paper
40953, University Library of Munich, Germany.
- Zhibai Zhang & Xinyue Zou, 2013. "The Ratio Model and its Application: A Revisit," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 3(6), pages 1-4.
- World Bank, 2009. "Economy-Wide Impact of Oil Discovery in Ghana," World Bank Publications - Reports 18903, The World Bank Group.
- Wang, Songtao & Yang, Zan & Liu, Hongyu, 2011. "Impact of urban economic openness on real estate prices: Evidence from thirty-five cities in China," China Economic Review, Elsevier, vol. 22(1), pages 42-54, March.
- Mr. Ken Miyajima, 2005. "Real Exchange Rates in Growing Economies: How Strong Is the Role of the Nontradables Sector?," IMF Working Papers 2005/233, International Monetary Fund.
- Njindan Iyke, Bernard & Odhiambo, Nicholas M., 2017. "An empirical test of the Balassa-Samuelson hypothesis: Evidence from eight middle-income countries in Africa," Economic Systems, Elsevier, vol. 41(2), pages 297-304.
- Imed Drine & Christophe Rault, 2007.
"Fluctuations de Change et Performances Economiques,"
Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 50(4), pages 427-444.
- Imed DRINE & Christophe RAULT, 2010. "Fluctuation de change et performances économiques," LEO Working Papers / DR LEO 658, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Hiroyuki Imai, 2020. "Was the Balassa–Samuelson Effect Small? Uncaptured Quality Improvements and Japan’s Real Exchange Rate Appreciation, 1956–1970," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 62(4), pages 632-660, December.
- Ian Babetskii & Laurence Boone & Mathilde Maurel, 2004.
"Exchange rate regimes and shocks asymmetry: the case of the accession countries,"
Post-Print
halshs-00468626, HAL.
- Babetskii, Ian & Boone, Laurence & Maurel, Mathilde, 2004. "Exchange rate regimes and shocks asymmetry: the case of the accession countries," Journal of Comparative Economics, Elsevier, vol. 32(2), pages 212-229, June.
- Sanchez, Marcelo, 2007. "Monetary stabilisation in a currency union: The role of catching up member states," Journal of Policy Modeling, Elsevier, vol. 29(1), pages 29-40.
- Monika Blaszkiewicz & Przemek Kowalski & Lukasz Rawdanowicz & Przemyslaw Wozniak, 2004. "Harrod-Balassa-Samuelson Effect in Selected Countries of Central and Eastern Europe," CASE Network Reports 0057, CASE-Center for Social and Economic Research.
- Mohammed B. Yusoff & Ilza Febrina, 2014. "Trade Openness, Real Exchange Rate, Gross Domestic Investment and Growth in Indonesia," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 8(1), pages 1-13, February.
- MacDonald, Ronald & Ricci, Luca Antonio, 2007. "Real exchange rates, imperfect substitutability, and imperfect competition," Journal of Macroeconomics, Elsevier, vol. 29(4), pages 639-664, December.
- Stefanescu, Răzvan & Dumitriu, Ramona, 2015. "Creşterea economică a României între 1980 şi 2013 [The Economic Growth of Romania between 1980 and 2013]," MPRA Paper 61592, University Library of Munich, Germany.
- Haihong Gao, 2006. "Real Exchange Rate in China: A Long‐run Perspective," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 14(4), pages 21-37, August.
- Steven B. Kamin & Marc Klau, 2003. "A multi-country comparison of the linkages between inflation and exchange rate competitiveness," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(2), pages 167-184.
- André Cartapanis & Vincent Dropsy & Sophie Mametz, 1999. "Indicateurs d'alerte et crises de change. Analyse comparée des économies d'Europe centrale et orientale (1990-1997) et d'Amérique latine et d'Asie de l'Est (1971-1997)," Revue Économique, Programme National Persée, vol. 50(6), pages 1237-1254.
- Steven B. Kamin, 1997. "A multi-country comparison of the linkages between inflation and exchange rate competitiveness," BIS Working Papers 45, Bank for International Settlements.
- Karsten Staehr, 2010. "Income convergence and inflation in Central and Eastern Europe : does the sun always rise in the East," Bank of Estonia Working Papers wp2010-04, Bank of Estonia, revised 22 Mar 2010.
- Takatoshi Ito & Ms. Brenda Gonzalez-Hermosillo, 1997.
"The Bank of Canada's Monetary Policy Framework: Have Recent Changes Enhanced Central Bank Credibility?,"
IMF Working Papers
1997/171, International Monetary Fund.
Cited by:
- Chandranath Amarasekara & George J. Bratsiotis, 2012.
"Monetary policy and real wage cyclicality,"
Applied Economics, Taylor & Francis Journals, vol. 44(33), pages 4391-4408, November.
- Chandarath Amarasekara & George Bratsiotis, 2009. "Monetary Policy and Real Wage Cyclicality," Centre for Growth and Business Cycle Research Discussion Paper Series 122, Economics, The University of Manchester.
- Bayangos, V.B., 2000. "real monetary conditions index for the Philippines : is it useful?," ISS Working Papers - General Series 19054, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.
- Zettelmeyer, Jeromin, 2004. "The impact of monetary policy on the exchange rate: evidence from three small open economies," Journal of Monetary Economics, Elsevier, vol. 51(3), pages 635-652, April.
- Vratislav Izak, 2001. "External Factors in Czech Disinflation (Dynamic Analysis)," Archive of Monetary Policy Division Working Papers 2001/35, Czech National Bank.
- Chandranath Amarasekara & George J. Bratsiotis, 2012.
"Monetary policy and real wage cyclicality,"
Applied Economics, Taylor & Francis Journals, vol. 44(33), pages 4391-4408, November.
- Takatoshi Ito & Mr. Tamim Bayoumi & Mr. Peter Isard & Mr. Steven A. Symansky, 1996.
"Exchange Rate Movements and Their Impact on Trade and Investment in the APEC Region,"
IMF Occasional Papers
1996/011, International Monetary Fund.
Cited by:
- Takatoshi Ito & Peter Isard & Steven Symansky, 1997.
"Economic Growth and Real Exchange Rate: An Overview of the Balassa-Samuelson Hypothesis in Asia,"
NBER Working Papers
5979, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Peter Isard & Steven Symansky, 1999. "Economic Growth and Real Exchange Rate: An Overview of the Balassa-Samuelson Hypothesis in Asia," NBER Chapters, in: Changes in Exchange Rates in Rapidly Developing Countries: Theory, Practice, and Policy Issues, pages 109-132, National Bureau of Economic Research, Inc.
- Chinn, M.D., 1997.
"The Usual Suspects? Productivity and Demand Shocks and Asia-Pacific Real Exchange Rates,"
Papers
97-06, Economisch Institut voor het Midden en Kleinbedrijf-.
- Menzie David Chinn, 1998. "The Usual Suspects? Productivity and Demand Shocks and Asia-Pacific Real Exchange Rates," Working Papers 31, Oesterreichische Nationalbank (Austrian Central Bank).
- Menzie D. Chinn, 1997. "The usual suspects? productivity and demand shocks and Asia-Pacific real exchange rates," Pacific Basin Working Paper Series 97-06, Federal Reserve Bank of San Francisco.
- Menzie D. Chinn, 2000. "The Usual Suspects? Productivity and Demand Shocks and Asia–Pacific Real Exchange Rates," Review of International Economics, Wiley Blackwell, vol. 8(1), pages 20-43, February.
- Menzie David Chinn, 1997. "The Usual Suspects? Productivity and Demand Shocks and Asia-Pacific Real Exchange Rates," NBER Working Papers 6108, National Bureau of Economic Research, Inc.
- Chinn, Menzie D., 2000.
"Before the fall: were East Asian currencies overvalued?,"
Emerging Markets Review, Elsevier, vol. 1(2), pages 101-126, September.
- Menzie D. Chinn, 1998. "Before the Fall: Were East Asian Currencies Overvalued?," NBER Working Papers 6491, National Bureau of Economic Research, Inc.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Taguchi, Hiroyuki, 2002. "Exchange rate management and trade balance in selected East Asian countries," MPRA Paper 63638, University Library of Munich, Germany.
- Agnès Bénassy-Quéré & Lionel Fontagne & Amina Lahreche-Revil, 2000.
"Exchange rate strategies in the competition for attracting FDI,"
Cahiers de la Maison des Sciences Economiques
bla00007, Université Panthéon-Sorbonne (Paris 1).
- Agnès Bénassy-Quéré & Lionel Fontagné & Amina Lahreche-Révil, 2000. "Exchange rate strategies in the competition for attracting FDI," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03773690, HAL.
- Agnès Bénassy-Quéré & Lionel Fontagné & Amina Lahrèche-Revil, 1999. "Exchange Rate Strategies in the Competition for Attracting FDI," Working Papers 1999-16, CEPII research center.
- Agnès Bénassy-Quéré & Lionel Fontagné & Amina Lahreche-Révil, 2000. "Exchange rate strategies in the competition for attracting FDI," Post-Print halshs-03773690, HAL.
- Benassy-Quere, A. & Fontagne, L. & Lahreche-Revil, A., 2000. "Exchange Rate Strategies in the Competition for Attracting FDI," Papiers d'Economie Mathématique et Applications 2000.07, Université Panthéon-Sorbonne (Paris 1).
- Irfan Civcir, 2002.
"Before The Fall Was The Turkish Lira Overvalued?,"
Working Papers
0220, Economic Research Forum, revised 11 Jul 2002.
- Irfan Civcir, 2003. "Before the Fall, Was the Turkish Lira Overvalued?," Eastern European Economics, Taylor & Francis Journals, vol. 41(2), pages 69-99, March.
- Chinn, Menzie D, 1999.
"On the Won and Other East Asian Currencies,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 4(2), pages 113-127, April.
- Menzie D. Chinn, 1997. "On the won and other East Asian currencies," Pacific Basin Working Paper Series 97-07, Federal Reserve Bank of San Francisco.
- Chinn, M.D., 1997. "ON the Won: And Other East Asian Currencies," Papers 97-07, Economisch Institut voor het Midden en Kleinbedrijf-.
- Menzie D. Chinn, 1998. "On the Won and Other East Asian Currencies," NBER Working Papers 6671, National Bureau of Economic Research, Inc.
- Menzie Chinn, 2006.
"A Primer on Real Effective Exchange Rates: Determinants, Overvaluation, Trade Flows and Competitive Devaluation,"
Open Economies Review, Springer, vol. 17(1), pages 115-143, January.
- Menzie D. Chinn, 2005. "A Primer on Real Effective Exchange Rates: Determinants, Overvaluation, Trade Flows and Competitive Devaluation," NBER Working Papers 11521, National Bureau of Economic Research, Inc.
- Koichiro Kamada & Ko Nakayama & Izumi Takagawa, 2002. "Deepening Interdependence in the Asia-Pacific Region: An Empirical Study Using a Macro-Econometric Model," Bank of Japan Working Paper Series Research and Statistics D, Bank of Japan.
- Terra, Maria Cristina T. & Abreu, Ana Lucia Vahia de, 2005.
"Purchasing power parity: the choice of price index,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
588, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Maria Cristina T. Terra & Ana Lucia Vahia de Abreu, 2004. "Purchasing Power Parity: the Choice of Price Index," Econometric Society 2004 Latin American Meetings 247, Econometric Society.
- Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000.
"Fractional cointegration and real exchange rates,"
SFB 373 Discussion Papers
2000,69, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Fractional cointegration and real exchange rates," Review of Financial Economics, Elsevier, vol. 13(4), pages 327-340.
- Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2004. "Fractional cointegration and real exchange rates," Review of Financial Economics, John Wiley & Sons, vol. 13(4), pages 327-340.
- Gounder, Rukmani & Sen, Kunal, 2002. "How Integrated Were Foreign Exchange Markets in the Asia-Pacific Region in the Past?: Evidence from the Parallel Market," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 17, pages 724-744.
- International Monetary Fund, 2001. "Interpreting Real Exchange Rate Movements in Transition Countries," IMF Working Papers 2001/056, International Monetary Fund.
- Mr. Gabrielle Lipworth & Mr. Tamim Bayoumi, 1997.
"Japanese Foreign Direct Investment and Regional Trade,"
IMF Working Papers
1997/103, International Monetary Fund.
- Bayoumi, Tamim & Lipworth, Gabrielle, 1998. "Japanese foreign direct investment and regional trade," Journal of Asian Economics, Elsevier, vol. 9(4), pages 581-607.
- Esiyok, Bulent, 2011. "Determinants of foreign direct investment in Turkey: a panel study approach," MPRA Paper 36568, University Library of Munich, Germany.
- Masahiro Kawai & Shinji Takagi, 2012. "A Proposal for Exchange Rate Policy Coordination in East Asia," Chapters, in: Masahiro Kawai & Peter J. Morgan & Shinji Takagi (ed.), Monetary and Currency Policy Management in Asia, chapter 9, Edward Elgar Publishing.
- Arslan Razmi & Robert Blecker, 2005.
"Developing Country Exports of Manufactures: Moving Up the Ladder to Escape the Fallacy of Composition?,"
UMASS Amherst Economics Working Papers
2005-02, University of Massachusetts Amherst, Department of Economics, revised May 2006.
- Arslan Razmi & Robert Blecker, 2008. "Developing Country Exports of Manufactures: Moving Up the Ladder to Escape the Fallacy of Composition?," Journal of Development Studies, Taylor & Francis Journals, vol. 44(1), pages 21-48.
- Arslan Razmi & Robert A. Blecker, 2006. "Developing Country Exports of Manufactures: Moving Up the Ladder to Escape the Fallacy of Composition?," Working Papers 2006-06, American University, Department of Economics.
- André Cartapanis & Vincent Dropsy & Sophie Mametz, 2002. "The Asian Currency Crises: Vulnerability, Contagion, or Unsustainability," Review of International Economics, Wiley Blackwell, vol. 10(1), pages 79-91, February.
- De Broeck, Mark & Sloek, Torsten, 2001. "Interpreting real exchange rate movements in transition countries," BOFIT Discussion Papers 7/2001, Bank of Finland Institute for Emerging Economies (BOFIT).
- Filip Novotný, 2003. "Vliv zhodnocení koruny na český podnikový sektor [Effect of czech crown appreciation on czech corporate sector]," Politická ekonomie, Prague University of Economics and Business, vol. 2003(5), pages 661-675.
- Koichiro Kamada & Izumi Takagawa, 2005.
"Policy Coordination in East Asia and across the Pacific,"
Hi-Stat Discussion Paper Series
d05-101, Institute of Economic Research, Hitotsubashi University.
- Koichiro Kamada & Izumi Takagawa, 2005. "Policy coordination in East Asia and across the Pacific," International Economics and Economic Policy, Springer, vol. 2(4), pages 275-306, December.
- Koichiro Kamada & Izumi Takagawa, 2005. "Policy Coordination in East Asia and across the Pacific," Bank of Japan Working Paper Series 05-E-4, Bank of Japan.
- Benassy-Quere, AgnEs & Fontagne, Lionel & LahrEche-Revil, Amina, 2001. "Exchange-Rate Strategies in the Competition for Attracting Foreign Direct Investment," Journal of the Japanese and International Economies, Elsevier, vol. 15(2), pages 178-198, June.
- Ramon Moreno, 2007.
"Experiences With Current Account Deficits in Southeast Asia,"
Working Papers Central Bank of Chile
452, Central Bank of Chile.
- Ramón Moreno, 2008. "Experiences with Current Account Deficits in Southeast Asia," Central Banking, Analysis, and Economic Policies Book Series, in: Kevin Cowan & Sebastián Edwards & Rodrigo O. Valdés & Norman Loayza (Series Editor) & Klaus Schmidt- (ed.),Current Account and External Financing, edition 1, volume 12, chapter 14, pages 537-582, Central Bank of Chile.
- Ramkishen S. Rajan & Rahul Sen & Reza Y. Siregar, 2004. "Misalignment of the Baht and its Trade Balance Consequences for Thailand in the 1980s and 1990s," The World Economy, Wiley Blackwell, vol. 27(7), pages 985-1012, July.
- Jean-Pierre Allegret & Bernard Courbis, 1999.
"Les pays du Sud face au défi d'un espace financier euro-méditerranéen,"
Post-Print
hal-01660197, HAL.
- Jean-Paul Allegret & Bernard Courbis, 1999. "Les pays du Sud face au défi d'un espace financier euro-méditerranéen," Revue d'Économie Financière, Programme National Persée, vol. 52(2), pages 185-206.
- Karl Whelan, 2013.
"Sovereign Default and the Euro,"
Working Papers
201309, School of Economics, University College Dublin.
- Karl Whelan, 2013. "Sovereign default and the euro," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 29(3), pages 478-501, AUTUMN.
- Philip O. Alege & Evans S. Osabuohien, 2015. "Trade-Exchange Rate Nexus in Sub-Saharan African Countries," Foreign Trade Review, , vol. 50(3), pages 151-167, August.
- Kozo Kiyota & Toshiyuki Matsuura & Shujiro Urata, 2008. "EXCHANGE RATE VOLATILITY AND MNCs' PRODUCTION AND DISTRIBUTION NETWORKS: THE CASE OF JAPANESE MANUFACTURING MNCs," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 53(03), pages 523-538.
- Giorgianni, Lorenzo & Milesi-Ferretti, Gian Maria, 1997.
"Determinants of Korean Trade Flows and their Geographical Destination,"
CEPR Discussion Papers
1703, C.E.P.R. Discussion Papers.
- Mr. Gian M Milesi-Ferretti & Mr. Lorenzo Giorgianni, 1997. "Determinants of Korean Trade Flows and their Geographical Destination," IMF Working Papers 1997/054, International Monetary Fund.
- Taguchi, Hiroyuki, 1998. "Exchange rate movements and trade balances in selected ASEAN countries," MPRA Paper 63784, University Library of Munich, Germany.
- Ms. Sweta Chaman Saxena & Ms. Valerie Cerra, 2002. "An Empirical Analysis of China's Export Behavior," IMF Working Papers 2002/200, International Monetary Fund.
- M. Ali Kemal, 2005. "Exchange Rate Instability and Trade. The Case of Pakistan," PIDE-Working Papers 2005:186, Pakistan Institute of Development Economics.
- Kian-Teng Kwek & Cho-Wai Cho, 2006. "The State-And-Speed Of The Economies In Asean-5: A Geometry Analysis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 51(03), pages 303-324.
- Kawai, Masahiro & Takagi, Shinji, 2000. "Proposed strategy for a regional exchange rate arrangement in post-crisis East Asia," Policy Research Working Paper Series 2503, The World Bank.
- Masahiro Kawai & Peter J. Morgan & Shinji Takagi (ed.), 2012. "Monetary and Currency Policy Management in Asia," Books, Edward Elgar Publishing, number 14414, March.
- Cerra, Valerie & Saxena, Sweta Chaman, 2003. "How responsive is Chinese export supply to market signals?," China Economic Review, Elsevier, vol. 14(3), pages 350-370.
- Nabil Aflouk & Se-Eun Jeong & Jacques Mazier & Jamel Saadaoui, 2011. "Exchange Rate Misalignments and World Imbalances: a FEER Approach for Emerging Countries," Post-Print halshs-00484808, HAL.
- Mr. Kevin C Cheng, 2004. "A Reexamination of Korea’s Trade Flows: What Has Changed and What Explains These Changes?," IMF Working Papers 2004/145, International Monetary Fund.
- André Cartapanis & Vincent Dropsy & Sophie Mametz, 1999. "Indicateurs d'alerte et crises de change. Analyse comparée des économies d'Europe centrale et orientale (1990-1997) et d'Amérique latine et d'Asie de l'Est (1971-1997)," Revue Économique, Programme National Persée, vol. 50(6), pages 1237-1254.
- Nicholas Apergis & Dimitrios Asteriou & Kalliroi Papathoma, 2013. "The Explanatory Variables of Outward Foreign Direct Investment: Panel Evidence," American Journal of Economics and Business Administration, Science Publications, vol. 4(4), pages 207-215, July.
- Takatoshi Ito & Peter Isard & Steven Symansky, 1997.
"Economic Growth and Real Exchange Rate: An Overview of the Balassa-Samuelson Hypothesis in Asia,"
NBER Working Papers
5979, National Bureau of Economic Research, Inc.
- Charles Goodhart & Takatoshi Ito & Richard Payne, 1995.
"One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System,"
NBER Technical Working Papers
0179, National Bureau of Economic Research, Inc.
Cited by:
- Mende, Alexander, 2005.
"09/11 on the USD/EUR Foreign Exchange Market,"
Hannover Economic Papers (HEP)
dp-312, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Alexander Mende, 2006. "09/11 on the USD/EUR foreign exchange market," Applied Financial Economics, Taylor & Francis Journals, vol. 16(3), pages 213-222.
- Martin D. D. Evans(Georgetown University and NBER), 2005. "What are the Origins of Foreign Exchange Movements?," Working Papers gueconwpa~05-05-06, Georgetown University, Department of Economics.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Áron Gereben & György Gyomai & Norbert Kiss M., 2005. "The microstructure approach to exchange rates: a survey from a central bank’s viewpoint," MNB Occasional Papers 2005/42, Magyar Nemzeti Bank (Central Bank of Hungary).
- Daniel J. Fenn & Sam D. Howison & Mark Mcdonald & Stacy Williams & Neil F. Johnson, 2009. "The Mirage Of Triangular Arbitrage In The Spot Foreign Exchange Market," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 12(08), pages 1105-1123.
- Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2008.
"Random Walk or A Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability,"
NBER Working Papers
14160, National Bureau of Economic Research, Inc.
- Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2012. "Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability," Quantitative Finance, Taylor & Francis Journals, vol. 12(6), pages 893-905, March.
- Mende, Alexander, 2005.
"09/11 on the USD/EUR Foreign Exchange Market,"
Hannover Economic Papers (HEP)
dp-312, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Thomas F. Cargill & Michael M. Hutchison & Takatoshi Ito, 1995.
"Lessons from financial crisis: the Japanese case,"
Proceedings
450, Federal Reserve Bank of Chicago.
Cited by:
- Larry D. Wall, 1997. "Taking note of the deposit insurance fund: a plan for the FDIC to issue capital notes," Economic Review, Federal Reserve Bank of Atlanta, vol. 82(Q 1), pages 14-30.
- Mishkin, Frederic S., 2017. "Rethinking monetary policy after the crisis," Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 252-274.
- Stern, Gary H., 1998. "Government safety nets, banking system stability, and economic development," Journal of Asian Economics, Elsevier, vol. 9(1), pages 21-29.
- Graham Elliott & Takatoshi Ito, 1995.
"Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market,"
NBER Working Papers
5376, National Bureau of Economic Research, Inc.
Cited by:
- Sergey V. Chernenko, 2004. "The information content of forward and futures prices: market expectations and the price of risk," International Finance Discussion Papers 808, Board of Governors of the Federal Reserve System (U.S.).
- Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg, 2009.
"Are oil price forecasters finally right? Regressive expectations toward more fundamental values of the oil price,"
Discussion Paper Series 1: Economic Studies
2009,32, Deutsche Bundesbank.
- Stefan Reitz & Jan-Christoph Rülke & Georg Stadtmann, 2009. "Are oil-price-forecasters finally right? – Regressive expectations towards more fundamental values of the oil price," WHU Working Paper Series - Economics Group 09-04, WHU - Otto Beisheim School of Management.
- Reitz, Stefan & Ruelke, Jan & Stadtmann, Georg, 2009. "Are oil-price-forecasters finally right? -- Regressive expectations towards more fundamental values of the oil price," MPRA Paper 15607, University Library of Munich, Germany.
- Marcin Gruszczyński, 2007. "Repression versus free and controlled market. Research into the (weak) effectiveness of the Polish foreign currency (US dollar/zloty) market over the years 1983–1989 and 1991–2006," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 19.
- Peter F. Christoffersen & Francis X.Diebold, 2003.
"Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics,"
PIER Working Paper Archive
04-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Peter F. Christoffersen & Francis X. Diebold, 2003. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," NBER Working Papers 10009, National Bureau of Economic Research, Inc.
- Peter F. Christoffersen & Francis X. Diebold, 2006. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," Management Science, INFORMS, vol. 52(8), pages 1273-1287, August.
- Christoffersen, Peter F. & Diebold, Francis X., 2003. "Financial asset returns, direction-of-change forecasting, and volatility dynamics," CFS Working Paper Series 2004/08, Center for Financial Studies (CFS).
- Katarzyna Dąbrowska-Gruszczyńska & Marcin Gruszczyński, 2009. "The introduction of the euro in the perspective of accession and the challenges of absorption," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 22.
- Peter Christoffersen & Francis X. Diebold, 2002. "Financial Asset Returns, Market Timing, and Volatility Dynamics," CIRANO Working Papers 2002s-02, CIRANO.
- Sonia Pangusión Espinosa., "undated". "Testing Uncovered Interest Rate Parity: The Spanish case," Studies on the Spanish Economy 128, FEDEA.
- Takatoshi Ito & Tokuo Iwaisako, 1995.
"Explaining Asset Bubbles in Japan,"
NBER Working Papers
5358, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Tokuo Iwaisako, 1996. "Explaining Asset Bubbles in Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 14(1), pages 143-193, July.
Cited by:
- Park, Donghyun & Xiao, Qin, 2009. "Housing Prices and the Role of Speculation: The Case of Seoul," ADB Economics Working Paper Series 146, Asian Development Bank.
- Aono, Kohei & 青野, 幸平 & アオノ, コウヘイ & Iwaisako, Tokuo & 祝迫, 得夫 & イワイサコ, トクオ, 2008. "The Consumption-Wealth Ratio, Real Estate Wealth, and the Japanese Stock Market," Discussion Paper Series a504, Institute of Economic Research, Hitotsubashi University.
- Kiyohiko G. Nishimura & Fukujyu Yamazaki & Takako Idee & Toshiaki Watanabe, 1999. "Distortionary Taxation, Excessive Price Sensitivity, and Japanese Land Prices," NBER Working Papers 7254, National Bureau of Economic Research, Inc.
- Serdat Dinc & Patrick M. McGuire, 2004. "Did investors regard real estate as 'safe' during the 'Japanese Bubble' in the 1980s?," BIS Working Papers 164, Bank for International Settlements.
- Bago, Jean-Louis & Akakpo, Koffi & Rherrad, Imad & Ouédraogo, Ernest, 2020.
"Volatility Spillover and International Contagion of Housing Bubbles,"
MPRA Paper
100098, University Library of Munich, Germany.
- Jean-Louis Bago & Koffi Akakpo & Imad Rherrad & Ernest Ouédraogo, 2021. "Volatility Spillover and International Contagion of Housing Bubbles," JRFM, MDPI, vol. 14(7), pages 1-14, June.
- Michael D. Bordo & John Landon-Lane, 2013.
"Does Expansionary Monetary Policy Cause Asset Price Booms; Some Historical and Empirical Evidence,"
NBER Working Papers
19585, National Bureau of Economic Research, Inc.
- Michael D. Bordo & John Landon-Lane, 2013. "Does expansionary monetary policy cause asset price booms? some historical and empirical evidence," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 16(2), pages 04-52, August.
- Michael D. Bordo & John Landon-Lane, 2014. "Does Expansionary Monetary Policy Cause Asset Price Booms? Some Historical and Empirical Evidence," Central Banking, Analysis, and Economic Policies Book Series, in: Sofía Bauducco & Lawrence Christiano & Claudio Raddatz (ed.),Macroeconomic and Financial Stability: challenges for Monetary Policy, edition 1, volume 19, chapter 3, pages 61-116, Central Bank of Chile.
- Iacoviello, Matteo, 2000. "House prices and the macroeconomy in Europe: Results from a structural var analysis," Working Paper Series 18, European Central Bank.
- Nada Mora, 2008.
"The Effect of Bank Credit on Asset Prices: Evidence from the Japanese Real Estate Boom during the 1980s,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(1), pages 57-87, February.
- Nada Mora, 2008. "The Effect of Bank Credit on Asset Prices: Evidence from the Japanese Real Estate Boom during the 1980s," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(1), pages 57-87, February.
- Oliver Hülsewig & Timo Wollmershäuser, 2006. "Makroökonomische Bedeutung von Vermögenspreisblase: Eine Event-Studie für die G4-Länder," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(19), pages 13-33, October.
- Oxelheim, Lars & Randøy, Trond & Stonehill, Arthur, 2001.
"On the treatment of finance-specific factors within the OLI paradigm,"
International Business Review, Elsevier, vol. 10(4), pages 381-398, August.
- Oxelheim, Lars & Randøy, Trond & Stonehill, Arthur, 2001. "On the Treatment of Finance-Specific Factors Within the OLI Paradigm," Working Paper Series 554, Research Institute of Industrial Economics.
- Takatoshi Ito & Frederic S. Mishkin, 2006.
"Two Decades of Japanese Monetary Policy and the Deflation Problem,"
NBER Chapters, in: Monetary Policy with Very Low Inflation in the Pacific Rim, pages 131-1997,
National Bureau of Economic Research, Inc.
- Takatoshi Ito & Frederic S. Mishkin, 2004. "Two Decades of Japanese Monetary Policy and the Deflation Problem," NBER Working Papers 10878, National Bureau of Economic Research, Inc.
- David Amirault & Brian O'Reilly, 2001. "The Zero Bound on Nominal Interest Rates: How Important Is It?," Staff Working Papers 01-6, Bank of Canada.
- Raphael Bergoeing & Felipe Morandé & Raimundo Soto., "undated".
"Asset prices in Chile: facts and fads,"
ILADES-UAH Working Papers
inv115, Universidad Alberto Hurtado/School of Economics and Business.
- Raphael Bergoeing & Felipe Morandé & Raimundo Soto, 2002. "Asset Prices in Chile: Facts and Fads," Central Banking, Analysis, and Economic Policies Book Series, in: Leonardo Hernández & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Se (ed.),Banking, Financial Integration, and International Crises, edition 1, volume 3, chapter 8, pages 235-278, Central Bank of Chile.
- Eric Parrado H. / & Paulo Cox P. & Marcelo Fuenzalida C., 2009. "Evolution of Housing Prices in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 12(1), pages 51-68, April.
- Takatoshi Ito, 1999.
"Capital Flows in Asia,"
Discussion Paper Series
a371, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito, 2000. "Capital Flows in Asia," NBER Chapters, in: Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, pages 255-296, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 1999. "Capital Flows in Asia," NBER Working Papers 7134, National Bureau of Economic Research, Inc.
- Gunther Maier & Shanaka Herath, 2009.
"Real Estate Market Efficiency: A Survey of Literature,"
ERES
eres2009_155, European Real Estate Society (ERES).
- Maier, Gunther & Herath, Shanaka, 2009. "Real Estate Market Efficiency. A Survey of Literature," SRE-Discussion Papers 2009/07, WU Vienna University of Economics and Business.
- Gunther Maier & Shanaka Herath, 2009. "Real Estate Market Efficiency: A Survey of Literature," SRE-Disc sre-disc-2009_07, Institute for Multilevel Governance and Development, Department of Socioeconomics, Vienna University of Economics and Business.
- Michael D. Bordo & Christopher M. Meissner, 2016.
"Fiscal and Financial Crises,"
NBER Working Papers
22059, National Bureau of Economic Research, Inc.
- Bordo, M.D. & Meissner, C.M., 2016. "Fiscal and Financial Crises," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 355-412, Elsevier.
- Adam Posen, 2003.
"It Takes More Than a Bubble to Become Japan,"
RBA Annual Conference Volume (Discontinued), in: Anthony Richards & Tim Robinson (ed.),Asset Prices and Monetary Policy,
Reserve Bank of Australia.
- Adam S. Posen, 2003. "It Takes More than a Bubble to Become Japan," Working Paper Series WP03-9, Peterson Institute for International Economics.
- Goyal, Vidhan K. & Yamada, Takeshi & ヤマダ, タケシ, 2002.
"Asset Price Shocks, Financial Constraints, and Investment: Evidence from Japan,"
CEI Working Paper Series
2002-11, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Vidhan K. Goyal & Takeshi Yamada, 2004. "Asset Price Shocks, Financial Constraints, and Investment: Evidence from Japan," The Journal of Business, University of Chicago Press, vol. 77(1), pages 175-200, January.
- Shinhua Liu, 2007. "Securities Transaction Tax and Market Efficiency: Evidence from the Japanese Experience," Journal of Financial Services Research, Springer;Western Finance Association, vol. 32(3), pages 161-176, December.
- Christian A. Conrad, 2021. "The Effects of Money Supply and Interest Rates on Stock Prices, Evidence from Two Behavioral Experiments," Applied Economics and Finance, Redfame publishing, vol. 8(2), pages 33-41, March.
- Michael D. Bordo, 2017.
"An Historical Perspective on the Quest for Financial Stability and the Monetary Policy Regime,"
NBER Working Papers
24154, National Bureau of Economic Research, Inc.
- Michael D. Bordo, 2017. "An Historical Perspective on the Quest for Financial Stability and the Monetary Policy Regime," Economics Working Papers 17108, Hoover Institution, Stanford University.
- Michael D. Bordo & Olivier Jeanne, 2002.
"Boom-Busts in Asset Prices, Economic Instability, and Monetary Policy,"
NBER Working Papers
8966, National Bureau of Economic Research, Inc.
- Bordo, Michael & Jeanne, Olivier, 2002. "Boom-Busts in Asset Prices, Economic Instability and Monetary Policy," CEPR Discussion Papers 3398, C.E.P.R. Discussion Papers.
- Qin Xiao & Gee Kwang Randolph Tan, 2007.
"Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles,"
Urban Studies, Urban Studies Journal Limited, vol. 44(4), pages 865-888, April.
- Qin Xiao & Randolph Gee Kwang Tan, 2006. "Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles," Economic Growth Centre Working Paper Series 0601, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Sami Alpanda, 2012. "Taxation, collateral use of land, and Japanese asset prices," Empirical Economics, Springer, vol. 43(2), pages 819-850, October.
- Qin Xiao & Randolph Gee Kwang Tan, 2006. "Markov-switching Unit Root Test: A study of the Property Price Bubbles in Hong Kong and Seoul," Economic Growth Centre Working Paper Series 0602, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Maurice J. Roche, 1999. "Irish House Prices - Will the Roof Cave In?," The Economic and Social Review, Economic and Social Studies, vol. 30(4), pages 343-362.
- Wei Li, 2008. "Property tax and speculative bubble: An empirical analysis of Tianjin," Psychometrika, Springer;The Psychometric Society, vol. 3(4), pages 627-643, December.
- Helmut Herwartz & Hans‐Eggert Reimers, 2002.
"Empirical modelling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH‐models and their implications,"
Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 18(1), pages 3-22, January.
- Herwartz, Helmut & Reimers, Hans-Eggert, 2001. "Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications," SFB 373 Discussion Papers 2001,83, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Qin Xiao & Donghyun Park, 2010. "Seoul housing prices and the role of speculation," Empirical Economics, Springer, vol. 38(3), pages 619-644, June.
- Hu, Yang & Oxley, Les, 2018.
"Bubble contagion: Evidence from Japan’s asset price bubble of the 1980-90s,"
Journal of the Japanese and International Economies, Elsevier, vol. 50(C), pages 89-95.
- Yang Hu & Les Oxley, 2017. "Bubble Contagion: Evidence from Japan's Asset Price Bubble of the 1980-90s," Working Papers in Economics 17/20, University of Waikato.
- Qin Xiao & Weihong Huang, 2010. "Risk and predictability of Singapore's private residential market," Quantitative Finance, Taylor & Francis Journals, vol. 10(5), pages 529-543.
- Takatotshi Ito, 1996. "Japan and the Asian Economies: A 'Miracle' in Transition," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 27(2), pages 205-272.
- Qin Xiao & Yunhua Liu, 2010. "The residential market of Hong Kong: rational or irrational?," Applied Economics, Taylor & Francis Journals, vol. 42(7), pages 923-933.
- Hiroki Arato & Katsunori Yamada, 2010.
"Japan's Intangible Capital and Valuation of Corporations in a Neoclassical Framework,"
ISER Discussion Paper
0772, Institute of Social and Economic Research, Osaka University, revised Nov 2011.
- Hiroki Arato & Katsunori Yamada, 2012. "Japan's Intangible Capital and Valuation of Corporations in a Neoclassical Framework," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(4), pages 459-478, October.
- Robert J. Hill & Daniel Melser, 2007. "Comparing House Prices Across Regions and Time: An Hedonic Approach," Discussion Papers 2007-33, School of Economics, The University of New South Wales.
- Gunther Schnabl & Taiki Murai, 2024. "Japan’s Low Inflation from a Quantity Theory Perspective," CESifo Working Paper Series 11476, CESifo.
- Roche, Maurice J., 2001. "The rise in house prices in Dublin: bubble, fad or just fundamentals," Economic Modelling, Elsevier, vol. 18(2), pages 281-295, April.
- Charles Ka Yui Leung & Nan-Kuang Chen, 2006.
"Intrinsic Cycles of Land Price: A Simple Model,"
Journal of Real Estate Research, American Real Estate Society, vol. 28(3), pages 293-320.
- Charles Leung & N-K. Chen, 2006. "Intrinsic Cycles of Land Price: A Simple Model," Journal of Real Estate Research, Taylor & Francis Journals, vol. 28(3), pages 293-320, January.
- Charles Ka-Yui Leung & Nan-Kuang Chen, 2005. "Intrinsic Cycles of Land Price: A Simple Model," Departmental Working Papers _166, Chinese University of Hong Kong, Department of Economics.
- Charles Ka Yui Leung & Nan-Kuang Chen, 2005. "Intrinsic Cycles of Land Price: A Simple Model," Discussion Papers 00005, Chinese University of Hong Kong, Department of Economics.
- Neal Maroney & Atsuyuki Naka, 2006. "Diversification Benefits of Japanese Real Estate Over the Last Four Decades," The Journal of Real Estate Finance and Economics, Springer, vol. 33(3), pages 259-274, November.
- Thomas F Helbling, 2005. "Housing price bubbles - a tale based on housing price booms and busts," BIS Papers chapters, in: Bank for International Settlements (ed.), Real estate indicators and financial stability, volume 21, pages 30-41, Bank for International Settlements.
- Wolfgang Nierhaus & Timo Wollmershäuser, 2016. "ifo Konjunkturumfragen und Konjunkturanalyse: Band II," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 72, October.
- Chen, Nan-Kuang, 2001. "Bank net worth, asset prices and economic activity," Journal of Monetary Economics, Elsevier, vol. 48(2), pages 415-436, October.
- Nakajima, Tomoyuki, 2008. "Asset price fluctuations in Japan: 1980-2000," Japan and the World Economy, Elsevier, vol. 20(1), pages 129-153, January.
- S. Elwood & Ehsan Ahmed & J. Rosser, 1999. "State-space estimation of rational bubbles in the Yen/Deutsche Mark exchange rate," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 135(2), pages 317-331, June.
- Maurice J. Roche, 1999. "Irish house prices: will the roof fall in?," Economics Department Working Paper Series n890699, Department of Economics, National University of Ireland - Maynooth.
- Lynn E. Browne & Rebecca Hellerstein & Jane Sneddon Little, 1998. "Inflation, asset markets, and economic stabilization: lessons from Asia," New England Economic Review, Federal Reserve Bank of Boston, issue Sep, pages 3-32.
- Yu Hsing, 2004. "Estimating the Bank of Japan's monetary policy reaction function," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 57(229), pages 169-183.
- Jan Kubíček, 2005. "Rovnovážná cena fixního aktiva v rostoucí ekonomice [Equilibrium real price of a fixed asset in a growing economy]," Politická ekonomie, Prague University of Economics and Business, vol. 2005(3), pages 405-421.
- Raphael Bergoeing & Felipe Morandé & Raimundo Soto, 1999. "Asset Prices in Chile: Arbitrage and Bubbles," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 2(2), pages 039-053, August.
- Koji Nakamura & Yumi Saita, 2007. "Land Prices and Fundamentals," Bank of Japan Working Paper Series 07-E-8, Bank of Japan.
- Alpanda, Sami, 2007. "The Boom-Bust Cycle in Japanese Asset Prices," MPRA Paper 5895, University Library of Munich, Germany.
- Chen, Nan-Kuang, 2001. "Asset price fluctuations in Taiwan: evidence from stock and real estate prices 1973 to 1992," Journal of Asian Economics, Elsevier, vol. 12(2), pages 215-232.
- Yu Hsing, 2004. "Estimating the Bank of Japan's monetary policy reaction function," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 57(229), pages 169-183.
- Nemoto, Hiroyuki, 2017. "Credit availability and asset price: Empirical analysis of the Japanese bubbles in 1980s," Journal of the Japanese and International Economies, Elsevier, vol. 44(C), pages 90-98.
- Takatoshi Ito & Wen-Ling Lin, 1993.
"Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets,"
NBER Working Papers
4592, National Bureau of Economic Research, Inc.
- Wen-Ling Lin & Takatoshi Ito, 1994. "Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets," NBER Chapters, in: The Internationalization of Equity Markets, pages 309-343, National Bureau of Economic Research, Inc.
Cited by:
- Stephen J. Sault, 2007. "A Disaggregated Analysis of Movements in East Asian Regional Stock Volatility," Australian Journal of Management, Australian School of Business, vol. 32(2), pages 251-270, December.
- Bodart, Vincent & Reding, Paul, 1999.
"Exchange rate regime, volatility and international correlations on bond and stock markets,"
Journal of International Money and Finance, Elsevier, vol. 18(1), pages 133-151, January.
- Bodart, V. & Reding, P., 1998. "Exchange Rate Regime, Volatility and International Correlations on Bond and Stock Markets," Papers 204, Notre-Dame de la Paix, Sciences Economiques et Sociales.
- Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi & Masahiro Watanabe, 2002.
"Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows,"
Yale School of Management Working Papers
ysm274, Yale School of Management, revised 01 Apr 2008.
- Steven J. Brown & William N. Goetzmann & Takato Hiraki & Niroyoshi Shiraishi & Masahiro Watanabe, 2002. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers ysm24, Yale School of Management.
- Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi & Masahiro Watanabe, 2002. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers ysm274, Yale School of Management, revised 01 Apr 2008.
- Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Noriyoshi Shirishi & Masahiro Watanabe, 2003. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," NBER Working Papers 9470, National Bureau of Economic Research, Inc.
- Jeannine Bailliu, 2000.
"Private Capital Flows, Financial Development, and Economic Growth in Developing Countries,"
Staff Working Papers
00-15, Bank of Canada.
- Jeannine Bailliu, 2000. "Private Capital Flows, Financial Development, and Economic Growth in Developing Countries," Staff Working Papers 00-16, Bank of Canada.
- Olkhov, Victor, 2022.
"The Market-Based Asset Price Probability,"
MPRA Paper
115382, University Library of Munich, Germany, revised 16 Nov 2022.
- Olkhov, Victor, 2022. "The Market-Based Asset Price Probability," MPRA Paper 113096, University Library of Munich, Germany.
- Victor Olkhov, 2022. "Market-Based Asset Price Probability," Papers 2205.07256, arXiv.org, revised Dec 2024.
- Victor Olkhov, 2020.
"Price, Volatility and the Second-Order Economic Theory,"
Papers
2009.14278, arXiv.org, revised Apr 2021.
- Olkhov, Victor, 2020. "Price, Volatility and the Second-Order Economic Theory," MPRA Paper 102767, University Library of Munich, Germany.
- Fratzscher, Marcel, 2001.
"Financial market integration in Europe: on the effects of EMU on stock markets,"
Working Paper Series
48, European Central Bank.
- Fratzscher, M., 2001. "Financial Market Integration in Europe: On the Effects of EMU on Stock Markets," Papers 48, Quebec a Montreal - Recherche en gestion.
- Fratzscher, Marcel, 2002. "Financial Market Integration in Europe: On the Effects of EMU on Stock Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 7(3), pages 165-193, July.
- Abakah, Emmanuel Joel Aikins & Nasreen, Samia & Tiwari, Aviral Kumar & Lee, Chien-Chiang, 2023. "U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging," International Review of Financial Analysis, Elsevier, vol. 87(C).
- Ngene, Geoffrey M. & Lee Kim, Yea & Wang, Jinghua, 2019. "Who poisons the pool? Time-varying asymmetric and nonlinear causal inference between low-risk and high-risk bonds markets," Economic Modelling, Elsevier, vol. 81(C), pages 136-147.
- Withanage, Yeshan & Jayasinghe, Prabhath, 2017. "Volatility Spillovers between South Asian Stock Markets: Evidence from Sri Lanka, India and Pakistan," MPRA Paper 82782, University Library of Munich, Germany, revised Nov 2017.
- Michael J. Fleming & Jose A. Lopez, 1999.
"Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market,"
Working Papers in Applied Economic Theory
99-09, Federal Reserve Bank of San Francisco.
- Michael J. Fleming & Jose A. Lopez, 1999. "Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market," Staff Reports 82, Federal Reserve Bank of New York.
- Alexandrou, George & Koulakiotis, Athanasios & Dasilas, Apostolos, 2011. "GARCH modelling of banking integration in the Eurozone," Research in International Business and Finance, Elsevier, vol. 25(1), pages 1-10, January.
- Jeffrey A. Frankel, 1994.
"The Internationalization of Equity Markets,"
NBER Books,
National Bureau of Economic Research, Inc, number fran94-1, February.
- Jeffrey A. Frankel, 1993. "The Internationalization of Equity Markets," NBER Working Papers 4590, National Bureau of Economic Research, Inc.
- Victor Olkhov, 2020.
"Volatility Depends on Market Trades and Macro Theory,"
Papers
2008.07907, arXiv.org, revised Jun 2024.
- Olkhov, Victor, 2020. "Volatility Depend on Market Trades and Macro Theory," MPRA Paper 102434, University Library of Munich, Germany.
- Frankel, Jeffrey A., 1994. "The Internalization of Equity Markets: Introduction," Center for International and Development Economics Research (CIDER) Working Papers 233216, University of California-Berkeley, Department of Economics.
- Hussain, Syed Mujahid, 2011. "Intraday trading volume and international spillover effects," Research in International Business and Finance, Elsevier, vol. 25(2), pages 183-194, June.
- Giulio Cifarelli & Giovanna Paladino, 2001.
"Volatility spillovers and the role of leading financial centres,"
BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 54(216), pages 37-71.
- Giulio Cifarelli & Giovanna Paladino, 2001. "Volatility spillovers and the role of leading financial centres," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 54(216), pages 37-71.
- Tro Kortian & James O’Regan, 1996. "Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages," RBA Research Discussion Papers rdp9609, Reserve Bank of Australia.
- Linda L. Tesar & Rene M. Stulz & Stephen Friedman & George N. Hatsopoulos, 1999. "The Role of Equity Markets in International Capital Flows," NBER Chapters, in: International Capital Flows, pages 235-306, National Bureau of Economic Research, Inc.
- Pogorelova, Polina & Peresetsky, Anatoly, 2020. "Extracting the global stochastic trend from non-synchronous data on the volatility of financial indices," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 57, pages 53-71.
- Mónica Lylián Parra T., 2001. "Evidencia de contagio en la volatilidad de la tasa de interés en Colombia," Coyuntura Económica, Fedesarrollo, June.
- Jon Wongswan, 2003.
"Transmission of information across international equity markets,"
International Finance Discussion Papers
759, Board of Governors of the Federal Reserve System (U.S.).
- Jon Wongswan, 2006. "Transmission of Information across International Equity Markets," The Review of Financial Studies, Society for Financial Studies, vol. 19(4), pages 1157-1189.
- Timothy J. Brailsford, 1996. "Volatility Spillovers Across the Tasman," Australian Journal of Management, Australian School of Business, vol. 21(1), pages 13-27, June.
- Su, Xianfang & Guo, Dawei & Dai, Liang, 2023. "Do green bond and green stock markets boom and bust together? Evidence from China," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Sandeep Patel & Asani Sarkar, 1998. "Stock market crises in developed and emerging markets," Research Paper 9809, Federal Reserve Bank of New York.
- Ng, Angela, 2000. "Volatility spillover effects from Japan and the US to the Pacific-Basin," Journal of International Money and Finance, Elsevier, vol. 19(2), pages 207-233, April.
- Serdar Neslihanoglu & Stelios Bekiros & John McColl & Duncan Lee, 2021. "Multivariate time-varying parameter modelling for stock markets," Empirical Economics, Springer, vol. 61(2), pages 947-972, August.
- Dean, Warren G. & Faff, Robert W. & Loudon, Geoffrey F., 2010. "Asymmetry in return and volatility spillover between equity and bond markets in Australia," Pacific-Basin Finance Journal, Elsevier, vol. 18(3), pages 272-289, June.
- Ito, T., 1993.
"Short-Run and Long-Run Expectationss of the Yen/Dollar Exchange Rate,"
Harvard Institute of Economic Research Working Papers
1661, Harvard - Institute of Economic Research.
- Ito Takatoshi, 1994. "Short-Run and Long-Run Expectations of the Yen/Dollar Exchange Rate," Journal of the Japanese and International Economies, Elsevier, vol. 8(2), pages 119-143, June.
- Takatoshi Ito, 1993. "Short-run and Long-run Expectations of the Yen/Dollar Exchange Rate," NBER Working Papers 4545, National Bureau of Economic Research, Inc.
Cited by:
- Georges Prat & Remzi Uctum, 2014.
"Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data,"
Working Papers
2014-235, Department of Research, Ipag Business School.
- Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01411784, HAL.
- Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," EconomiX Working Papers 2014-17, University of Paris Nanterre, EconomiX.
- Georges Prat & Remzi Uctum, 2015. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3673-3695, July.
- Georges Prat & Remzi Uctum, 2015. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Post-Print hal-01385957, HAL.
- Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01411785, HAL.
- Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Post-Print hal-01638223, HAL.
- Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01638224, HAL.
- Jeffrey Frankel., 1995.
"How Well Do Foreign Exchange Markets Function: Might a Tobin Tax Help?,"
Center for International and Development Economics Research (CIDER) Working Papers
C95-058, University of California at Berkeley.
- Jeffrey A. Frankel, 1996. "How Well do Foreign Exchange Markets Function: Might a Tobin Tax Help?," NBER Working Papers 5422, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey, 1995. "How Well Do Foreign Exchange Markets Function: Might a Tobin Tax Help?," Center for International and Development Economics Research (CIDER) Working Papers 233420, University of California-Berkeley, Department of Economics.
- Menkhoff, Lukas & Rebitzky, Rafael & Schröder, Michael, 2005.
"Do Dollar Forecasters Believe too Much in PPP?,"
Hannover Economic Papers (HEP)
dp-321, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Lukas Menkhoff & Rafael Rebitzky & Michael Schroder, 2008. "Do dollar forecasters believe too much in PPP?," Applied Economics, Taylor & Francis Journals, vol. 40(3), pages 261-270.
- Charles Engel, 1995.
"The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence,"
NBER Working Papers
5312, National Bureau of Economic Research, Inc.
- Engel, Charles, 1996. "The forward discount anomaly and the risk premium: A survey of recent evidence," Journal of Empirical Finance, Elsevier, vol. 3(2), pages 123-192, June.
- Imane El Ouadghiri, 2015. "Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis," EconomiX Working Papers 2015-17, University of Paris Nanterre, EconomiX.
- Ronald MacDonald & Jun Nagayasu, 2013.
"Currency forecast errors at times of low interest rates: evidence from survey data on the Yen/Dollar exchange rate,"
Working Papers
1321, University of Strathclyde Business School, Department of Economics.
- MacDonald, Ronald & Nagayasu, Jun, 2013. "Currency Forecast Errors at Times of Low Interest Rates: Evidence from Survey Data on the Yen/Dollar Exchange Rate," SIRE Discussion Papers 2013-100, Scottish Institute for Research in Economics (SIRE).
- MacDonald, Ronald & Nagayasu, Jun, 1998.
"On the Japanese Yen-U.S. Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials,"
Journal of the Japanese and International Economies, Elsevier, vol. 12(1), pages 75-102, March.
- MacDonald, Ronald, 1997. "On the Japanese Yen-US Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials," CEPR Discussion Papers 1639, C.E.P.R. Discussion Papers.
- Carl Bonham & Richard Cohen & Shigeyuki Abe, 2006. "The Rationality and Heterogeneity of Survey Forecasts of the Yen-Dollar Exchange Rate: A Reexamination," Working Papers 200611, University of Hawaii at Manoa, Department of Economics.
- Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Working Papers hal-04141348, HAL.
- Rotheli, Tobias F., 2002. "Bandwagon effects and run patterns in exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 12(2), pages 157-166, April.
- Ron Jongen & Willem F.C. Verschoor & Christian C.P. Wolff, 2008. "Foreign Exchange Rate Expectations: Survey And Synthesis," Journal of Economic Surveys, Wiley Blackwell, vol. 22(1), pages 140-165, February.
- MacDonald, Ronald & Nagayasu, Jun, 2015. "Currency forecast errors and carry trades at times of low interest rates: Evidence from survey data on the yen/dollar exchange rate," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 1-19.
- Pollock, Andrew C. & Wilkie, Mary E., 1996. "The quality of bank forecasts: The dollar-pound exchange rate, 1990-1993," European Journal of Operational Research, Elsevier, vol. 91(2), pages 306-314, June.
- Pierdzioch, Christian, 2002. "Exchange Rate Expectations Redux and Monetary Policy," Kiel Working Papers 1109, Kiel Institute for the World Economy (IfW Kiel).
- Pippenger, John, 2004. "In search of overshooting and bandwagons in exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(1), pages 87-98, February.
- Imane El Ouadghiri, 2015. "Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis," Working Papers hal-04141409, HAL.
- Takatoshi Ito & Keiko Nosse Hirono, 1993.
"Efficiency of the Tokyo Housing Market,"
NBER Working Papers
4382, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Keiko Nosse Hirono, 1993. "Efficiency of the Tokyo Housing Market," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 11(1), pages 1-32, July.
Cited by:
- Shimizu, Chihiro & Nishimura, Kiyohiko G. & Watanabe, Tsutomu, 2010. "Residential rents and price rigidity: Micro structure and macro consequences," Journal of the Japanese and International Economies, Elsevier, vol. 24(2), pages 282-299, June.
- Yoshida, Jiro, 2020. "The economic depreciation of real estate: Cross-sectional variations and their return implications," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
- Takatoshi Ito & Tokuo Iwaisako, 1995.
"Explaining Asset Bubbles in Japan,"
NBER Working Papers
5358, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Tokuo Iwaisako, 1996. "Explaining Asset Bubbles in Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 14(1), pages 143-193, July.
- Yuval Arbel & Danny Ben-Shahar & Eyal Sulganik, 2009. "Mean Reversion and Momentum: Another Look at the Price-Volume Correlation in the Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, vol. 39(3), pages 316-335, October.
- Gunther Maier & Shanaka Herath, 2009.
"Real Estate Market Efficiency: A Survey of Literature,"
ERES
eres2009_155, European Real Estate Society (ERES).
- Maier, Gunther & Herath, Shanaka, 2009. "Real Estate Market Efficiency. A Survey of Literature," SRE-Discussion Papers 2009/07, WU Vienna University of Economics and Business.
- Gunther Maier & Shanaka Herath, 2009. "Real Estate Market Efficiency: A Survey of Literature," SRE-Disc sre-disc-2009_07, Institute for Multilevel Governance and Development, Department of Socioeconomics, Vienna University of Economics and Business.
- John Krainer & Mark M. Spiegel & Nobuyoshi Yamori, 2010. "Asset Price Persistence and Real Estate Market Illiquidity: Evidence from Japanese Land Values," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 38(2), pages 171-196, June.
- Robert J. Shiller & Allan N. Weiss, 1994.
"Home Equity Insurance,"
NBER Working Papers
4830, National Bureau of Economic Research, Inc.
- Robert J. Shiller & Allan N. Weiss, 1994. "Home Equity Insurance," Cowles Foundation Discussion Papers 1074, Cowles Foundation for Research in Economics, Yale University.
- Shiller, Robert J & Weiss, Allan N, 1999. "Home Equity Insurance," The Journal of Real Estate Finance and Economics, Springer, vol. 19(1), pages 21-47, July.
- Shiratsuka, Shigenori, 1999.
"Measurement Errors in the Japanese Consumer Price Index,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 17(3), pages 69-102, December.
- Shigenori Shiratsuka, 1999. "Measurement errors in Japanese Consumer Price Index," Working Paper Series WP-99-2, Federal Reserve Bank of Chicago.
- Maurice J. Roche, 1999. "Irish House Prices - Will the Roof Cave In?," The Economic and Social Review, Economic and Social Studies, vol. 30(4), pages 343-362.
- Chen, Hua & Cox, Samuel H. & Wang, Shaun S., 2010. "Is the Home Equity Conversion Mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 371-384, April.
- Takatotshi Ito, 1996. "Japan and the Asian Economies: A 'Miracle' in Transition," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 27(2), pages 205-272.
- Ren, Yu & Yuan, Yufei & Zhang, Yang, 2014. "Human capital, household capital and asset returns," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 11-22.
- Eric J. Levin & Robert E. Wright, 1997.
"Speculation in the Housing Market?,"
Urban Studies, Urban Studies Journal Limited, vol. 34(9), pages 1419-1437, August.
- Eric J. Levin & Robert E. Wright, "undated". "Speculation in the Housing Market?," Working Papers Series 96/2, University of Stirling, Division of Economics.
- Carole Bernard & Adam Kolkiewicz & Junsen Tang, 2023. "Valuation of Reverse Mortgages with Default Risk Models," The Journal of Real Estate Finance and Economics, Springer, vol. 66(4), pages 806-839, May.
- Vera Baye & Valeriya Dinger, 2024. "Investment incentives of rent controls and gentrification: Evidence from German micro data," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 52(3), pages 843-884, May.
- Okumura, Tsunao, 1997. "Housing Investment and Residential Land Supply in Japan: An Asset Market Approach," Journal of the Japanese and International Economies, Elsevier, vol. 11(1), pages 27-54, March.
- Maurice J. Roche, 1999. "Irish house prices: will the roof fall in?," Economics Department Working Paper Series n890699, Department of Economics, National University of Ireland - Maynooth.
- Kenny, Geoff, 1998. "The Housing Market and the Macroeconomy: Evidence From Ireland," Research Technical Papers 1/RT/98, Central Bank of Ireland.
- Levin, Eric J. & Wright, Robert E., 1997. "The impact of speculation on house prices in the United Kingdom," Economic Modelling, Elsevier, vol. 14(4), pages 567-585, October.
- Lee, Yung-Tsung & Wang, Chou-Wen & Huang, Hong-Chih, 2012. "On the valuation of reverse mortgages with regular tenure payments," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 430-441.
- Daniele Checchi, 1999. "Inequality in Incomes and Access to Education. A Cross-Country Analysis (1960-90)," Working Papers 21, University of Milano-Bicocca, Department of Economics, revised May 1999.
- Takatoshi Ito, 1992.
"U.S. Political Pressure and Economic Liberalization in East Asia,"
Discussion Paper Series
a257, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito, 1993. "U.S. Political Pressure and Economic Liberalization in East Asia," NBER Chapters, in: Regionalism and Rivalry: Japan and the United States in Pacific Asia, pages 391-422, National Bureau of Economic Research, Inc.
Cited by:
- Sebastian Edwards, 1997. "The Mexican Peso Crisis? How Much Did We Know? When Did We Know It?," NBER Working Papers 6334, National Bureau of Economic Research, Inc.
- Shujiro Urata, 2020. "US–Japan Trade Frictions: The Past, the Present, and Implications for the US–China Trade War," Asian Economic Policy Review, Japan Center for Economic Research, vol. 15(1), pages 141-159, January.
- Thomas A. Barthold & Takatoshi Ito, 1991.
"Bequest Taxes and Accumulation of Household Wealth: U.S. - Japan Comparison,"
NBER Working Papers
3692, National Bureau of Economic Research, Inc.
- Thomas A. Barthold & Takatoshi Ito, 1992. "Bequest Taxes and Accumulation of Household Wealth: U.S.-Japan Comparison," NBER Chapters, in: The Political Economy of Tax Reform, pages 235-292, National Bureau of Economic Research, Inc.
- Thomas A. Barthold & Takatoshi Ito, 1991. "Bequest Taxes and Accumulation of Household Wealth: U.S.-Japan Comparison," Discussion Paper Series a233, Institute of Economic Research, Hitotsubashi University.
Cited by:
- Kiyohiko G. Nishimura & Fukujyu Yamazaki & Takako Idee & Toshiaki Watanabe, 1999. "Distortionary Taxation, Excessive Price Sensitivity, and Japanese Land Prices," NBER Working Papers 7254, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Yukinobu Kitamura, 1994. "Public Policies and Household Saving in Japan," NBER Chapters, in: Public Policies and Household Saving, pages 133-160, National Bureau of Economic Research, Inc.
- Charles Yuji Horioka, 2009.
"Do Bequests Increase or Decrease Wealth Inequalities?,"
ISER Discussion Paper
0729, Institute of Social and Economic Research, Osaka University.
- Horioka, Charles Yuji, 2009. "Do bequests increase or decrease wealth inequalities?," Economics Letters, Elsevier, vol. 103(1), pages 23-25, April.
- Charles Yuji Horioka, 2009. "Do Bequests Increase or Decrease Wealth Inequalities?," NBER Working Papers 14639, National Bureau of Economic Research, Inc.
- Ken Yamada, 2003.
"Intra-family Transfers in Japan: Intergenerational Co-residence, Distance, andContact,"
ISER Discussion Paper
0575, Institute of Social and Economic Research, Osaka University.
- Ken Yamada, 2006. "Intra-family transfers in Japan: intergenerational co-residence, distance, and contact," Applied Economics, Taylor & Francis Journals, vol. 38(16), pages 1839-1861.
- Charles Horioka, 2014.
"Are Americans and Indians more altruistic than the Japanese and Chinese? Evidence from a new international survey of bequest plans,"
Review of Economics of the Household, Springer, vol. 12(3), pages 411-437, September.
- Charles Yuji Horioka, 2014. "Are Americans and Indians More Altruistic than the Japanese and Chinese? Evidence from a New International Survey of Bequest Plans," ISER Discussion Paper 0901, Institute of Social and Economic Research, Osaka University.
- Charles Yuji Horioka, 2014. "Are Americans and Indians More Altruistic than the Japanese and Chinese? Evidence from a New International Survey of Bequest Plans," NBER Working Papers 20158, National Bureau of Economic Research, Inc.
- B. Douglas Bernheim, 1999.
"Taxation and Saving,"
NBER Working Papers
7061, National Bureau of Economic Research, Inc.
- Bernheim, B. Douglas, 2002. "Taxation and saving," Handbook of Public Economics, in: A. J. Auerbach & M. Feldstein (ed.), Handbook of Public Economics, edition 1, volume 3, chapter 18, pages 1173-1249, Elsevier.
- B. Douglas Bernheim, 1999. "Taxation and Saving," Working Papers 99007, Stanford University, Department of Economics.
- Charles Yuji Horioka, 2020.
"Does the Selfish Life-Cycle Model Apply in the Case of Japan?,"
ISER Discussion Paper
1084, Institute of Social and Economic Research, Osaka University.
- Charles Yuji Horioka, 2020. "Does the Selfish Life-Cycle Model Apply in the Case of Japan?," Discussion Paper Series DP2020-14, Research Institute for Economics & Business Administration, Kobe University.
- Horioka, Charles Yuji, 2020. "Does the Selfish Life-Cycle Model Apply in the Case of Japan?," AGI Working Paper Series 2020-04, Asian Growth Research Institute.
- Charles Yuji Horioka, 2020.
"Is the Selfish Life-Cycle Model More Applicable in Japan and, If So, Why? A Literature Survey,"
ISER Discussion Paper
1102, Institute of Social and Economic Research, Osaka University.
- Charles Yuji Horioka, 2020. "Is the Selfish Life-Cycle Model More Applicable in Japan and, If So, Why? A Literature Survey," Discussion Paper Series DP2020-28, Research Institute for Economics & Business Administration, Kobe University.
- Charles Yuji Horioka, 2020. "Is the Selfish Life-Cycle Model More Applicable in Japan and, If So, Why? A Literature Survey," NBER Working Papers 27869, National Bureau of Economic Research, Inc.
- Charles Yuji Horioka, 2021. "Is the selfish life-cycle model more applicable in Japan and, if so, why? A literature survey," Review of Economics of the Household, Springer, vol. 19(1), pages 157-187, March.
- Yuji Horioka, Charles, 2020. "Is the Selfish Life-Cycle Model More Applicable in Japan and, If So, Why? A Literature Survey," AGI Working Paper Series 2020-18, Asian Growth Research Institute.
- Junya Hamaaki & Masahiro Hori & Keiko Murata, 2014.
"Intergenerational Transfers and Asset Inequality in Japan: Empirical Evidence from New Survey Data,"
Asian Economic Journal, East Asian Economic Association, vol. 28(1), pages 41-62, March.
- HAMAAKI Junya & HORI Masahiro & MURATA Keiko, 2012. "Intergenerational Transfers and Asset Inequality in Japan: Empirical Evidence from New Survey Data," ESRI Discussion paper series 284, Economic and Social Research Institute (ESRI).
- Hamaaki, Junya & Hori, Masahiro & Murata, Keiko, 2012. "Intergenerational Transfers and Asset Inequality in Japan: Empirical Evidence from New Survey Data," CIS Discussion paper series 544, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
- Mizuta, Takeshi & Shimizu, Chihiro & Uesugi, Iichiro & 植杉, 威一郎, 2016.
"How Inheritance Affects the Real Estate Market in an Aging Economy : Evidence from Transaction and Registry Data,"
HIT-REFINED Working Paper Series
62, Institute of Economic Research, Hitotsubashi University.
- Mizuta, Takeshi & Shimizu, Chihiro & Uesugi, Iichiro & 植杉, 威一郎, 2016. "How Inheritance Affects the Real Estate Market in an Aging Economy: Evidence from Transaction and Registry Data," RCESR Discussion Paper Series DP16-3, Research Center for Economic and Social Risks, Institute of Economic Research, Hitotsubashi University.
- Ohtake, Fumio & Shintani, Mototsugu, 1996.
"The effect of demographics on the Japanese housing market,"
Regional Science and Urban Economics, Elsevier, vol. 26(2), pages 189-201, April.
- Ohtake, F. & Shintani, M., 1995. "The Effects of Demographics on the Japanese Housing Market," ISER Discussion Paper 0391, Institute of Social and Economic Research, Osaka University.
- Shimono Keiko & Ishikawa Miho, 2002. "Estimating the Size of Bequests in Japan: 1986-1994," International Economic Journal, Taylor & Francis Journals, vol. 16(3), pages 1-21.
- Ito, Takatoshi & 伊藤, 隆敏 & イトウ, タカトシ & Tsuri, Masao & 釣, 雅雄 & ツリ, マサオ, 2003. "Macroeconomic Impacts of Aging in Japan on the Balance of Current Accounts," Discussion Paper 170, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito & Keiko Nosse Hirono, 1993.
"Efficiency of the Tokyo Housing Market,"
NBER Working Papers
4382, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Keiko Nosse Hirono, 1993. "Efficiency of the Tokyo Housing Market," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 11(1), pages 1-32, July.
- Shimono, Keiko & Otsuki, Hideaki, 2006. "The distribution of bequests in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 20(1), pages 77-86, March.
- Charles Yuji Horioka, 2014. "Why Do People Leave Bequests? For Love or Self-Interest? Evidence from a New International Survey of Bequest Plans," UP School of Economics Discussion Papers 201406, University of the Philippines School of Economics.
- Toshiaki Tachibanaki, 1994. "Housing and Saving in Japan," NBER Chapters, in: Housing Markets in the United States and Japan, pages 161-190, National Bureau of Economic Research, Inc.
- Kitamura, Yukinobu & Takayama, Noriyuki & Arita, Fumiko, 2001.
"Household savings in Japan revisited,"
Research in Economics, Elsevier, vol. 55(2), pages 135-153, June.
- Kitamura, Yukinobu & 北村, 行伸 & キタムラ, ユキノブ & Takayama, Noriyuki & 高山, 憲之 & タカヤマ, ノリユキ & Arita, Fumiko & 有田, 富美子, 2000. "Household Savings in Japan Revisited," Discussion Paper 6, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
- Nakajima, Kentaro & Takano, Keisuke, 2023.
"Estimating the effect of land use regulation on land price: At the kink point of building height limits in Fukuoka,"
Regional Science and Urban Economics, Elsevier, vol. 103(C).
- NAKAJIMA Kentaro & TAKANO Keisuke, 2021. "Estimating the Effect of Land Use Regulation on Land Price: At the kink point of building height limits in Fukuoka," Discussion papers 21088, Research Institute of Economy, Trade and Industry (RIETI).
- Naoto Yamauchi, 1996. "The Effects of Aging on National Saving and Asset Accumulation in Japan," NBER Chapters, in: The Economic Effects of Aging in the United States and Japan, pages 131-151, National Bureau of Economic Research, Inc.
- Ramon L. Clarete & Ernesto M. Pernia & Ammielou Gaduena & Adrian Mendoza, 2014. "The Role of Science, Technology and Research in Economic Development," UP School of Economics Discussion Papers 201407, University of the Philippines School of Economics.
- Campbell, David W., 2004. "Explaining Japan's saving rate," Journal of Asian Economics, Elsevier, vol. 15(4), pages 797-815, August.
- Laitner, John & Ohlsson, Henry, 1998.
"Bequest Motives: A Comparison of Sweden and the United States,"
Working Paper Series
1998:16, Uppsala University, Department of Economics.
- Laitner, John & Ohlsson, Henry, 2001. "Bequest motives: a comparison of Sweden and the United States," Journal of Public Economics, Elsevier, vol. 79(1), pages 205-236, January.
- Laitner, J. & Ohlsson, H., 1998. "Bequest Motives: a Comparison of Sweden and the United States," Papers 1998:16, Uppsala - Working Paper Series.
- Charles Yuji Horioka, 2002.
"Are the Japanese Selfish, Altruistic or Dynastic?,"
The Japanese Economic Review, Japanese Economic Association, vol. 53(1), pages 26-54, March.
- Charles Yuji Horioka, 2001. "Are the Japanese Selfish, Altruistic, or Dynastic?," CIRJE F-Series CIRJE-F-134, CIRJE, Faculty of Economics, University of Tokyo.
- Charles Yuji Horioka, 2001. "Are the Japanese Selfish, Altruistic, or Dynastic?," NBER Working Papers 8577, National Bureau of Economic Research, Inc.
- Charles Yuji Horioka, 2001. "Are the Japanese Selfish, Altruistic, or Dynastic?," ISER Discussion Paper 0556, Institute of Social and Economic Research, Osaka University.
- Ono, Taiki, 2024. "Bequests and wealth inequality in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 72(C).
- Shun Hioki, 2018. "Estimation of Inheritance Taxation Using Micro Data from the National Survey of Family Income and Expenditure," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 14(4), pages 731-764, July.
- Ito, Takatoshi & 伊藤, 隆敏 & イトウ, タカトシ & Tsuri, Masao & 釣, 雅雄 & ツリ, マサオ, 2002. "Macroeconomic Impacts of Aging in Japan," Discussion Paper 77, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
- Miguel Sánchez Romero & Naohiro Ogawa & Rikiya Matsukura, 2013. "To give or not to give: bequest estimate and wealth impact based on a CGE model with realistic demography in Japan," MPIDR Working Papers WP-2013-012, Max Planck Institute for Demographic Research, Rostock, Germany.
- Lin, W.L. & Engle, R.F. & Ito, T., 1991.
"Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns,"
Working papers
9121, Wisconsin Madison - Social Systems.
- Wen-Ling Lin & Robert F. Engle & Takatoshi Ito, 1992. "Do Bulls and Bears Move Acoross Borders: International Transimission of Stock Returns and Volatility as the World Turns," Discussion Paper Series a253, Institute of Economic Research, Hitotsubashi University.
- Wen-Ling Lin & Robert F. Engle & Takatoshi Ito, 1991. "Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns," NBER Working Papers 3911, National Bureau of Economic Research, Inc.
Cited by:
- Koutmos, Gregory & Booth, G Geoffrey, 1995. "Asymmetric volatility transmission in international stock markets," Journal of International Money and Finance, Elsevier, vol. 14(6), pages 747-762, December.
- Becker, Kent G. & Finnerty, Joseph E. & Friedman, Joseph, 1995. "Economic news and equity market linkages between the U.S. and U.K," Journal of Banking & Finance, Elsevier, vol. 19(7), pages 1191-1210, October.
- Eric Zitzewitz, 2003.
"Who Cares About Shareholders? Arbitrage-Proofing Mutual Funds,"
The Journal of Law, Economics, and Organization, Oxford University Press, vol. 19(2), pages 245-280, October.
- Zitzewitz, Eric, 2002. "Who Cares About Shareholders? Arbitrage-Proofing Mutual Funds," Research Papers 1749, Stanford University, Graduate School of Business.
- Hupperets, Erik C. J. & Menkveld, Albert J., 2002.
"Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York,"
Journal of Financial Markets, Elsevier, vol. 5(1), pages 57-82, January.
- Erik Hupperets & Bert Menkveld, 2000. "Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York," Tinbergen Institute Discussion Papers 00-018/2, Tinbergen Institute.
- Geoffrey Booth, G. & Chowdhury, Mustafa & Martikainen, Teppo, 1996. "Common volatility in major stock index futures markets," European Journal of Operational Research, Elsevier, vol. 95(3), pages 623-630, December.
- K.C. Chan & G. Andrew Karolyi & Rene M. Stulz, 1992.
"Global Financial Markets and the Risk Premium on U.S. Equity,"
NBER Working Papers
4074, National Bureau of Economic Research, Inc.
- Chan, K. C. & Karolyi, G. Andrew & Stulz, ReneM., 1992. "Global financial markets and the risk premium on U.S. equity," Journal of Financial Economics, Elsevier, vol. 32(2), pages 137-167, October.
- Bollerslev, Tim & Engle, Robert F. & Nelson, Daniel B., 1986. "Arch models," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 49, pages 2959-3038, Elsevier.
- Baekin Cha & Yan-leung Cheung, 1998. "The Impact of the U.S. and the Japanese Equity Markets on the Emerging Asia-Pacific Equity Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 5(3), pages 191-209, November.
- Goodhart, Charles A. E. & O'Hara, Maureen, 1997. "High frequency data in financial markets: Issues and applications," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 73-114, June.
- Craig, Alastair & Dravid, Ajay & Richardson, Matthew, 1995. "Market efficiency around the clock Some supporting evidence using foreign-based derivatives," Journal of Financial Economics, Elsevier, vol. 39(2-3), pages 161-180.
- Takatoshi Ito & Robert F. Engle & Wen-Ling Lin, 1990.
"Where Does the Meteor Shower Come From? The Role of Stochastic Policy Coordination,"
NBER Working Papers
3504, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Engle, Robert F. & Lin, Wen-Ling, 1992. "Where does the meteor shower come from? : The role of stochastic policy coordination," Journal of International Economics, Elsevier, vol. 32(3-4), pages 221-240, May.
Cited by:
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999.
"The Distribution of Exchange Rate Volatility,"
Center for Financial Institutions Working Papers
99-08, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Torben Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999. "The Distribution of Exchange Rate Volatility," NBER Working Papers 6961, National Bureau of Economic Research, Inc.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999. "The Distribution of Exchange Rate Volatility," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-059, New York University, Leonard N. Stern School of Business-.
- Anwer, Zaheer & Khan, Muhammad Arif & Hassan, M. Kabir & Singh, Manjeet Kaur Harnek, 2024. "Assessing dynamic co-movement of news based uncertainty indices and distance-to -default of global FinTech firms," Research in International Business and Finance, Elsevier, vol. 71(C).
- Evzen Kocenda & Vit Bubak & Filip Zikes, 2011.
"Volatility Transmission in Emerging European Foreign Exchange Markets,"
William Davidson Institute Working Papers Series
wp1020, William Davidson Institute at the University of Michigan.
- Vít Bubák & Evžen Kocenda & Filip Zikes, 2010. "Volatility Transmission in Emerging European Foreign Exchange Markets," CESifo Working Paper Series 3063, CESifo.
- Bubák, Vít & Kocenda, Evzen & Zikes, Filip, 2011. "Volatility transmission in emerging European foreign exchange markets," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2829-2841, November.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Ben Omrane, Walid & Heinen, Andréas, 2010. "Public news announcements and quoting activity in the Euro/Dollar foreign exchange market," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2419-2431, November.
- Takatoshi Ito & Wen-Ling Lin, 1993.
"Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets,"
NBER Working Papers
4592, National Bureau of Economic Research, Inc.
- Wen-Ling Lin & Takatoshi Ito, 1994. "Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets," NBER Chapters, in: The Internationalization of Equity Markets, pages 309-343, National Bureau of Economic Research, Inc.
- Chow, Gregory C. & Liu, Changjiang & Niu, Linlin, 2011.
"Co-movements of Shanghai and New York Stock prices by time-varying regressions,"
BOFIT Discussion Papers
16/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
- Chow, Gregory C. & Liu, Changjiang & Niu, Linlin, 2011. "Co-movements of Shanghai and New York stock prices by time-varying regressions," Journal of Comparative Economics, Elsevier, vol. 39(4), pages 577-583.
- Gregory C Chow & Changjiang Liu & Linlin Niu, 2013. "Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Syed Jawad Hussain Shahzad & Jose Arreola‐Hernandez & Md Lutfur Rahman & Gazi Salah Uddin & Muhammad Yahya, 2021. "Asymmetric interdependence between currency markets' volatilities across frequencies and time scales," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2436-2457, April.
- Fujii, Eiji, 2005. "Intra and inter-regional causal linkages of emerging stock markets: evidence from Asia and Latin America in and out of crises," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(4), pages 315-342, October.
- Jorge Pérez-Rodríguez, 2006. "The Euro and Other Major Currencies Floating Against the U.S. Dollar," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 34(4), pages 367-384, December.
- Chia-Ching Chang & Sheng-Syan Chen & Robin Chou & Chin-Wen Hsin, 2011. "Intraday return spillovers and its variations across trading sessions," Review of Quantitative Finance and Accounting, Springer, vol. 36(3), pages 355-390, April.
- Michael Melvin & Bettina Peiers, 1998. "Twice a day or continuously? Observation frequency and inference on foreign exchange volatility persistence," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 26(1), pages 44-53, March.
- Diebold, Francis X., 2004.
"The Nobel Memorial Prize for Robert F. Engle,"
CFS Working Paper Series
2004/11, Center for Financial Studies (CFS).
- Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," PIER Working Paper Archive 04-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," Scandinavian Journal of Economics, Wiley Blackwell, vol. 106(2), pages 165-185, June.
- Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," NBER Working Papers 10423, National Bureau of Economic Research, Inc.
- Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2021. "The impact of Euro through time: Exchange rate dynamics under different regimes," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1375-1408, January.
- Chuliá, Helena & Fernández, Julián & Uribe, Jorge M., 2018. "Currency downside risk, liquidity, and financial stability," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 83-102.
- Chen, Cathy W. S. & Chiang, Thomas C. & So, Mike K. P., 2003. "Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model," Journal of Economics and Business, Elsevier, vol. 55(5-6), pages 487-502.
- Tse, Yiuman, 1998. "International transmission of information: evidence from the Euroyen and Eurodollar futures markets," Journal of International Money and Finance, Elsevier, vol. 17(6), pages 909-929, December.
- Kurita, Takamitsu, 2014. "Dynamic characteristics of the daily yen–dollar exchange rate," Research in International Business and Finance, Elsevier, vol. 30(C), pages 72-82.
- Shahzad, Syed Jawad Hussain & Hasan, Mudassar & Caporin, Massimiliano, 2023. "Asymmetric and time-frequency based networks of currency markets," Finance Research Letters, Elsevier, vol. 55(PB).
- Laopodis, N. T., 1998. "Asymmetric volatility spillovers in deutsche mark exchange rates," Journal of Multinational Financial Management, Elsevier, vol. 8(4), pages 413-430, November.
- Nikiforos Laopodis, 2001. "International Interest-Rate Transmission and the “German Dominance Hypothesis” Within EMS," Open Economies Review, Springer, vol. 12(4), pages 347-377, October.
- Elyasiani, Elyas & Kocagil, Ahmet E. & Mansur, Iqbal, 2007. "Information transmission and spillover in currency markets: A generalized variance decomposition analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(2), pages 312-330, May.
- Fei Su, 2018. "Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2018, January-A.
- Knif, Johan & Pynnonen, Seppo, 1999. "Local and global price memory of international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(2), pages 129-147, April.
- Yochanan Shachmurove, 2001. "Dynamic Co-movements of Stock Indices: The Emerging Middle Eastern and the United States Markets," Penn CARESS Working Papers ddffc4204cf90a8523fb64134, Penn Economics Department.
- Ibrahim, Boulis Maher & Brzeszczynski, Janusz, 2009. "Inter-regional and region-specific transmission of international stock market returns: The role of foreign information," Journal of International Money and Finance, Elsevier, vol. 28(2), pages 322-343, March.
- Joseph Friedman & Yochanan Shachmurove, "undated".
""Using Vector Autoregression Models to Analyze the Behavior of the European Community Stock Markets'',"
CARESS Working Papres
97-04, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- Joseph Friedman & Yochanan Shachmurove, "undated". "Using Vector Autoregression Models to Analyze the Behavior of the European Community Stock Markets," Penn CARESS Working Papers 6c418113c19a91c029047e102, Penn Economics Department.
- Chris Motengwe & Angel Pardo, 2016. "Major International Information Flows Across the Safex Wheat Market," South African Journal of Economics, Economic Society of South Africa, vol. 84(4), pages 636-653, December.
- Arago-Manzana, Vicent & Fernandez-Izquierdo, Maria Angeles, 2007. "Influence of structural changes in transmission of information between stock markets: A European empirical study," Journal of Multinational Financial Management, Elsevier, vol. 17(2), pages 112-124, April.
- Inagaki, Kazuyuki, 2007. "Testing for volatility spillover between the British pound and the euro," Research in International Business and Finance, Elsevier, vol. 21(2), pages 161-174, June.
- Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2021. "Political uncertainty, COVID-19 pandemic and stock market volatility transmission," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Goodhart, Charles A. E. & O'Hara, Maureen, 1997. "High frequency data in financial markets: Issues and applications," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 73-114, June.
- Macdonald, Ronald & Marsh, Ian W., 1996. "Currency forecasters are heterogeneous: confirmation and consequences," Journal of International Money and Finance, Elsevier, vol. 15(5), pages 665-685, October.
- Fiona Tregenna & Kabeya C. Mulamba, 2019. "Spatial dependence of per capita property tax income in South Africa," Working Papers 202, Economic Research Southern Africa.
- Boulis Ibrahim & Janusz Brzeszczynski, 2013. "Interdependence of Stock Markets Before and After the Global Financial Crisis of 2007," CFI Discussion Papers 1305, Centre for Finance and Investment, Heriot Watt University.
- Thomas C. Chiang & Cathy W.S. Chen & Mike K.P. So, 2007. "Asymmetric Return and Volatility Responses to Composite News from Stock Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 11(3-4), pages 179-210, September.
- Panagiotis Mantalos & Kristofer Mansson & Ghazi Shukur, 2010. "The effect of spillover on the Johansen tests for cointegration: a Monte Carlo analysis," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 1(3/4), pages 327-342.
- Leachman, Lori L. & Francis, Bill, 1996. "Equity market return volatility: Dynamics and transmission among the G-7 countries," Global Finance Journal, Elsevier, vol. 7(1), pages 27-52.
- Kinkyo, Takuji, 2020. "Volatility interdependence on foreign exchange markets: The contribution of cross-rates," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Pascual-Fuster, Bartolome & Perez-Rodriguez, Jorge V., 2007. "Volatility transmission for cross-listed firms and the role of international exposure," Japan and the World Economy, Elsevier, vol. 19(3), pages 303-328, August.
- Friedman, Joseph & Shachmurove, Yochanan, 1997. "Co-movements of major European community stock markets: A vector autoregression analysis," Global Finance Journal, Elsevier, vol. 8(2), pages 257-277.
- Takezawa, Nobuya, 1995. "A note on intraday foreign exchange volatility and the informational role of quote arrivals," Economics Letters, Elsevier, vol. 48(3-4), pages 399-404, June.
- Nikiforos Laopodis, 2001. "Time-Varying Behavior and Asymmetry in EMS Exchange Rates," International Economic Journal, Taylor & Francis Journals, vol. 15(4), pages 81-94.
- Su, Fei, 2021. "Conditional volatility persistence and volatility spillovers in the foreign exchange market," Research in International Business and Finance, Elsevier, vol. 55(C).
- Abhyankar, Abhay H., 1995. "Trading-round-the clock: Return, volatility and volume spillovers in the Eurodollar futures markets," Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 75-92, May.
- Lee, Bong-Soo & Rui, Oliver Meng & Wang, Steven Shuye, 2004. "Information transmission between the NASDAQ and Asian second board markets," Journal of Banking & Finance, Elsevier, vol. 28(7), pages 1637-1670, July.
- Boppana Nagarjuna & Varadi Vijay Kumar, 2010. "Heat waves or Meteor showers: Empirical evidence from the stock markets," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 53(2), pages 57-74.
- Takatoshi Ito, 1990.
"International Impacts on Domestic Political Economy: A Case of Japanese General Elections,"
NBER Working Papers
3499, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 1991. "International impacts on domestic political economy: a case of Japanese general elections," Journal of International Money and Finance, Elsevier, vol. 10(1, Supple), pages 73-89, March.
Cited by:
- Alesina, Alberto F & Cohen, Gerald D & Roubini, Nouriel, 1992.
"Macroeconomic Policy and Elections in OECD Democracies,"
CEPR Discussion Papers
608, C.E.P.R. Discussion Papers.
- Alberto Alesina & Gerald D. Cohen & Nouriel Roubini, 1992. "Macroeconomic Policy And Elections In Oecd Democracies," Economics and Politics, Wiley Blackwell, vol. 4(1), pages 1-30, March.
- Alberto Alesina & Gerald D. Cohen & Nouriel Roubini, 1991. "Macroeconomic Policy and Elections in OECD Democracies," NBER Working Papers 3830, National Bureau of Economic Research, Inc.
- Cohen, Gerald & Alesina, Alberto & Roubini, Nouriel, 1992. "Macroeconomic Policy and Elections in OECD Democracies," Scholarly Articles 4553023, Harvard University Department of Economics.
- Eric Dubois, 2016. "Political business cycles 40 years after Nordhaus," Public Choice, Springer, vol. 166(1), pages 235-259, January.
- Alastair Smith, 1996. "Endogenous Election Timing In Majoritarian Parliamentary Systems," Economics and Politics, Wiley Blackwell, vol. 8(2), pages 85-110, July.
- Eric Dubois, 2016. "Political Business Cycles 40 Years after Nordhaus," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01291401, HAL.
- Eric Dubois, 2016. "Political Business Cycles 40 Years after Nordhaus," Post-Print hal-01291401, HAL.
- Takatoshi Ito & Masayoshi Maruyama, 1990.
"Is the Japanese Distribution System Really Inefficient?,"
NBER Working Papers
3306, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Masayoshi Maruyama, 1991. "Is the Japanese Distribution System Really Inefficient?," NBER Chapters, in: Trade with Japan: Has the Door Opened Wider?, pages 149-174, National Bureau of Economic Research, Inc.
Cited by:
- Youngmin BAEK & HAYAKAWA Kazunobu & TSUBOTA Kenmei & URATA Shujiro & YAMANOUCHI Kenta, 2019. "Tariff Pass-through in Wholesaling: Evidence from Firm-level Data in Japan," Discussion papers 19064, Research Institute of Economy, Trade and Industry (RIETI).
- Hideki Yamawaki, 2004. "Who Survives in Japan? An Empirical Analysis of European and U.S. Multinational Firms in Japanese Manufacturing Industries," Journal of Industry, Competition and Trade, Springer, vol. 4(2), pages 135-153, June.
- Jong Il Kim & June Dong Kim, 2000. "Liberalization of Trade in Services and Productivity Growth in Korea," Trade Working Papers 21762, East Asian Bureau of Economic Research.
- Hyberg, Bengt & Uri, Noel D. & Oliveira, Valencia, 1996. "The quality characteristics of Japanese soybean imports," Japan and the World Economy, Elsevier, vol. 8(1), pages 81-98, March.
- Terutomo Ozawa, 2001. "The "Hidden" Side of the "Flying-Geese" Model of Catch-Up Growth: Japan's Dirigiste Institutional Setup and a Deepening Financial Morass," Economics Study Area Working Papers 20, East-West Center, Economics Study Area.
- Marcus Noland, 1993. "Protectionism in Japan," Open Economies Review, Springer, vol. 4(1), pages 67-81, March.
- David E. Weinstein, 1997.
"Foreign Direct Investment and Keiretsu: Rethinking U.S. and Japanese Policy,"
NBER Chapters, in: The Effects of US Trade Protection and Promotion Policies, pages 81-116,
National Bureau of Economic Research, Inc.
- David E. Weinstein, 1996. "Foreign Direct Investment and Keiretsu: Rethinking U.S. and Japanese Policy," NBER Working Papers 5612, National Bureau of Economic Research, Inc.
- David E. Weinstein, 1996. "Foreign Direct Investment and Keiretsu: Rethinking Us and Japanese Policy," Harvard Institute of Economic Research Working Papers 1750, Harvard - Institute of Economic Research.
- Kenn Ariga & Kenji Matsui, 2003.
"Mismeasurement of the CPI,"
NBER Working Papers
9436, National Bureau of Economic Research, Inc.
- Kenn Ariga & Kenji Matsui, 2003. "Mismeasurement of the CPI," NBER Chapters, in: Structural Impediments to Growth in Japan, pages 89-154, National Bureau of Economic Research, Inc.
- René Hertog & Jeroen Potjes & A. Thurik, 1994.
"Retail profit margins in Japan and Germany,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 130(2), pages 375-390, June.
- Potjes, J.C.A. & Thurik, A.R., 1992. "Retail Profit Margins in Japan and Germany," Papers 9203, NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM.
- Takatoshi Ito, 1992.
"U.S. Political Pressure and Economic Liberalization in East Asia,"
Discussion Paper Series
a257, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito, 1993. "U.S. Political Pressure and Economic Liberalization in East Asia," NBER Chapters, in: Regionalism and Rivalry: Japan and the United States in Pacific Asia, pages 391-422, National Bureau of Economic Research, Inc.
- Ozawa, Terutomo, 2001. "The "hidden" side of the "flying-geese" catch-up model: Japan's dirigiste institutional setup and a deepening financial morass," Journal of Asian Economics, Elsevier, vol. 12(4), pages 471-491.
- Tian, Wei & Wu, Xinhong, 2024. "Distribution margins and distribution-oriented FDI: Evidence from China," Emerging Markets Review, Elsevier, vol. 62(C).
- Gary R. Saxonhouse, 1993.
"What Does Japanese Trade Structure Tell Us about Japanese Trade Policy?,"
Journal of Economic Perspectives, American Economic Association, vol. 7(3), pages 21-43, Summer.
- Saxonhouse, G.R., 1993. "What Does Japanese Trade Structure Tell Us about Japanese Trade Policy?," Working Papers 337, Research Seminar in International Economics, University of Michigan.
- Research and Statistics Department, 2018. "Compilation Method of the gWholesale Services Price Index hin Japan @ @ @ @," Bank of Japan Research Papers 18-06-29, Bank of Japan.
- Motoshige Itoh, 2000. "Competition in the Japanese Distribution Market and Market Access from Abroad," NBER Chapters, in: Deregulation and Interdependence in the Asia-Pacific Region, pages 139-156, National Bureau of Economic Research, Inc.
- Michael E. Porter & Mariko Sakakibara, 2004. "Competition in Japan," Journal of Economic Perspectives, American Economic Association, vol. 18(1), pages 27-50, Winter.
- Knetter, Michael M., 1997. "Why are retail prices in Japan so high? Evidence from German export prices," International Journal of Industrial Organization, Elsevier, vol. 15(5), pages 549-572, August.
- ANDREW R. Dick, 1993. "Japanese Antitrust: Reconciling Theory And Evidence," Contemporary Economic Policy, Western Economic Association International, vol. 11(2), pages 50-61, April.
- Peter Hooper & Elizabeth Vranlovich, 1995. "International comparisons of the levels of unit labor costs in manufacturing," International Finance Discussion Papers 527, Board of Governors of the Federal Reserve System (U.S.).
- Noland, Marcus, 1995. "Why are prices in Japan so high?," Japan and the World Economy, Elsevier, vol. 7(3), pages 255-261, September.
- David Flath, 2003. "Regulation, Distribution Efficiency, and Retail Density," NBER Working Papers 9450, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 1990.
"The Land/ Housing Problem in Japan: A Macroeconomic Approach,"
Discussion Paper Series
a228, Institute of Economic Research, Hitotsubashi University.
- Ito Takatoshi, 1993. "The Land/Housing Problem in Japan: A Macroeconomic Approach," Journal of the Japanese and International Economies, Elsevier, vol. 7(1), pages 1-31, March.
Cited by:
- Charles Ka-Yui Leung, 2004.
"Macroeconomics and Housing: A Review of the Literature,"
Departmental Working Papers
_164, Chinese University of Hong Kong, Department of Economics.
- Charles Ka Yui Leung, 2004. "Macroeconomics and Housing: A Review of the Literature," Discussion Papers 00004, Chinese University of Hong Kong, Department of Economics.
- Leung, Charles, 2004. "Macroeconomics and housing: a review of the literature," Journal of Housing Economics, Elsevier, vol. 13(4), pages 249-267, December.
- Takatoshi Ito & Keiko Nosse Hirono, 1993.
"Efficiency of the Tokyo Housing Market,"
NBER Working Papers
4382, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Keiko Nosse Hirono, 1993. "Efficiency of the Tokyo Housing Market," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 11(1), pages 1-32, July.
- Singh, Bhupal, 2023. "Housing prices and macroprudential policies: Evidence from microdata," Economic Systems, Elsevier, vol. 47(1).
- Takatoshi Ito, 1989.
"Is the Bank of Japan a Closet Monetarist? Monetary Targeting in Japan, 1978-1988,"
NBER Working Papers
2879, National Bureau of Economic Research, Inc.
Cited by:
- Jeffrey A. Frankel., 1994.
"Monetary Regime Choices for a Semi-Open Country,"
Center for International and Development Economics Research (CIDER) Working Papers
C94-036, University of California at Berkeley.
- Frankel, Jeffrey A., 1994. "Monetary Regime Choices for a Semi-Open Country," Center for International and Development Economics Research (CIDER) Working Papers 233378, University of California-Berkeley, Department of Economics.
- Jeffrey A. Frankel, 1993. "Monetary regime choices for a semi-open country," Pacific Basin Working Paper Series 93-02, Federal Reserve Bank of San Francisco.
- Kenneth D. West, 1993.
"An Aggregate Demand–Aggregate Supply Analysis of Japanese Monetary Policy, 1973–1990,"
NBER Chapters, in: Japanese Monetary Policy, pages 160-188,
National Bureau of Economic Research, Inc.
- Kenneth D. West, 1991. "An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990," NBER Working Papers 3823, National Bureau of Economic Research, Inc.
- Akhand Akhtar Hossain, 2009. "Central Banking and Monetary Policy in the Asia-Pacific," Books, Edward Elgar Publishing, number 12777, March.
- Takatoshi Ito, 2010.
"Great Inflation and Central Bank Independence in Japan,"
NBER Working Papers
15726, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2013. "Great Inflation and Central Bank Independence in Japan," NBER Chapters, in: The Great Inflation: The Rebirth of Modern Central Banking, pages 357-387, National Bureau of Economic Research, Inc.
- Ryuzo Miyao, 2004.
"Use of Money Supply in the Conduct of Japan's Monetary Policy: Reexamining the Time Series Evidence,"
Discussion Paper Series
163, Research Institute for Economics & Business Administration, Kobe University.
- Ryuzo Miyao, 2005. "Use Of The Money Supply In The Conduct Of Japan'S Monetary Policy: Re‐Examining The Time‐Series Evidence," The Japanese Economic Review, Japanese Economic Association, vol. 56(2), pages 165-187, June.
- Shioji, Etsuro, 2000.
"Identifying Monetary Policy Shocks in Japan,"
Journal of the Japanese and International Economies, Elsevier, vol. 14(1), pages 22-42, March.
- Shioji, Etsuro, 1997. "Identifying Monetary Policy Shocks in Japan," CEPR Discussion Papers 1733, C.E.P.R. Discussion Papers.
- Etsuro Shioji, 1997. "Identifying monetary policy shocks in Japan," Economics Working Papers 216, Department of Economics and Business, Universitat Pompeu Fabra.
- Takatoshi Ito, 1989. "Endogenous Election Timings and Political Business Cycles in Japan," NBER Working Papers 3128, National Bureau of Economic Research, Inc.
- Akhand Akhtar Hossain, 2015. "The Evolution of Central Banking and Monetary Policy in the Asia-Pacific," Books, Edward Elgar Publishing, number 14611, March.
- Jeffrey A. Frankel., 1994.
"Monetary Regime Choices for a Semi-Open Country,"
Center for International and Development Economics Research (CIDER) Working Papers
C94-036, University of California at Berkeley.
- Danny Quah & Takatoshi Ito, 1989.
"Estimation and Hypothesis Testing with Restricted Spectral Density Matrices: An Application to Uncovered Interest Parity,"
NBER Technical Working Papers
0050, National Bureau of Economic Research, Inc.
Cited by:
- Joshua Chan & Luca Benati & Eric Eisenstat & Gary Koop, 2018.
"Identifying Noise Shocks,"
Working Paper Series
41, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Benati, Luca & Chan, Joshua & Eisenstat, Eric & Koop, Gary, 2020. "Identifying noise shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
- Charles Engel, 1995.
"The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence,"
NBER Working Papers
5312, National Bureau of Economic Research, Inc.
- Engel, Charles, 1996. "The forward discount anomaly and the risk premium: A survey of recent evidence," Journal of Empirical Finance, Elsevier, vol. 3(2), pages 123-192, June.
- Barnichon, Regis & Matthes, Christian, 2018. "Functional Approximation of Impulse Responses," Journal of Monetary Economics, Elsevier, vol. 99(C), pages 41-55.
- Joshua Chan & Luca Benati & Eric Eisenstat & Gary Koop, 2018.
"Identifying Noise Shocks,"
Working Paper Series
41, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Takatoshi Ito & Kyoungsik Kang, 1989.
"Bonuses, Overtime, and Employment: Korea vs. Japan,"
NBER Working Papers
3012, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Kang, Kyoungsik, 1989. "Bonuses, overtime, and employment: Korea vs Japan," Journal of the Japanese and International Economies, Elsevier, vol. 3(4), pages 424-450, December.
Cited by:
- Morton, Peter J., 1998. "Annual bonuses, employment and productivity change in Taiwan's manufacturing sector," Journal of Economic Behavior & Organization, Elsevier, vol. 37(4), pages 481-507, December.
- Lichtenberg, Frank R., 1995.
"Labour market institutions, liquidity constraints, and macroeconomic stability,"
Journal of Economic Behavior & Organization, Elsevier, vol. 28(1), pages 145-154, September.
- Frank R. Lichtenberg, 1991. "Labor Market Institutions, Liquidity Constraints, and Macroeconomic Stability," NBER Working Papers 3926, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 1989.
"Endogenous Election Timings and Political Business Cycles in Japan,"
NBER Working Papers
3128, National Bureau of Economic Research, Inc.
Cited by:
- Alberto Alesina, 1991. "Evaluating Rational Partisan Business Cycle Theory: A Response," Economics and Politics, Wiley Blackwell, vol. 3(1), pages 63-71, March.
- Marco E. Terrones, 1991. "Macroeconomic policy and elections: Theories and challenges," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 6(2), pages 173-195.
- Takatoshi Ito & V. Vance Roley, 1988.
"Intraday yen/dollar exchange rate movements: news or noise?,"
Research Working Paper
88-07, Federal Reserve Bank of Kansas City.
- Takatoshi Ito & V. Vance Roley, 1988. "Intraday Yen/Dollar Exchange Rate Movements: News or Noise?," NBER Working Papers 2703, National Bureau of Economic Research, Inc.
Cited by:
- Osler, C. L., 1995. "Exchange rate dynamics and speculator horizons," Journal of International Money and Finance, Elsevier, vol. 14(5), pages 695-719, October.
- Ito, Takatoshi & Engle, Robert F. & Lin, Wen-Ling, 1992.
"Where does the meteor shower come from? : The role of stochastic policy coordination,"
Journal of International Economics, Elsevier, vol. 32(3-4), pages 221-240, May.
- Takatoshi Ito & Robert F. Engle & Wen-Ling Lin, 1990. "Where Does the Meteor Shower Come From? The Role of Stochastic Policy Coordination," NBER Working Papers 3504, National Bureau of Economic Research, Inc.
- Osler, C. L., 1998. "Short-term speculators and the puzzling behaviour of exchange rates," Journal of International Economics, Elsevier, vol. 45(1), pages 37-57, June.
- Lin, Wen-Ling, 1995. "Market closure and predictability of intradaily stock returns in the United States and Japan," Journal of Empirical Finance, Elsevier, vol. 2(1), pages 19-44, March.
- Angelo Ranaldo, 2007.
"Segmentation and Time-of-Day Patterns in Foreign Exchange Markets,"
Working Papers
2007-03, Swiss National Bank.
- Ranaldo, Angelo, 2009. "Segmentation and time-of-day patterns in foreign exchange markets," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2199-2206, December.
- José Miguel Melo, 2011. "Estratégia Militar e Gestão de Activos: Uma Visão Heurística," Working Papers de Gestão (Management Working Papers) 01, Católica Porto Business School, Universidade Católica Portuguesa.
- Hashimoto, Yuko & Ito, Takatoshi, 2010. "Effects of Japanese macroeconomic statistic announcements on the dollar/yen exchange rate: High-resolution picture," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 334-354, September.
- Charles W. Calomiris & Harry Mamaysky, 2019. "Monetary Policy and Exchange Rate Returns: Time-Varying Risk Regimes," NBER Working Papers 25714, National Bureau of Economic Research, Inc.
- Engel, R.F. & Ito, T. & Lin, W-L., 1988.
"Meteor Showers Or Heat Wages? Heteroskedastic Intra-Daily Volatility In A The Foreign Exchange Market,"
Papers
246, Minnesota - Center for Economic Research.
- Engle, Robert F & Ito, Takatoshi & Lin, Wen-Ling, 1990. "Meteor Showers or Heat Waves? Heteroskedastic Intra-daily Volatility in the Foreign Exchange Market," Econometrica, Econometric Society, vol. 58(3), pages 525-542, May.
- Robert F. Engle & Takatoshi Ito & Wen-Ling Lin, 1988. "Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market," NBER Working Papers 2609, National Bureau of Economic Research, Inc.
Cited by:
- Manish Kumar, 2011. "Return and volatility spillovers: evidence from Indian exchange rates," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 3(4), pages 371-387.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999.
"The Distribution of Exchange Rate Volatility,"
Center for Financial Institutions Working Papers
99-08, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Torben Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999. "The Distribution of Exchange Rate Volatility," NBER Working Papers 6961, National Bureau of Economic Research, Inc.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999. "The Distribution of Exchange Rate Volatility," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-059, New York University, Leonard N. Stern School of Business-.
- Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2011.
"Stocks, bonds, money markets and exchange rates: measuring international financial transmission,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 948-974, September.
- Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2005. "Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission," NBER Working Papers 11166, National Bureau of Economic Research, Inc.
- Ehrmann, Michael & Fratzscher, Marcel & Rigobon, Roberto, 2005. "Stocks, bonds, money markets and exchange rates: measuring international financial transmission," Working Paper Series 452, European Central Bank.
- Jian Zhou, 2013. "Extreme risk spillover among international REIT markets," Applied Financial Economics, Taylor & Francis Journals, vol. 23(2), pages 91-103, January.
- Leland Bybee & Bryan T. Kelly & Asaf Manela & Dacheng Xiu, 2020. "The Structure of Economic News," NBER Working Papers 26648, National Bureau of Economic Research, Inc.
- Paul Wohlfarth, 2018.
"Measuring the Impact of Monetary Policy Attention on Global Asset Volatility Using Search Data,"
Birkbeck Working Papers in Economics and Finance
1803, Birkbeck, Department of Economics, Mathematics & Statistics.
- Wohlfarth, Paul, 2018. "Measuring the impact of monetary policy attention on global asset volatility using search data," Economics Letters, Elsevier, vol. 173(C), pages 15-18.
- Jonathan A. Batten & Cetin Ciner & Brian M. Lucey, 2014.
"Which Precious Metals Spill Over on Which, When and Why? – Some Evidence,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp460, IIIS.
- Jonathan A. Batten & Cetin Ciner & Brian M. Lucey, 2015. "Which precious metals spill over on which, when and why? Some evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 22(6), pages 466-473, April.
- Aysan, Ahmet Faruk & Batten, Jonathan & Gozgor, Giray & Khalfaoui, Rabeh & Nanaeva, Zhamal, 2024. "Metaverse and financial markets: A quantile-time-frequency connectedness analysis," Research in International Business and Finance, Elsevier, vol. 72(PB).
- Suzanne G. M. Fifield & David G. McMillan & Fiona J. McMillan, 2020. "Is there a risk and return relation?," The European Journal of Finance, Taylor & Francis Journals, vol. 26(11), pages 1075-1101, July.
- Balcilar, Mehmet & Hammoudeh, Shawkat & Toparli, Elif Akay, 2018. "On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach," Energy Economics, Elsevier, vol. 74(C), pages 813-827.
- Veredas, David & Rodríguez Poo, Juan M., 2001.
"On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach,"
DES - Working Papers. Statistics and Econometrics. WS
ws013321, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- VEREDAS, David & RODRIGUEZ-POO, Juan & ESPASA, Antoni, 2002. "On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach," LIDAM Discussion Papers CORE 2002023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- David Veredas & Juan Rodriguez-Poo & Antoni Espasa, 2001. "On the (Intradaily) Seasonality and Dynamics of a Financial Point Process : A Semiparametric Approach," Working Papers 2001-19, Center for Research in Economics and Statistics.
- Chung-Shu Wu & Sheng-Cheng Hu, 2000. "Interest Rates, Credit Rationing, and Banking Deregulation in Taiwan," NBER Chapters, in: Deregulation and Interdependence in the Asia-Pacific Region, pages 255-276, National Bureau of Economic Research, Inc.
- Wang, Kuan-Min & Lee, Yuan-Ming, 2009. "Market volatility and retail interest rate pass-through," Economic Modelling, Elsevier, vol. 26(6), pages 1270-1282, November.
- Galagedera, Don U.A. & Kitamura, Yoshihiro, 2012. "Effect of exchange rate return on volatility spill-over across trading regions," Japan and the World Economy, Elsevier, vol. 24(4), pages 254-265.
- Alberola, Ricardo, 2007. "Estimating Volatility Returns Using ARCH Models. An Empirical Case: The Spanish Energy Market," Revista Lecturas de Economía, Universidad de Antioquia, CIE, May.
- Jin, Xiaoye, 2015. "Volatility transmission and volatility impulse response functions among the Greater China stock markets," Journal of Asian Economics, Elsevier, vol. 39(C), pages 43-58.
- Jonathan E. Ogbuabor & God’stime O. Eigbiremolen & Gladys C. Aneke & Manasseh O. Charles, 2018. "Measuring the dynamics of APEC output connectedness," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 32(1), pages 29-44, May.
- Jeannine Bailliu, 2000.
"Private Capital Flows, Financial Development, and Economic Growth in Developing Countries,"
Staff Working Papers
00-15, Bank of Canada.
- Jeannine Bailliu, 2000. "Private Capital Flows, Financial Development, and Economic Growth in Developing Countries," Staff Working Papers 00-16, Bank of Canada.
- Martin D. D. Evans(Georgetown University and NBER), 2005. "What are the Origins of Foreign Exchange Movements?," Working Papers gueconwpa~05-05-06, Georgetown University, Department of Economics.
- Takatoshi Ito Richard K. Lyons and Michael T. Melvin., 1997.
"Is There Private Information in the FX Market? The Tokyo Experiment,"
Research Program in Finance Working Papers
RPF-270, University of California at Berkeley.
- Takatoshi Ito & Richard K. Lyons & Michael T. Melvin, 1997. "Is There Private Information in the FX Market? The Tokyo Experiment," NBER Working Papers 5936, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Richard K. Lyons & Michael Melvin, 1997. "Is there private information in the FX market? the Tokyo experiment," Pacific Basin Working Paper Series 97-04, Federal Reserve Bank of San Francisco.
- Ito, T. & Lyons, R. & Melvin, M.T., 1997. "Is There Private Information on the FX Market? The Tokyo Experiment," Papers 97-04, Economisch Institut voor het Midden en Kleinbedrijf-.
- Takatoshi Ito & Richard K. Lyons & Michael T. Melvin, 1996. "Is There Private Information in the FX Market? The Tokyo Experiment," Working Papers _005, University of California at Berkeley, Haas School of Business.
- Abdul Hakim & Michael McAleer, 2010.
"Modelling the interactions across international stock, bond and foreign exchange markets,"
Applied Economics, Taylor & Francis Journals, vol. 42(7), pages 825-850.
- Abdul Hakim & Michael McAleer, 2009. "Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets," CIRJE F-Series CIRJE-F-663, CIRJE, Faculty of Economics, University of Tokyo.
- Abdul Hakim & Michael McAleer, 2009. "Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets," CARF F-Series CARF-F-170, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Zheng, Tingguo & Zuo, Haomiao, 2013. "Reexamining the time-varying volatility spillover effects: A Markov switching causality approach," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 643-662.
- Michael McAleer & Bernardo da Veiga, 2008. "Single-index and portfolio models for forecasting value-at-risk thresholds," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 217-235.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste & Mark E. Wohar, 2016.
"Periodically Collapsing Bubbles in the South African Stock Market,"
Working Papers
201624, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Wohar, Mark E., 2016. "Periodically collapsing bubbles in the South African stock market," Research in International Business and Finance, Elsevier, vol. 38(C), pages 191-201.
- Michael Mcaleer & Bernardo da Veiga, 2008. "Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(1), pages 1-19.
- Andersen, Torben G. & Bollerslev, Tim, 1997. "Intraday periodicity and volatility persistence in financial markets," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 115-158, June.
- Dungey, M. H., 1999.
"Decomposing exchange rate volatility around the Pacific Rim,"
Journal of Asian Economics, Elsevier, vol. 10(4), pages 525-535.
- Mardi H Dungey, 1999. "Decomposing Exchange Rate Volatility Around the Pacific Rim," Working Papers 1999.12, School of Economics, La Trobe University.
- Mardi H Dungey, 1999. "Decomposing Exchange Rate Volatility Around the Pacific Rim," Working Papers 1999.12, School of Economics, La Trobe University.
- Evzen Kocenda & Vit Bubak & Filip Zikes, 2011.
"Volatility Transmission in Emerging European Foreign Exchange Markets,"
William Davidson Institute Working Papers Series
wp1020, William Davidson Institute at the University of Michigan.
- Vít Bubák & Evžen Kocenda & Filip Zikes, 2010. "Volatility Transmission in Emerging European Foreign Exchange Markets," CESifo Working Paper Series 3063, CESifo.
- Bubák, Vít & Kocenda, Evzen & Zikes, Filip, 2011. "Volatility transmission in emerging European foreign exchange markets," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2829-2841, November.
- Covrig, Vicentiu & Ng, Lilian, 2004. "Volume autocorrelation, information, and investor trading," Journal of Banking & Finance, Elsevier, vol. 28(9), pages 2155-2174, September.
- Clements, A.E. & Hurn, A.S. & Volkov, V.V., 2015. "Volatility transmission in global financial markets," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 3-18.
- Georgios Kouretas & Eleni Constantinou & Robert Georgiades & Avo Kazandjian, 2005.
"Mean and variance causality between the Cyprus Stock Exchange and major equity markets,"
Money Macro and Finance (MMF) Research Group Conference 2005
24, Money Macro and Finance Research Group.
- Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas, 2005. "Mean and variance causality between the Cyprus Stock Exchange and major equity markets," Working Papers 0501, University of Crete, Department of Economics.
- Geoffrey Booth, G. & Ciner, Cetin, 1997. "International transmission on information in corn futures markets," Journal of Multinational Financial Management, Elsevier, vol. 7(3), pages 175-187, October.
- Francis X. Diebold & Kamil Yilmaz, 2008.
"Measuring financial asset return and volatility spillovers, with application to global equity markets,"
Working Papers
08-16, Federal Reserve Bank of Philadelphia.
- Francis X. Diebold & Kamil Yilmaz, 2008. "Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets," NBER Working Papers 13811, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Kamil Yilmaz, 2007. "Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets," PIER Working Paper Archive 07-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- FrancisX. Diebold & Kamil Yilmaz, 2009. "Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets," Economic Journal, Royal Economic Society, vol. 119(534), pages 158-171, January.
- Francis X. Diebold & Kamil Yilmaz, 2009. "Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets," Economic Journal, Royal Economic Society, vol. 119(534), pages 158-171, January.
- Francis X. Diebold & Kamil Yılmaz, 2007. "Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets," Koç University-TUSIAD Economic Research Forum Working Papers 0705, Koc University-TUSIAD Economic Research Forum.
- Diebold, Francis X. & Yilmaz, Kamil, 2007. "Measuring financial asset return and volatility spillovers, with application to global equity markets," CFS Working Paper Series 2007/02, Center for Financial Studies (CFS).
- Diebold, Francis X. & Yilmaz, Kamil, 2008. "Measuring financial asset return and volatilty spillovers, with application to global equity markets," CFS Working Paper Series 2008/26, Center for Financial Studies (CFS).
- Andreas Masuhr, 2017. "Volatility Transmission in Overlapping Trading Zones," CQE Working Papers 6717, Center for Quantitative Economics (CQE), University of Muenster.
- Vance L. Martin & Mardi Dungey, 2007. "Unravelling financial market linkages during crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 89-119.
- Jing Yang & Nikola Gradojevic, 2006. "Non-linear, non-parametric, non-fundamental exchange rate forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(4), pages 227-245.
- Bekiros, Stelios D. & Diks, Cees G.H., 2008.
"The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing,"
Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1641-1650, December.
- Bekiros, S. & Diks, C.G.H., 2007. "The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing," CeNDEF Working Papers 07-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Muller, Ulrich A. & Dacorogna, Michel M. & Dave, Rakhal D. & Olsen, Richard B. & Pictet, Olivier V. & von Weizsacker, Jacob E., 1997. "Volatilities of different time resolutions -- Analyzing the dynamics of market components," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 213-239, June.
- Kohonen, Anssi, 2012. "On detection of volatility spillovers in simultaneously open stock markets," MPRA Paper 37504, University Library of Munich, Germany.
- Prasad, Nalin & Grant, Andrew & Kim, Suk-Joong, 2018. "Time varying volatility indices and their determinants: Evidence from developed and emerging stock markets," International Review of Financial Analysis, Elsevier, vol. 60(C), pages 115-126.
- Salah Uddin, Gazi & Lucey, Brian & Rahman, Md Lutfur & Stenvall, David, 2024. "Quantile coherency across bonds, commodities, currencies, and equities," Journal of Commodity Markets, Elsevier, vol. 33(C).
- Sang Hoon Kang & Seong-Min Yoon, 2010. "Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns," Korean Economic Review, Korean Economic Association, vol. 26, pages 431-451.
- Bollerslev, T. & Ghysels, E., 1994.
"Periodic Autoregressive Conditional Heteroskedasticity,"
Cahiers de recherche
9408, Universite de Montreal, Departement de sciences economiques.
- Bollerslev, Tim & Ghysels, Eric, 1996. "Periodic Autoregressive Conditional Heteroscedasticity," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 139-151, April.
- Bollerslev, T. & Ghysels, E., 1994. "Periodic Autoregressive Conditional Heteroskedasticity," Cahiers de recherche 9408, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Karoll Gómez Portilla & Santiago Gallón Gómez, 2007. "Distribución condicional de los retornos de la tasa de cambio colombiana: un ejercicio empírico a partir de modelos GARCH multivariados," Revista de Economía del Rosario, Universidad del Rosario, December.
- Carol Alexander & Emese Lazar, 2006.
"Normal mixture GARCH(1,1): applications to exchange rate modelling,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 307-336, April.
- Emese Lazar & Carol Alexander, 2006. "Normal mixture GARCH(1,1): applications to exchange rate modelling," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 307-336.
- Carol Alexandra & Emese Lazar, 2004. "Normal Mixture GARCH (1,1): Application to Exchange Rate Modelling," ICMA Centre Discussion Papers in Finance icma-dp2004-05, Henley Business School, University of Reading.
- Caporin, Massimiliano & Malik, Farooq, 2020. "Do structural breaks in volatility cause spurious volatility transmission?," Journal of Empirical Finance, Elsevier, vol. 55(C), pages 60-82.
- BenSaïda, Ahmed & Litimi, Houda & Abdallah, Oussama, 2018.
"Volatility spillover shifts in global financial markets,"
Economic Modelling, Elsevier, vol. 73(C), pages 343-353.
- Ahmed Bensaïda & Houda Litimi & Oussama Abdallah, 2018. "Volatility spillover shifts in global financial markets," Post-Print hal-02869496, HAL.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Ben Omrane, Walid & Heinen, Andréas, 2010. "Public news announcements and quoting activity in the Euro/Dollar foreign exchange market," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2419-2431, November.
- Bekiros, Stelios, 2014. "Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 336-348.
- Fung, Hung-Gay & Jang, Hoyoon & Lee, Wai, 1997. "International interest rate transmission and volatility spillover," International Review of Economics & Finance, Elsevier, vol. 6(1), pages 67-75.
- Takatoshi Ito & Wen-Ling Lin, 1993.
"Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets,"
NBER Working Papers
4592, National Bureau of Economic Research, Inc.
- Wen-Ling Lin & Takatoshi Ito, 1994. "Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets," NBER Chapters, in: The Internationalization of Equity Markets, pages 309-343, National Bureau of Economic Research, Inc.
- Giampiero Gallo & Edoardo Otranto, 2007.
"Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach,"
Econometrics Working Papers Archive
wp2007_11, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Gallo, Giampiero M. & Otranto, Edoardo, 2008. "Volatility spillovers, interdependence and comovements: A Markov Switching approach," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3011-3026, February.
- Alessandra Amendola & Marinella Boccia & Vincenzo Candila & Giampiero M. Gallo, 2020. "Energy and non–energy Commodities: Spillover Effects on African Stock Markets," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 9(4), pages 1-7.
- Martin Evans, 2000.
"FX trading and Exchange Rate Dynamics,"
Working Papers
gueconwpa~00-00-04, Georgetown University, Department of Economics.
- Martin D. D. Evans, 2017. "FX Trading and Exchange Rate Dynamics," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 5, pages 189-245, World Scientific Publishing Co. Pte. Ltd..
- Martin D. D. Evans, 2001. "FX Trading and Exchange Rate Dynamics," NBER Working Papers 8116, National Bureau of Economic Research, Inc.
- Luc Bauwens & Sébastien Laurent & Jeroen V. K. Rombouts, 2006.
"Multivariate GARCH models: a survey,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109, January.
- BAUWENS, Luc & LAURENT, Sébastien & ROMBOUTS, Jeroen, 2003. "Multivariate GARCH models: a survey," LIDAM Discussion Papers CORE 2003031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Sébastien Laurent & Luc Bauwens & Jeroen V. K. Rombouts, 2006. "Multivariate GARCH models: a survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109.
- BAUWENS, Luc & LAURENT, Sébastien & ROMBOUTS, Jeroen VK, 2006. "Multivariate GARCH models: a survey," LIDAM Reprints CORE 1847, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Elyasiani, Elyas & Kocagil, Ahmet E., 2001. "Interdependence and dynamics in currency futures markets: A multivariate analysis of intraday data," Journal of Banking & Finance, Elsevier, vol. 25(6), pages 1161-1186, June.
- Vincenzo Candila & Salvatore Farace, 2018. "On the Volatility Spillover between Agricultural Commodities and Latin American Stock Markets," Risks, MDPI, vol. 6(4), pages 1-16, October.
- Prince Osei Mensah & Anokye M. Adam, 2020. "Copula-Based Assessment of Co-Movement and Tail Dependence Structure Among Major Trading Foreign Currencies in Ghana," Risks, MDPI, vol. 8(2), pages 1-20, June.
- Chow, Gregory C. & Liu, Changjiang & Niu, Linlin, 2011.
"Co-movements of Shanghai and New York Stock prices by time-varying regressions,"
BOFIT Discussion Papers
16/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
- Chow, Gregory C. & Liu, Changjiang & Niu, Linlin, 2011. "Co-movements of Shanghai and New York stock prices by time-varying regressions," Journal of Comparative Economics, Elsevier, vol. 39(4), pages 577-583.
- Gregory C Chow & Changjiang Liu & Linlin Niu, 2013. "Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Warshaw, Evan, 2020. "Asymmetric volatility spillover between European equity and foreign exchange markets: Evidence from the frequency domain," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 1-14.
- Joann Jasiak, 1996. "Persistence in Intertrade Durations," Working Papers 1999_8, York University, Department of Economics, revised Mar 1999.
- Kim, Young Min & Lee, Seojin, 2023. "Spillover shifts in the FX market: Implication for the behavior of a safe haven currency," The North American Journal of Economics and Finance, Elsevier, vol. 65(C).
- Saba Qureshi & Muhammad Aftab, 2023. "Exchange Rate Interdependence in ASEAN Markets: A Wavelet Analysis," Global Business Review, International Management Institute, vol. 24(6), pages 1180-1204, December.
- Audrino, Francesco & Trojani, Fabio, 2011.
"A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 138-149.
- Francesco Audrino & Fabio Trojani, 2007. "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2007 2007-25, Department of Economics, University of St. Gallen.
- Fabio Trojani & Francesco Audrino, 2005. "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2005 2005-04, Department of Economics, University of St. Gallen.
- Francesco Audrino & Fabio Trojani, 2011. "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 138-149, January.
- Gallant, A. Ronald & Tauchen, George, 2002. "Simulated Score Methods and Indirect Inference for Continuous-time Models," Working Papers 02-09, Duke University, Department of Economics.
- Francis, Bill B. & Hasan, Iftekhar & Hunter, Delroy M., 2002.
"Return-volatility linkages in the international equity and currency markets,"
Bank of Finland Research Discussion Papers
9/2002, Bank of Finland.
- Bill B. Francis & Iftekhar Hasan & Delroy M. Hunter, 2004. "Return-volatility linkages in the international equity and currency markets," Finance 0405022, University Library of Munich, Germany.
- Tomasz Wozniak, 2012.
"Testing Causality Between Two Vectors in Multivariate GARCH Models,"
Department of Economics - Working Papers Series
1139, The University of Melbourne.
- Woźniak, Tomasz, 2015. "Testing causality between two vectors in multivariate GARCH models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 876-894.
- Tomasz Wozniak, 2012. "Testing Causality Between Two Vectors in Multivariate GARCH Models," Economics Working Papers ECO2012/20, European University Institute.
- Gregory Gagnon, 2019. "Vanishing central bank intervention in stochastic impulse control," Annals of Finance, Springer, vol. 15(1), pages 125-153, March.
- Noureddine Benlagha, 2014. "Volatility Linkage of Nominal and Index-linked Bond Returns: A Multivariate BEKK-GARCH Approach," Review of Economics & Finance, Better Advances Press, Canada, vol. 4, pages 49-60, November.
- Zana Grigaliuniene & Dmitrij Celov & Christopher A. Hartwell, 2018.
"The More the Merrier? The Reaction of Euro Area Stock Markets to New Members,"
BAFES Working Papers
BAFES20, Department of Accounting, Finance & Economic, Bournemouth University.
- Grigaliuniene, Zana & Celov, Dmitrij & Hartwell, Christopher A., 2020. "The more the Merrier? The reaction of euro area stock markets to new members," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 66(C).
- Bollerslev, Tim, 2001. "Financial econometrics: Past developments and future challenges," Journal of Econometrics, Elsevier, vol. 100(1), pages 41-51, January.
- Go, You-How & Lau, Wee-Yeap, 2020. "The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market," Journal of Commodity Markets, Elsevier, vol. 17(C).
- Panayiotis Alexakis & Anna Vasila, 2010. "Equity Interconnections in Major European Markets," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 109-132.
- Jia, Boxiang & Shen, Dehua & Zhang, Wei, 2024. "Bitcoin market reactions to large price swings of international stock markets," International Review of Economics & Finance, Elsevier, vol. 90(C), pages 72-88.
- Jeremy Graveline & Irina Zviadadze & Mikhail Chernov, 2012.
"Crash Risk in Currency Returns,"
2012 Meeting Papers
753, Society for Economic Dynamics.
- Chernov, Mikhail & Graveline, Jeremy & Zviadadze, Irina, 2018. "Crash Risk in Currency Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(1), pages 137-170, February.
- Boakye, Robert Owusu & Mensah, Lord Kwaku & Kang, Sang Hoon & Osei, Kofi Acheampong, 2023. "Foreign exchange market return spillovers and connectedness among African countries," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Dang, Tam Hoang Nhat & Balli, Faruk & Balli, Hatice Ozer & Gabauer, David & Nguyen, Thi Thu Ha, 2024. "Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 121-139.
- Kee-Hong Bae & G. Andrew Karolyi & Rene M. Stulz, 2000.
"A New Approach to Measuring Financial Contagion,"
NBER Working Papers
7913, National Bureau of Economic Research, Inc.
- Kee-Hong Bae & G. Andrew Karolyi & René M. Stulz, 2003. "A New Approach to Measuring Financial Contagion," The Review of Financial Studies, Society for Financial Studies, vol. 16(3), pages 717-763, July.
- Kee-Hong Bae & G. Andrew Karolyi & Rene M. Stulz, 2001. "A new approach to measuring financial contagion," Proceedings 743, Federal Reserve Bank of Chicago.
- Ghouse, Ghulam & Khan, Saud Ahmed & Habeeb, Kashif, 2019. "Information Transmission Among Equity Markets: A Comparison Between ARDL and GARCH Model," MPRA Paper 97925, University Library of Munich, Germany.
- Chris Bilson & Tim Brailsford & Twm Evans, 2005. "The International Transmission of Arbitrage Information Across Futures Markets," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(5‐6), pages 973-1000, June.
- David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2014.
"Hedge Fund Portfolio Diversification Strategies Across the GFC,"
Documentos de Trabajo del ICAE
2014-32, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2014. "Hedge Fund Portfolio Diversification Strategies across the GFC," Tinbergen Institute Discussion Papers 14-151/III, Tinbergen Institute.
- David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2014. "Hedge Fund Portfolio Diversification Strategies Across the GFC," Working Papers in Economics 14/27, University of Canterbury, Department of Economics and Finance.
- Avouyi-Dovi, S. & Jondeau, E. & Lai Tong, C., 1997. "Effets volume , volatilit et transmissions internationales sur les march s boursiers dans le G5," Working papers 42, Banque de France.
- Charlotte Christiansen, 2007. "Volatility‐Spillover Effects in European Bond Markets," European Financial Management, European Financial Management Association, vol. 13(5), pages 923-948, November.
- Ghouse, Ghulam & Khan, Saud Ahmed & Arshad, Muhammad, 2015.
"Time Varying Volatility Modeling of Pakistani and leading foreign stock markets,"
MPRA Paper
70117, University Library of Munich, Germany.
- Ghouse, Ghulam & Khan, Saud Ahmed & Arshad, Muhammad, 2015. "Time Varying Volatility Modeling of Pakistani and leading foreign stock markets," MPRA Paper 70080, University Library of Munich, Germany.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2016.
"Asymmetric volatility connectedness on forex markets,"
Papers
1607.08214, arXiv.org.
- Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2017. "Asymmetric volatility connectedness on the forex market," Journal of International Money and Finance, Elsevier, vol. 77(C), pages 39-56.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2017. "Asymmetric volatility connectedness on the forex market," KIER Working Papers 956, Kyoto University, Institute of Economic Research.
- Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry, 2004.
"Empirical Modelling of Contagion: A Review of Methodologies,"
Econometric Society 2004 Australasian Meetings
243, Econometric Society.
- Martin, V. & Dungey & M., 2004. "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Far Eastern Meetings 574, Econometric Society.
- Mr. Mardi Dungey & Ms. Renee Fry & Mr. Vance Martin & Ms. Brenda Gonzalez-Hermosillo, 2004. "Empirical Modeling of Contagion: A Review of Methodologies," IMF Working Papers 2004/078, International Monetary Fund.
- Mardi Dungey & Renee Fry & Brenda Gonzalez-Hermosillo & Vance Martin, 2005. "Empirical modelling of contagion: a review of methodologies," Quantitative Finance, Taylor & Francis Journals, vol. 5(1), pages 9-24.
- Hu, Haiqing & Chen, Di & Sui, Bo & Zhang, Lang & Wang, Yinyin, 2020. "Price volatility spillovers between supply chain and innovation of financial pledges in China," Economic Modelling, Elsevier, vol. 89(C), pages 397-413.
- Fung, Hung-Gay & Patterson, Gary A., 1999. "Volatility linkage among currency futures markets during US trading and non-trading periods," Journal of Multinational Financial Management, Elsevier, vol. 9(2), pages 129-153, March.
- Joe Peek & Eric Rosengren, 1998.
"Determinants of the Japan premium: actions speak louder than words,"
Working Papers
98-9, Federal Reserve Bank of Boston.
- Joe Peek & Eric S. Rosengren, 1999. "Determinants of the Japan Premium: Actions Speak Louder Than Words," NBER Working Papers 7251, National Bureau of Economic Research, Inc.
- Peek, Joe & Rosengren, Eric S., 2001. "Determinants of the Japan premium: actions speak louder than words," Journal of International Economics, Elsevier, vol. 53(2), pages 283-305, April.
- Withanage, Yeshan & Jayasinghe, Prabhath, 2017. "Volatility Spillovers between South Asian Stock Markets: Evidence from Sri Lanka, India and Pakistan," MPRA Paper 82782, University Library of Munich, Germany, revised Nov 2017.
- Jérôme Lahaye & Christopher Neely, 2020.
"The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 410-427, April.
- Jerome Lahaye & Christopher J. Neely, 2014. "The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited," Working Papers 2014-034, Federal Reserve Bank of St. Louis.
- Ito, Takatoshi & Engle, Robert F. & Lin, Wen-Ling, 1992.
"Where does the meteor shower come from? : The role of stochastic policy coordination,"
Journal of International Economics, Elsevier, vol. 32(3-4), pages 221-240, May.
- Takatoshi Ito & Robert F. Engle & Wen-Ling Lin, 1990. "Where Does the Meteor Shower Come From? The Role of Stochastic Policy Coordination," NBER Working Papers 3504, National Bureau of Economic Research, Inc.
- Chee-keong Choong & Venus khim-sen Liew, 2009. "Impact of foreign direct investment volatility on economic growth of asean-5 countries," Economics Bulletin, AccessEcon, vol. 29(3), pages 1829-1841.
- Usman M. Umer, Metin Coskun, Kasim Kiraci, 2018. "Time-varying Return and Volatility Spillover among EAGLEs Stock Markets: A Multivariate GARCH Analysis," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 3(1), pages 23-42, March.
- Syed Jawad Hussain Shahzad & Jose Arreola‐Hernandez & Md Lutfur Rahman & Gazi Salah Uddin & Muhammad Yahya, 2021. "Asymmetric interdependence between currency markets' volatilities across frequencies and time scales," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2436-2457, April.
- Malik, Ali Khalil, 2005. "European exchange rate volatility dynamics: an empirical investigation," Journal of Empirical Finance, Elsevier, vol. 12(1), pages 187-215, January.
- Fujii, Eiji, 2005. "Intra and inter-regional causal linkages of emerging stock markets: evidence from Asia and Latin America in and out of crises," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(4), pages 315-342, October.
- Jorge Pérez-Rodríguez, 2006. "The Euro and Other Major Currencies Floating Against the U.S. Dollar," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 34(4), pages 367-384, December.
- Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman, 2012. "Intra-daily volatility spillovers between the US and German stock markets," Economics Working Papers 2012-06, Christian-Albrechts-University of Kiel, Department of Economics.
- Lau, Chi Keung Marco & Sheng, Xin, 2018. "Inter- and intra-regional analysis on spillover effects across international stock markets," Research in International Business and Finance, Elsevier, vol. 46(C), pages 420-429.
- David McMillan & Isabel Ruiz & Alan Speight, 2010. "Correlations and spillovers among three euro rates: evidence using realised variance," The European Journal of Finance, Taylor & Francis Journals, vol. 16(8), pages 753-767.
- Siaw Frimpong, 2022. "On the Macroeconomic Conditions of West African Economies to External Uncertainty Shocks," Risks, MDPI, vol. 10(7), pages 1-27, July.
- Charles M. Jones & Owen Lamont & Robin Lumsdaine, 1996. "Public Information and the Persistence of Bond Market Volatility," NBER Working Papers 5446, National Bureau of Economic Research, Inc.
- Nicholas Apergis & Anthony Rezitis, 2003. "Food price volatility and macroeconomic factor volatility: 'heat waves' or 'meteor showers'?," Applied Economics Letters, Taylor & Francis Journals, vol. 10(3), pages 155-160.
- Gregory H. Bauer & Clara Vega, 2006.
"The monetary origins of asymmetric information in international equity markets,"
International Finance Discussion Papers
872, Board of Governors of the Federal Reserve System (U.S.).
- Gregory Bauer & Clara Vega, 2004. "The Monetary Origins of Asymmetric Information in International Equity Markets," Staff Working Papers 04-47, Bank of Canada.
- Degiannakis, Stavros & Livada, Alexandra & Panas, Epaminondas, 2008.
"Rolling-sampled parameters of ARCH and Levy-stable models,"
MPRA Paper
80464, University Library of Munich, Germany.
- Stavros Degiannakis & Alexandra Livada & Epaminondas Panas, 2008. "Rolling-sampled parameters of ARCH and Levy-stable models," Applied Economics, Taylor & Francis Journals, vol. 40(23), pages 3051-3067.
- Masuhr Andreas & Trede Mark, 2023. "Mutual volatility transmission between assets and trading places," Dependence Modeling, De Gruyter, vol. 11(1), pages 1-15.
- Angelo Ranaldo & Fabricius Somogyi, 2018.
"Asymmetric Information Risk in FX Markets,"
Working Papers on Finance
1820, University of St. Gallen, School of Finance, revised Apr 2020.
- Ranaldo, Angelo & Somogyi, Fabricius, 2021. "Asymmetric information risk in FX markets," Journal of Financial Economics, Elsevier, vol. 140(2), pages 391-411.
- Jinan Liu & Apostolos Serletis, 2019. "Volatility in the Cryptocurrency Market," Open Economies Review, Springer, vol. 30(4), pages 779-811, September.
- Arnab Bhattacharjee & Sudipto Roy, 2019. "Abnormal Returns or Mismeasured Risk? Network Effects and Risk Spillover in Stock Returns," JRFM, MDPI, vol. 12(2), pages 1-13, March.
- Osei-Assibey, Kwame, 2016. "Revisiting the Diverse Empirical Findings on the Impact of Exchange Rate Volatility on Trade: Some Comparable Evidences from Ghana and Two other Developing Economies," MPRA Paper 94368, University Library of Munich, Germany.
- Sebastian Edwards, 2000. "Contagion," The World Economy, Wiley Blackwell, vol. 23(7), pages 873-900, July.
- Michael Melvin & Bettina Peiers, 1998. "Twice a day or continuously? Observation frequency and inference on foreign exchange volatility persistence," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 26(1), pages 44-53, March.
- Tuysuz, Sukriye & Kuhry, Yves, 2007. "Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK," MPRA Paper 5255, University Library of Munich, Germany.
- Sawsen Bouker & Faysal Mansouri, 2022. "Sovereign contagion risk measure across financial markets in the eurozone: a bivariate copulas and Markov Regime Switching ARMA based approaches," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(2), pages 615-711, May.
- Priyanka Singh & Brajesh Kumar & Pandey, Ajay, 2008. "Price and Volatility Spillovers across North American, European and Asian Stock Markets: With Special Focus on Indian Stock Market," IIMA Working Papers WP2008-12-04, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Theodosios Perifanis & Athanasios Dagoumas, 2018. "Price and Volatility Spillovers Between the US Crude Oil and Natural Gas Wholesale Markets," Energies, MDPI, vol. 11(10), pages 1-25, October.
- Diebold, Francis X., 2004.
"The Nobel Memorial Prize for Robert F. Engle,"
CFS Working Paper Series
2004/11, Center for Financial Studies (CFS).
- Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," PIER Working Paper Archive 04-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," Scandinavian Journal of Economics, Wiley Blackwell, vol. 106(2), pages 165-185, June.
- Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," NBER Working Papers 10423, National Bureau of Economic Research, Inc.
- Chen, Chun-Da & Chiang, Shu-Mei & Huang, Tze-Chin, 2020. "The contagion effects of volatility indices across the U.S. and Europe," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Zongwu Cai & Linna Chen & Ying Fang, 2013.
"A New Forecasting Model for USD/CNY Exchange Rate,"
Working Papers
2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Cai Zongwu & Chen Linna & Fang Ying, 2012. "A New Forecasting Model for USD/CNY Exchange Rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(3), pages 1-20, September.
- Sebastian Edwards & Raul Susmel, 2001.
"Volatility Dependence and Contagion in Emerging Equity Markets,"
NBER Working Papers
8506, National Bureau of Economic Research, Inc.
- Edwards, Sebastian & Susmel, Raul, 2001. "Volatility dependence and contagion in emerging equity markets," Journal of Development Economics, Elsevier, vol. 66(2), pages 505-532, December.
- Longin, Francois M, 1997. "The Threshold Effect in Expected Volatility: A Model Based on Asymmetric Information," The Review of Financial Studies, Society for Financial Studies, vol. 10(3), pages 837-869.
- Pan, Beier, 2023. "The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants," Economic Modelling, Elsevier, vol. 124(C).
- Lee, Suzanne S. & Wang, Minho, 2020. "Tales of tails: Jumps in currency markets," Journal of Financial Markets, Elsevier, vol. 48(C).
- Bank for International Settlements, 2001. "Market liquidity: proceedings of a workshop held at the BIS," BIS Papers, Bank for International Settlements, number 02.
- Ehrmann, Michael & Fratzscher, Marcel & Mehl, Arnaud & Bekaert, Geert, 2011.
"Global crises and equity market contagion,"
Working Paper Series
1381, European Central Bank.
- Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud J. Mehl, 2011. "Global Crises and Equity Market Contagion," NBER Working Papers 17121, National Bureau of Economic Research, Inc.
- Bekaert, Geert & Ehrmann, Michael & Fratzscher, Marcel & Mehl, Arnaud, 2011. "Global crises and equity market contagion," CEPR Discussion Papers 8438, C.E.P.R. Discussion Papers.
- Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014. "The Global Crisis and Equity Market Contagion," Discussion Papers of DIW Berlin 1352, DIW Berlin, German Institute for Economic Research.
- Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014. "The Global Crisis and Equity Market Contagion," Journal of Finance, American Finance Association, vol. 69(6), pages 2597-2649, December.
- David Romer, 1992.
"Rational Asset Price Movements Without News,"
NBER Working Papers
4121, National Bureau of Economic Research, Inc.
- Romer, David, 1993. "Rational Asset-Price Movements without News," American Economic Review, American Economic Association, vol. 83(5), pages 1112-1130, December.
- Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman, 2015. "Intra-daily volatility spillovers in international stock markets," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 95-114.
- Muhammad Owais Qarni & Saiqb Gulzar, 2021. "Portfolio diversification benefits of alternative currency investment in Bitcoin and foreign exchange markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-37, December.
- Cheng F. Lee & Gong-meng Chen & Oliver M. Rui, 2001. "Stock Returns And Volatility On China'S Stock Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(4), pages 523-543, December.
- Jeffrey A. Frankel, 1994.
"The Internationalization of Equity Markets,"
NBER Books,
National Bureau of Economic Research, Inc, number fran94-1, February.
- Jeffrey A. Frankel, 1993. "The Internationalization of Equity Markets," NBER Working Papers 4590, National Bureau of Economic Research, Inc.
- Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Shin, Yongcheol, 2021.
"Measuring the Connectedness of the Global Economy,"
International Journal of Forecasting, Elsevier, vol. 37(2), pages 899-919.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen, 2015. "Measuring the Connectedness of the Global Economy," Melbourne Institute Working Paper Series wp2015n07, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Swanson, Peggy E., 2003. "The interrelatedness of global equity markets, money markets, and foreign exchange markets," International Review of Financial Analysis, Elsevier, vol. 12(2), pages 135-155.
- Chuliá, Helena & Fernández, Julián & Uribe, Jorge M., 2018. "Currency downside risk, liquidity, and financial stability," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 83-102.
- Corradi, Valentina & Distaso, Walter & Fernandes, Marcelo, 2012. "International market links and volatility transmission," Journal of Econometrics, Elsevier, vol. 170(1), pages 117-141.
- Susan Thorp & George Milunovich, 2006. "Information processing and measures of integration: New York, London and Tokyo," Research Paper Series 177, Quantitative Finance Research Centre, University of Technology, Sydney.
- Ziadat, Salem Adel & Herbst, Patrick & McMillan, David G., 2020. "Inter- and intra-regional stock market relations for the GCC bloc," Research in International Business and Finance, Elsevier, vol. 54(C).
- Mehl, Arnaud, 2006.
"The yield curve as a predictor and emerging economies,"
BOFIT Discussion Papers
18/2006, Bank of Finland Institute for Emerging Economies (BOFIT).
- Arnaud Mehl, 2009. "The Yield Curve as a Predictor and Emerging Economies," Open Economies Review, Springer, vol. 20(5), pages 683-716, November.
- Mehl, Arnaud, 2006. "The yield curve as a predictor and emerging economies," Working Paper Series 691, European Central Bank.
- Fengler, Matthias R. & Herwartz, Helmut, 2015.
"Measuring spot variance spillovers when (co)variances are time-varying – the case of multivariate GARCH models,"
Economics Working Paper Series
1517, University of St. Gallen, School of Economics and Political Science.
- Fengler, Matthias R. & Herwartz, Helmut, 2015. "Measuring spot variance spillovers when (co)variances are time-varying - the case of multivariate GARCH models," MPRA Paper 72197, University Library of Munich, Germany, revised 10 Jun 2016.
- Angelo Ranaldo & Paolo Santucci de Magistris, 2018. "Trading Volume, Illiquidity and Commonalities in FX Markets," Working Papers on Finance 1823, University of St. Gallen, School of Finance, revised Oct 2019.
- Fuentes Vélez, Mariana & Pinilla Barrera, Alejandro, 2021. "Transmisión de volatilidad en el Mercado Integrado Latinoamericano (MILA): una evidencia del grado de integración. || Transmission of volatility in the Latin American Integrated Market (MILA): evidenc," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 31(1), pages 301-328, June.
- Louis Logogye & Godfred Aawaar & Kwasi Poku, 2024. "Regional and global shock spillovers to Africa’s equity markets: evidence from the global financial crisis and COVID-19 pandemic," SN Business & Economics, Springer, vol. 4(12), pages 1-31, December.
- Daniel Stefan ARMEANU & Adrian ENCIU & Sorin-Iulian CIOACA, 2017. "How Important is the Contagion Effect for the Romanian Capital Market?," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 265-282, June.
- Dejan Živkov & Suzana Balaban & Marko Pećanac, 2021. "Assessing the multiscale “meteor shower” effect from oil to the central and eastern European stock indices," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1855-1870, April.
- Yuko Hashimoto & Takatoshi Ito, 2009. "Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture," NBER Working Papers 15020, National Bureau of Economic Research, Inc.
- Demetrio Lacava & Luca Scaffidi Domianello, 2021. "The Incidence of Spillover Effects during the Unconventional Monetary Policies Era," JRFM, MDPI, vol. 14(6), pages 1-18, May.
- Milunovich, George & Thorp, Susan, 2007. "Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York," Journal of Multinational Financial Management, Elsevier, vol. 17(4), pages 275-289, October.
- Choudhry, Taufiq & Jayasekera, Ranadeva, 2014. "Returns and volatility spillover in the European banking industry during global financial crisis: Flight to perceived quality or contagion?," International Review of Financial Analysis, Elsevier, vol. 36(C), pages 36-45.
- Orlov, Alexei G., 2009. "A cospectral analysis of exchange rate comovements during Asian financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(5), pages 742-758, December.
- Tomasz Wozniak, 2015.
"Granger-causal analysis of GARCH models: a Bayesian approach,"
Department of Economics - Working Papers Series
1194, The University of Melbourne.
- Tomasz Woźniak, 2018. "Granger-causal analysis of GARCH models: A Bayesian approach," Econometric Reviews, Taylor & Francis Journals, vol. 37(4), pages 325-346, April.
- Charlotte Christiansen, 2010.
"Decomposing European bond and equity volatility,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 105-122.
- Christiansen, Charlotte, 2005. "Decomposing European bond and equity volatility," Finance Research Group Working Papers F-2004-01, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Charlotte Christiansen, 2007. "Decomposing European Bond and Equity Volatility," CREATES Research Papers 2007-06, Department of Economics and Business Economics, Aarhus University.
- Nicholas G. Polson & James G. Scott, 2011. "An empirical test for Eurozone contagion using an asset-pricing model with heavy-tailed stochastic volatility," Papers 1110.5789, arXiv.org, revised Mar 2012.
- Morales-Zumaquero, Amalia & Sosvilla-Rivero, Simón, 2018. "Volatility spillovers between foreign exchange and stock markets in industrialized countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 121-136.
- DeGennaro, Ramon P. & Shrieves, Ronald E., 1997. "Public information releases, private information arrival and volatility in the foreign exchange market," Journal of Empirical Finance, Elsevier, vol. 4(4), pages 295-315, December.
- Malik, Farooq & Ewing, Bradley T., 2009. "Volatility transmission between oil prices and equity sector returns," International Review of Financial Analysis, Elsevier, vol. 18(3), pages 95-100, June.
- Leung, Henry & Schiereck, Dirk & Schroeder, Florian, 2017. "Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises," Economic Modelling, Elsevier, vol. 61(C), pages 169-180.
- V. Alaganar & Ramaprasad Bhar, 2003. "An international study of causality-in-variance: Interest rate and financial sector returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 27(1), pages 39-55, March.
- Tse, Yiuman, 1998. "International transmission of information: evidence from the Euroyen and Eurodollar futures markets," Journal of International Money and Finance, Elsevier, vol. 17(6), pages 909-929, December.
- Koutmos, Gregory & Booth, G Geoffrey, 1995. "Asymmetric volatility transmission in international stock markets," Journal of International Money and Finance, Elsevier, vol. 14(6), pages 747-762, December.
- Engle III, Robert F., 2003.
"Risk and Volatility: Econometric Models and Financial Practice,"
Nobel Prize in Economics documents
2003-4, Nobel Prize Committee.
- Robert Engle, 2004. "Risk and Volatility: Econometric Models and Financial Practice," American Economic Review, American Economic Association, vol. 94(3), pages 405-420, June.
- Juan Ayuso & Roberto Blanco, 1999. "Has Financial Market Integration Increased during the Nineties?," Working Papers 9923, Banco de España.
- Corbet, Shaen & Larkin, Charles & Lucey, Brian & Meegan, Andrew & Yarovaya, Larisa, 2020. "Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position," Journal of Financial Stability, Elsevier, vol. 46(C).
- Elena Andreou & Eric Ghysels, 2000.
"Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results,"
CIRANO Working Papers
2000s-19, CIRANO.
- Andreou, Elena & Ghysels, Eric, 2002. "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 363-376, July.
- Manuel Vega, "undated". "Tipos de cambio flexibles, volatilidad y una nueva informacion: La nueva informacion como fuente de volatilidad," Studies on the Spanish Economy 139, FEDEA.
- R. Gargano & E. Otranto, 2013.
"Financial Clustering in Presence of Dominant Markets,"
Working Paper CRENoS
201318, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Edoardo Otranto & Romana Gargano, 2015. "Financial clustering in presence of dominant markets," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 9(3), pages 315-339, September.
- Tse, Yiuman, 2001. "Index arbitrage with heterogeneous investors: A smooth transition error correction analysis," Journal of Banking & Finance, Elsevier, vol. 25(10), pages 1829-1855, October.
- Christian Gourieroux & Gaëlle Le Fol, 1997. "Volatilités et mesures de risque," Post-Print halshs-00877048, HAL.
- Antonios K. Alexandridis & Mohammad S. Hasan, 2020. "Global financial crisis and multiscale systematic risk: Evidence from selected European stock markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 518-546, October.
- Faisal Khan & Saif-Ur-Rehman Khan & Hashim Khan, 2016. "Pricing of Risk, Various Volatility Dynamics and Macroeconomic Exposure of Firm Returns: New Evidence on Age Effect," International Journal of Economics and Financial Issues, Econjournals, vol. 6(2), pages 551-561.
- Prange, Philipp, 2021. "Does online investor attention drive the co-movement of stock-, commodity-, and energy markets? Insights from Google searches," Energy Economics, Elsevier, vol. 99(C).
- Syed Kumail Abbas Rizvi & Bushra Naqvi & Nawazish Mirza, 2022. "Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs," Annals of Operations Research, Springer, vol. 313(1), pages 495-524, June.
- Arnaud Mehl, 2013.
"Large global volatility shocks, equity markets and globalisation: 1885-2011,"
Globalization Institute Working Papers
148, Federal Reserve Bank of Dallas.
- Mehl, Arnaud, 2013. "Large global volatility shocks, equity markets and globalisation: 1885-2011," Working Paper Series 1548, European Central Bank.
- Frankel, Jeffrey A., 1994. "The Internalization of Equity Markets: Introduction," Center for International and Development Economics Research (CIDER) Working Papers 233216, University of California-Berkeley, Department of Economics.
- Kurita, Takamitsu, 2014. "Dynamic characteristics of the daily yen–dollar exchange rate," Research in International Business and Finance, Elsevier, vol. 30(C), pages 72-82.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2014. "Quantifying Informational Linkages in a Global Model of Currency Spot Markets," Melbourne Institute Working Paper Series wp2014n17, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Gonzalez-Hermosillo Gonzalez, B.M., 2008. "Transmission of shocks across global financial markets : The role of contagion and investors' risk appetite," Other publications TiSEM d684f3c7-7ad8-4e93-88cf-a, Tilburg University, School of Economics and Management.
- Kentaro Iwatsubo & Yoshihiro Kitamura, 2009.
"Intraday evidence of the informational efficiency of the yen/dollar exchange rate,"
Applied Financial Economics, Taylor & Francis Journals, vol. 19(14), pages 1103-1115.
- Kentaro Iwatsubo & Yoshihiro Kitamura, 2008. "Intraday Evidence of the Informational Efficiency of the Yen/Dollar Exchange Rate," Discussion Papers 0801, Graduate School of Economics, Kobe University.
- Apostolos Thomadakis, 2012. "Contagion or Flight-to-Quality Phenomena in Stock and Bond Returns," School of Economics Discussion Papers 0612, School of Economics, University of Surrey.
- Shyh‐Wei Chen & Chung‐Hua Shen, 2004. "Price Common Volatility or Volume Common Volatility? Evidence from Taiwan's Exchange Rate and Stock Markets," Asian Economic Journal, East Asian Economic Association, vol. 18(2), pages 185-211, June.
- Hué, Sullivan & Lucotte, Yannick & Tokpavi, Sessi, 2019.
"Measuring network systemic risk contributions: A leave-one-out approach,"
Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 86-114.
- Sullivan HUE & Yannick LUCOTTE & Sessi TOKPAVI, 2018. "Measuring network systemic risk contributions: A leave-one-out approach," LEO Working Papers / DR LEO 2708, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Pierre L. Siklos, 2008. "Determinants of Emerging Market Spreads: Domestic, Global Factors, and Volatility," Working Papers 182008, Hong Kong Institute for Monetary Research.
- Londono, Juan M. & Zhou, Hao, 2017.
"Variance risk premiums and the forward premium puzzle,"
Journal of Financial Economics, Elsevier, vol. 124(2), pages 415-440.
- Juan M. Londono & Hao Zhou, 2012. "Variance risk premiums and the forward premium puzzle," International Finance Discussion Papers 1068, Board of Governors of the Federal Reserve System (U.S.).
- Wolfgang Haerdle & Helmut Herwartz & Volodia Spokoiny, 2000. "Time Inhomogeneous Multiple Volatility Modelling," Econometric Society World Congress 2000 Contributed Papers 1429, Econometric Society.
- Ewing, Bradley T. & Malik, Farooq, 2005. "Re-examining the asymmetric predictability of conditional variances: The role of sudden changes in variance," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2655-2673, October.
- Hernandez, Manuel A. & Ibarra, Raul & Trupkin, Danilo R., "undated".
"How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets,"
2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil
124979, International Association of Agricultural Economists.
- Manuel A. Hernandez & Raul Ibarra & Danilo R. Trupkin, 2014. "How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 41(2), pages 301-325.
- Hernandez, Manuel A. & Ibarra, Raul & Trupkin, Danilo R., 2012. "How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122511, European Association of Agricultural Economists.
- Hernández Manuel A. & Ibarra-Ramírez Raúl & Trupkin Danilo R., 2011. "How Far Do Shocks Move Across Borders? Examining Volatility Transmission in Major Agricultural Futures Markets," Working Papers 2011-15, Banco de México.
- Manuel Hernandez & Raul Ibarra & Danilo Trupkin, 2011. "How far do shocks move across borders?Examining volatility transmission in major agricultural futures markets," Documentos de Trabajo/Working Papers 1109, Facultad de Ciencias Empresariales y Economia. Universidad de Montevideo..
- Hernandez, Manuel A. & Ibarra, Raul & Trupkin, Danilo R., 2011. "How far do shocks move across borders?: Examining volatility transmission in major agricultural futures markets," IFPRI discussion papers 1109, International Food Policy Research Institute (IFPRI).
- Jin, Xiaoye & An, Ximeng, 2016. "Global financial crisis and emerging stock market contagion: A volatility impulse response function approach," Research in International Business and Finance, Elsevier, vol. 36(C), pages 179-195.
- Atenga, Eric Martial Etoundi & Mougoué, Mbodja, 2021. "Return and volatility spillovers to African currencies markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
- Burc Kayahan & Thanasis Stengos & Burak Saltoglu, 2002. "Intra-Day Features of Realized Volatility: Evidence from an Emerging Market," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 1(1), pages 17-24, April.
- Gencay, Ramazan, 1999. "Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules," Journal of International Economics, Elsevier, vol. 47(1), pages 91-107, February.
- Kin-Yip Ho & Albert K Tsui, 2008. "Volatility Dynamics in Foreign Exchange Rates : Further Evidence from the Malaysian Ringgit and Singapore Dollar," Finance Working Papers 22571, East Asian Bureau of Economic Research.
- Alemany, Aida & Ballester, Laura & González-Urteaga, Ana, 2015. "Volatility spillovers in the European bank CDS market," Finance Research Letters, Elsevier, vol. 13(C), pages 137-147.
- Benjamin H Cohen & Eli M Remolona, 2001.
"Information flows during the Asian crisis: evidence from closed-end funds,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 30-75,
Bank for International Settlements.
- Eli M Remolona & Benjamin H. Cohen, 2000. "Information flows during the asian crisis: evidence from closed-end funds," BIS Working Papers 97, Bank for International Settlements.
- Cohen, Benjamin H. & Remolona, Eli M., 2008. "Information flows during the Asian crisis: Evidence from closed-end funds," Journal of International Money and Finance, Elsevier, vol. 27(4), pages 636-653, June.
- Elena Andreou & Eric Ghysels, 2001.
"Detecting Mutiple Breaks in Financial Market Volatility Dynamics,"
CIRANO Working Papers
2001s-65, CIRANO.
- Elena Andreou & Eric Ghysels, 2001. "Detecting Multiple Breaks in Financial Market Volatility Dynamics," University of Cyprus Working Papers in Economics 0202, University of Cyprus Department of Economics.
- Elena Andreou & Eric Ghysels, 2002. "Detecting multiple breaks in financial market volatility dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 579-600.
- Lucy Ackert & Marie Racine, 1997. "The economics of conditional heteroskedasticity: Evidence from canadian and U.S. stock and futures markets," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 25(4), pages 371-385, December.
- Eric Zitzewitz, 2003.
"Who Cares About Shareholders? Arbitrage-Proofing Mutual Funds,"
The Journal of Law, Economics, and Organization, Oxford University Press, vol. 19(2), pages 245-280, October.
- Zitzewitz, Eric, 2002. "Who Cares About Shareholders? Arbitrage-Proofing Mutual Funds," Research Papers 1749, Stanford University, Graduate School of Business.
- Laopodis, N. T., 1998. "Asymmetric volatility spillovers in deutsche mark exchange rates," Journal of Multinational Financial Management, Elsevier, vol. 8(4), pages 413-430, November.
- Elsayed, Ahmed H. & Yarovaya, Larisa, 2019. "Financial stress dynamics in the MENA region: Evidence from the Arab Spring," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 20-34.
- Franses,Philip Hans & Dijk,Dick van, 2000.
"Non-Linear Time Series Models in Empirical Finance,"
Cambridge Books,
Cambridge University Press, number 9780521779654, January.
- Franses,Philip Hans & Dijk,Dick van, 2000. "Non-Linear Time Series Models in Empirical Finance," Cambridge Books, Cambridge University Press, number 9780521770415, January.
- Neifar, Malika, 2020. "Stock Market Volatility Analysis: A Case Study of TUNindex," MPRA Paper 99140, University Library of Munich, Germany.
- Sandoval Paucar, Giovanny, 2018. "Efectos de desbordamiento sobre los mercados financieros de Colombia. Identificación a través de la heterocedasticidad [Spillovers effects on financial markets of Colombia. Identification through h," MPRA Paper 90422, University Library of Munich, Germany.
- Lütkepohl,Helmut & Krätzig,Markus (ed.), 2004. "Applied Time Series Econometrics," Cambridge Books, Cambridge University Press, number 9780521547871, January.
- Leonardo Badea & Daniel Ştefan Armeanu & Iulian Panait & Ştefan Cristian Gherghina, 2019. "A Markov Regime Switching Approach towards Assessing Resilience of Romanian Collective Investment Undertakings," Sustainability, MDPI, vol. 11(5), pages 1-24, March.
- Hou, Yang & Li, Steven & Wen, Fenghua, 2019. "Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach," Energy Economics, Elsevier, vol. 83(C), pages 119-143.
- Ito, Takatoshi & Lin, Wen-Ling, 2001. "Race to the center: competition for the Nikkei 225 futures trade," Journal of Empirical Finance, Elsevier, vol. 8(3), pages 219-242, July.
- Sullivan HUE & Yannick LUCOTTE & Sessi TOKPAVI, 2018. "Measuring Network Systemic Risk Contributions: A Leave-one-out Approach," LEO Working Papers / DR LEO 2608, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Yang, Lu & Cai, Xiao Jing & Zhang, Huimin & Hamori, Shigeyuki, 2016. "Interdependence of foreign exchange markets: A wavelet coherence analysis," Economic Modelling, Elsevier, vol. 55(C), pages 6-14.
- Tse, Yiuman & Booth, G. Geoffrey, 1997. "Information shares in international oil futures markets," International Review of Economics & Finance, Elsevier, vol. 6(1), pages 49-56.
- Xiaoping Xu & Zongwu Cai, 2013.
"Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models,"
Working Papers
2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Cai, Zongwu & Xu, Xiaoping, 2009. "Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 371-383.
- Cai, Zongwu & Xu, Xiaoping, 2008. "Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1595-1608.
- Karuppiah, Jeyanthi & Los, Cornelis A., 2005.
"Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997,"
International Review of Financial Analysis, Elsevier, vol. 14(2), pages 211-246.
- Cornelis A. Los & Jeyanthi Karuppiah, 2004. "Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997," Finance 0409037, University Library of Munich, Germany.
- Hussain, Syed Mujahid, 2011. "Intraday trading volume and international spillover effects," Research in International Business and Finance, Elsevier, vol. 25(2), pages 183-194, June.
- Dungey, Mardi & Gajurel, Dinesh, 2015.
"Contagion and banking crisis – International evidence for 2007–2009,"
Journal of Banking & Finance, Elsevier, vol. 60(C), pages 271-283.
- Dungey, Mardi & Gajurel, Dinesh, 2014. "Contagion and banking crisis — internatonal evidence for 2007-2009," Working Papers 2014-10, University of Tasmania, Tasmanian School of Business and Economics.
- Michael King & Carol Osler & Dagfinn Rime, 2012.
"The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward,"
Working Papers
54, Brandeis University, Department of Economics and International Business School.
- Michael R. King & Carol Osler & Dagfinn Rime, 2013. "The market microstructure approach to foreign exchange - Looking back and looking forward," Working Paper 2013/12, Norges Bank.
- King, Michael R. & Osler, Carol L. & Rime, Dagfinn, 2013. "The market microstructure approach to foreign exchange: Looking back and looking forward," Journal of International Money and Finance, Elsevier, vol. 38(C), pages 95-119.
- Sheng-Yung Yang, 2007. "Inter-day return and volatility dynamics between Japanese ADRs and their underlying securities," Applied Financial Economics, Taylor & Francis Journals, vol. 17(10), pages 837-853.
- Giulio Cifarelli & Giovanna Paladino, 2001.
"Volatility spillovers and the role of leading financial centres,"
BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 54(216), pages 37-71.
- Giulio Cifarelli & Giovanna Paladino, 2001. "Volatility spillovers and the role of leading financial centres," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 54(216), pages 37-71.
- Reboredo, Juan C., 2014. "Volatility spillovers between the oil market and the European Union carbon emission market," Economic Modelling, Elsevier, vol. 36(C), pages 229-234.
- Nikiforos Laopodis, 2001. "International Interest-Rate Transmission and the “German Dominance Hypothesis” Within EMS," Open Economies Review, Springer, vol. 12(4), pages 347-377, October.
- Mardi Dungey & Diana Zhumabekova, 2001. "Factor analysis of a model of stock market returns using simulation-based estimation techniques," Pacific Basin Working Paper Series 2001-08, Federal Reserve Bank of San Francisco.
- Hashimoto, Yuko, 2005. "The impact of the Japanese banking crisis on the intraday FX market in late 1997," Journal of Asian Economics, Elsevier, vol. 16(2), pages 205-222, April.
- Thomas J. Flavin & Michael R. Wickens, 2000. "Global Asset Allocation with Time-varying Risk," Economics Department Working Paper Series n1020800, Department of Economics, National University of Ireland - Maynooth.
- Sebastian Edwards, 2000. "Interest Rates, Contagion and Capital Controls," NBER Working Papers 7801, National Bureau of Economic Research, Inc.
- David Cronin, 2021. "How Do Broad Money and the Stock Market Interact in Times of Crisis and of Calm?," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 22(3), pages 7-28, July.
- Uppal, Raman & Das, Sanjiv Ranjan, 2002. "Systemic Risk and International Portfolio Choice," CEPR Discussion Papers 3305, C.E.P.R. Discussion Papers.
- Manolis Kavussanos & Siri Pettersen Strandenes & Helen Thanopoulou, 2022. "Special issue: ends of eras and new beginnings: twenty-first century challenges for shipping," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 24(2), pages 347-367, June.
- Antonakakis, Nikolaos, 2012.
"Exchange return co-movements and volatility spillovers before and after the introduction of Euro,"
MPRA Paper
37869, University Library of Munich, Germany.
- Antonakakis, Nikolaos, 2012. "Exchange return co-movements and volatility spillovers before and after the introduction of euro," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1091-1109.
- Carol Osler & Xuhang Wang, 2012. "The Microstructure of Currency Markets," Working Papers 49, Brandeis University, Department of Economics and International Business School.
- Antonio Rubia Serrano & Lidia Sanchis-Marco, 2015. "Measuring Tail-Risk Cross-Country Exposures in the Banking Industry," Working Papers. Serie AD 2015-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Agnello, Luca & Castro, Vítor & Sousa, Ricardo M., 2022. "On the international co-movement of natural interest rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
- Sofiane Aboura & Julien Chevallier, 2014.
"Cross-Market Spillovers with 'Volatility Surprise',"
Post-Print
hal-01529770, HAL.
- Sofiane Aboura & Julien Chevallier, 2014. "Cross-Market Spillovers with ‘Volatility Surprise’," EconomiX Working Papers 2014-46, University of Paris Nanterre, EconomiX.
- Sofiane Aboura & Julien Chevallier, 2014. "Cross‐market spillovers with ‘volatility surprise’," Review of Financial Economics, John Wiley & Sons, vol. 23(4), pages 194-207, November.
- Sofiane Aboura & Julien Chevallier, 2014. "Cross-Market Spillovers with 'Volatility Surprise'," Working Papers halshs-01052488, HAL.
- Aboura, Sofiane & Chevallier, Julien, 2014. "Cross-market spillovers with ‘volatility surprise’," Review of Financial Economics, Elsevier, vol. 23(4), pages 194-207.
- Bhar, Ramaprasad & Hamori, Shigeyuki, 2005. "Causality in variance and the type of traders in crude oil futures," Energy Economics, Elsevier, vol. 27(3), pages 527-539, May.
- Venus Khim-Sen Liew & Terence Tai-leung Chong, 2005. "Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors," Economics Bulletin, AccessEcon, vol. 3(19), pages 1-5.
- Hua, Mingshu, 2009. "A study on foreign exchange dealers' bid-ask spread quote behavior," Pacific-Basin Finance Journal, Elsevier, vol. 17(4), pages 506-523, September.
- Martin D. D. Evans, 2002. "FX Trading and Exchange Rate Dynamics," Journal of Finance, American Finance Association, vol. 57(6), pages 2405-2447, December.
- Viceira, Luis & Chacko, George, 2005.
"Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets,"
CEPR Discussion Papers
4913, C.E.P.R. Discussion Papers.
- George Chacko & Luis M. Viceira, 2005. "Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets," The Review of Financial Studies, Society for Financial Studies, vol. 18(4), pages 1369-1402.
- George CHACKO & Luis M. VICEIRA, 1999. "Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets," FAME Research Paper Series rp11, International Center for Financial Asset Management and Engineering.
- George Chacko & Luis M. Viceira, 1999. "Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets," NBER Working Papers 7377, National Bureau of Economic Research, Inc.
- Pedersen, Lasse Heje & Bollerslev, Tim & Hood, Benjamin & Huss, John, 2018.
"Risk Everywhere: Modeling and Managing Volatility,"
CEPR Discussion Papers
12687, C.E.P.R. Discussion Papers.
- Tim Bollerslev & Benjamin Hood & John Huss & Lasse Heje Pedersen, 2018. "Risk Everywhere: Modeling and Managing Volatility," The Review of Financial Studies, Society for Financial Studies, vol. 31(7), pages 2729-2773.
- Wang, Steven Shuye & Firth, Michael, 2004. "Do bears and bulls swim across oceans? Market information transmission between greater China and the rest of the world," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(3), pages 235-254, July.
- Najand, Mohammad & Bond, Charlotte, 2000. "Structural models of exchange rate determination," Journal of Multinational Financial Management, Elsevier, vol. 10(1), pages 15-27, January.
- Chudik, Alexander & Fratzscher, Marcel, 2011. "Identifying the global transmission of the 2007-2009 financial crisis in a GVAR model," European Economic Review, Elsevier, vol. 55(3), pages 325-339, April.
- Lai T. Hoang & Dirk G. Baur, 2021. "Spillovers and Asset Allocation," JRFM, MDPI, vol. 14(8), pages 1-31, July.
- Cheung, Yin-Wong & Ng, Lilian K., 1996. "A causality-in-variance test and its application to financial market prices," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 33-48.
- Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005.
"Volatility Forecasting,"
NBER Working Papers
11188, National Bureau of Economic Research, Inc.
- Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005. "Volatility forecasting," CFS Working Paper Series 2005/08, Center for Financial Studies (CFS).
- Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Volatility Forecasting," PIER Working Paper Archive 05-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Nikkinen, Jussi & Sahlstrom, Petri & Vahamaa, Sami, 2006. "Implied volatility linkages among major European currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(2), pages 87-103, April.
- Nico Katzke, 2013. "South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics," Working Papers 17/2013, Stellenbosch University, Department of Economics.
- Cecen, A. Aydin & Erkal, Cahit, 1996. "Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns: Can non-linear dynamics help forecasting?," International Journal of Forecasting, Elsevier, vol. 12(4), pages 465-473, December.
- Milunovich, George & Thorp, Susan, 2006.
"Valuing volatility spillovers,"
Global Finance Journal, Elsevier, vol. 17(1), pages 1-22, September.
- George Milunovich & Susan Thorp, 2005. "Valuing Volatility Spillovers," Research Papers 0506, Macquarie University, Department of Economics.
- George Milunovich & Susan Thorp, 2005. "Valuing Volatility Spillovers," International Finance 0506008, University Library of Munich, Germany.
- Calvet, Laurent E. & Fisher, Adlai J. & Thompson, Samuel B., 2006.
"Volatility comovement: a multifrequency approach,"
Journal of Econometrics, Elsevier, vol. 131(1-2), pages 179-215.
- Laurent-Emmanuel Calvet & Adlai J. Fisher & Samuel B. Thompson, 2006. "Volatility Comovement: a multifrequency approach," Post-Print hal-00459667, HAL.
- Laurent E. Calvet & Adlai J. Fisher & Samuel B. Thompson, 2004. "Volatility Comovement: A Multifrequency Approach," NBER Technical Working Papers 0300, National Bureau of Economic Research, Inc.
- Kenett, Dror Y. & Raddant, Matthias & Lux, Thomas & Ben-Jacob, Eshel, 2011.
"Evolvement of uniformity and volatility in the stressed global financial village,"
Kiel Working Papers
1739, Kiel Institute for the World Economy (IfW Kiel).
- Dror Y Kenett & Matthias Raddant & Thomas Lux & Eshel Ben-Jacob, 2012. "Evolvement of Uniformity and Volatility in the Stressed Global Financial Village," PLOS ONE, Public Library of Science, vol. 7(2), pages 1-8, February.
- Allen, David E. & McAleer, Michael & Powell, Robert J. & Singh, Abhay K., 2017.
"Volatility Spillovers from Australia's major trading partners across the GFC,"
International Review of Economics & Finance, Elsevier, vol. 47(C), pages 159-175.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Volatility Spillovers from Australia's major trading partners across the GFC," Documentos de Trabajo del ICAE 2014-26, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014. "Volatility Spillovers from Australia's major trading partners across the GFC," Working Papers in Economics 14/23, University of Canterbury, Department of Economics and Finance.
- David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014. "Volatility Spillovers from Australia's Major Trading Partners across the GFC," Tinbergen Institute Discussion Papers 14-106/III, Tinbergen Institute.
- Kohonen, Anssi, 2013. "On detection of volatility spillovers in overlapping stock markets," Journal of Empirical Finance, Elsevier, vol. 22(C), pages 140-158.
- Albulescu, Claudiu Tiberiu & Aubin, Christian & Goyeau, Daniel & Tiwari, Aviral Kumar, 2018. "Extreme co-movements and dependencies among major international exchange rates: A copula approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 56-69.
- Deniz Erdemlioglu & Sebastien Laurent & Christopher J. Neely, 2012.
"Econometric modeling of exchange rate volatility and jumps,"
Working Papers
2012-008, Federal Reserve Bank of St. Louis.
- Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely, 2013. "Econometric modeling of exchange rate volatility and jumps," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 16, pages 373-427, Edward Elgar Publishing.
- Sanjay Sehgal & Mala Dutt, 2016. "Domestic and international information linkages between NSE Nifty spot and futures markets: an empirical study for India," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 43(3), pages 239-258, September.
- E. Otranto, 2012. "Spillover Effects in the Volatility of Financial Markets," Working Paper CRENoS 201217, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Kaul, Aditya & Sapp, Stephen, 2009. "Trading activity, dealer concentration and foreign exchange market quality," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2122-2131, November.
- Fratzscher, Marcel & Chudik, Alexander, 2011.
"Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model,"
Working Paper Series
1285, European Central Bank.
- Fratzscher, Marcel & Chudik, Alexander, 2010. "Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model," CEPR Discussion Papers 8093, C.E.P.R. Discussion Papers.
- Mr. Marcus Pramor & Ms. Natalia T. Tamirisa, 2006. "Common Volatility Trends in the Central and Eastern European Currencies and the Euro," IMF Working Papers 2006/206, International Monetary Fund.
- Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi, 2012. "Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 222-223, February.
- Diego A. Agudelo & Marcela Gutiérrez & Laura Cardona, 2015.
"Volatility transmission between US and Latin American Stock Markets: testing the decoupling hypothesis,"
Documentos de Trabajo de Valor Público
14252, Universidad EAFIT.
- Cardona, Laura & Gutiérrez, Marcela & Agudelo, Diego A., 2017. "Volatility transmission between US and Latin American stock markets: Testing the decoupling hypothesis," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 115-127.
- Bumho Son & Yunyoung Lee & Seongwan Park & Jaewook Lee, 2023. "Forecasting global stock market volatility: The impact of volatility spillover index in spatial‐temporal graph‐based model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1539-1559, November.
- Hyde, Stuart J & Bredin, Don P & Nguyen, Nghia, 2007. "Correlation dynamics between Asia-Pacific, EU and US stock returns," MPRA Paper 9681, University Library of Munich, Germany.
- Bouri, Elie, 2015. "A broadened causality in variance approach to assess the risk dynamics between crude oil prices and the Jordanian stock market," Energy Policy, Elsevier, vol. 85(C), pages 271-279.
- Imen Bedoui-Belghith & Slaheddine Hallara & Faouzi Jilani, 2023. "Crisis transmission degree measurement under crisis propagation model," SN Business & Economics, Springer, vol. 3(1), pages 1-27, January.
- YAMAMOTO, Yohei & 山本, 庸平, 2016.
"Asymptotic Inference for Common Factor Models in the Presence of Jumps,"
Discussion paper series
HIAS-E-4, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- YAMAMOTO, Yohei & 山本, 庸平, 2015. "Asymptotic Inference for Common Factor Models in the Presence of Jumps," Discussion Papers 2015-05, Graduate School of Economics, Hitotsubashi University.
- Bensafta, Kamel Malik & Semedo, Gervasio, 2009. "De la transmission de la volatilité à la contagion entre marchés boursiers : l’éclairage d’un modèle VAR non linéaire avec bris structurels en variance," L'Actualité Economique, Société Canadienne de Science Economique, vol. 85(1), pages 13-76, mars.
- Akkoc, Ugur & Civcir, Irfan, 2019. "Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model," Resources Policy, Elsevier, vol. 62(C), pages 231-239.
- Kumar, Satish, 2016. "Evidence of information transmission across currency futures markets using frequency domain tests," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 319-327.
- Kamel Malik Bensafta, 2014.
"A Regional Analysis of Markets Uncertainty Spillover,"
Working Papers
halshs-01203692, HAL.
- Kamel Malik BENSAFTA, 2014. "A Regional Analysis of Markets Uncertainty Spillover," LEO Working Papers / DR LEO 2243, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Kamel Malik Bensafta, 2014. "A Regional Analysis of Markets Uncertainty Spillovers," Working Papers halshs-01015435, HAL.
- Fei Su, 2018. "Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2018, January-A.
- Vilasuso, Jon, 2001. "Causality tests and conditional heteroskedasticity: : Monte Carlo evidence," Journal of Econometrics, Elsevier, vol. 101(1), pages 25-35, March.
- Giampiero M. Gallo, 2001.
"Modelling the Impact of Overnight Surprises on Intra-daily Volatility,"
Econometrics Working Papers Archive
wp2001_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Giampiero M. Gallo, 2001. "Modelling the Impact of Overnight Surprises on Intra‐daily Volatility," Australian Economic Papers, Wiley Blackwell, vol. 40(4), pages 567-580, December.
- Fung, Hung-Gay & Tse, Yiuman & Zhao, Lin, 2013. "Are stock markets in Asia related to carry trade?," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 200-216.
- Nicholas Apergis & Costas Katrakilidis & Stamatis Papastamatis, 1997. ""Meteor showers" and "heat waves" in Greek financial markets," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 3(4), pages 364-375, November.
- Peterson Owusu Junior & Anokye M. Adam & George Tweneboah, 2017. "Co-movement of real exchange rates in the West African Monetary Zone," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1351807-135, January.
- Hong, Yongmiao & Liu, Yanhui & Wang, Shouyang, 2009. "Granger causality in risk and detection of extreme risk spillover between financial markets," Journal of Econometrics, Elsevier, vol. 150(2), pages 271-287, June.
- Annina Kaltenbrunner & Machiko Nissanke, 2009. "The Case for an Intermediate Exchange Rate Regime with Endogenizing Market Structures and Capital Mobility: The Empirical Study of Brazil," WIDER Working Paper Series RP2009-29, World Institute for Development Economic Research (UNU-WIDER).
- Geeta Duppati & Yang (Greg) Hou & Frank Scrimgeour, 2017. "The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1389675-138, January.
- Raddant, Matthias & Kenett, Dror Y., 2017.
"Interconnectedness in the global financial market,"
Kiel Working Papers
2076, Kiel Institute for the World Economy (IfW Kiel).
- Raddant, Matthias & Kenett, Dror, 2016. "Interconnectedness in the global financial market," VfS Annual Conference 2016 (Augsburg): Demographic Change 145560, Verein für Socialpolitik / German Economic Association.
- Matthias Raddant & Dror Y. Kenett, 2017. "Interconnectedness in the Global Financial Market," Papers 1704.01028, arXiv.org, revised Jun 2020.
- Raddant, Matthias & Kenett, Dror Y., 2021. "Interconnectedness in the global financial market," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Matthias Raddant & Dror Y. Kenett, 2016. "Interconnectedness in the Global Financial Market," Working Papers 16-09, Office of Financial Research, US Department of the Treasury.
- Pagan, Adrian, 1996. "The econometrics of financial markets," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 15-102, May.
- Ashesh Rambachan & Neil Shephard, 2019. "When do common time series estimands have nonparametric causal meaning?," Papers 1903.01637, arXiv.org, revised Jan 2025.
- Guo, Shaojun & Ling, Shiqing & Zhu, Ke, 2013. "Factor double autoregressive models with application to simultaneous causality testing," MPRA Paper 51570, University Library of Munich, Germany.
- Wong, Hock Tsen, 2017. "Real exchange rate returns and real stock price returns," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 340-352.
- Slim Mseddi & Noureddine Benlagha, 2017. "An Analysis of Spillovers Between Islamic and Conventional Stock Bank Returns: Evidence from the GCC Countries," Multinational Finance Journal, Multinational Finance Journal, vol. 21(2), pages 91-132, June.
- Go Tamakoshi & Shigeyuki Hamori, 2014. "Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(4), pages 627-642, October.
- Yuko Hashimoto, 2004. "The Impact of the Japanese Banking Crisis on the Intraday FX Market," Econometric Society 2004 Far Eastern Meetings 679, Econometric Society.
- Jon Wongswan, 2003.
"Transmission of information across international equity markets,"
International Finance Discussion Papers
759, Board of Governors of the Federal Reserve System (U.S.).
- Jon Wongswan, 2006. "Transmission of Information across International Equity Markets," The Review of Financial Studies, Society for Financial Studies, vol. 19(4), pages 1157-1189.
- Naoshi Tsuchida & Toshiaki Watanabe & Toshinao Yoshiba, 2016. "The Intraday Market Liquidity of Japanese Government Bond Futures," IMES Discussion Paper Series 16-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
- Kim, Sang W. & Rogers, John H., 1995.
"International stock price spillovers and market liberalization: Evidence from Korea, Japan, and the United States,"
Journal of Empirical Finance, Elsevier, vol. 2(2), pages 117-133, June.
- Kim, S.W. & Rogers, J.H., 1993. "International Stock Price Spillovers and Market Liberalization: Evidence from Korea, Japan, and the United States," Papers 4-93-7, Pennsylvania State - Department of Economics.
- Sang W. Kim & John H. Rogers, 1995. "International stock price spillovers and market liberalization: evidence from Korea, Japan, and the United States," International Finance Discussion Papers 499, Board of Governors of the Federal Reserve System (U.S.).
- Dejan Živkov & Slavica Manić & Ivan Pavkov, 2022. "Nonlinear examination of the ‘Heat Wave’ and ‘Meteor Shower’ effects between spot and futures markets of the precious metals," Empirical Economics, Springer, vol. 63(2), pages 1109-1134, August.
- Harris, Richard D.F. & Mazibas, Murat, 2010. "Dynamic hedge fund portfolio construction," International Review of Financial Analysis, Elsevier, vol. 19(5), pages 351-357, December.
- Lei Ren & Wolfgang Polasek, 2000. "A Multivariate Garch Model For Exchange Rates In The Us, Germany And Japan," Computing in Economics and Finance 2000 223, Society for Computational Economics.
- Meenakshi Malhotra & Dinesh Kumar Sharma, 2016. "Volatility Dynamics in Oil and Oilseeds Spot and Futures Market in India," Vikalpa: The Journal for Decision Makers, , vol. 41(2), pages 132-148, June.
- Woon Sau Leung & Nicholas Taylor, 2013. "Testing for contagion: the impact of US structured markets on international financial markets," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 11, pages 256-284, Edward Elgar Publishing.
- Ghulam Ghouse & Saud Ahmed Khan, 2017. "Tracing dynamic linkages and spillover effect between Pakistani and leading foreign stock markets," Review of Financial Economics, John Wiley & Sons, vol. 35(1), pages 29-42, November.
- Giampiero M. Gallo & Margherita Velucchi, 2009. "Market interdependence and financial volatility transmission in East Asia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(1), pages 24-44.
- Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco, 2016. "Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 96-114.
- Svetlana Mira & Nicholas Taylor, 2013. "An International Perspective on Risk Management Quality," European Financial Management, European Financial Management Association, vol. 19(5), pages 935-955, November.
- Jeong, Jin-Gil, 1999. "Cross-border transmission of stock price volatility: evidence from the overlapping trading hours," Global Finance Journal, Elsevier, vol. 10(1), pages 53-70.
- Ngo Thai Hung, 2020. "Market integration among foreign exchange rate movements in central and eastern European countries," Society and Economy, Akadémiai Kiadó, Hungary, vol. 42(1), pages 1-20, March.
- Balli, Hatice Ozer & Tsui, Wai Hong Kan & Balli, Faruk, 2019. "Modelling the volatility of international visitor arrivals to New Zealand," Journal of Air Transport Management, Elsevier, vol. 75(C), pages 204-214.
- Yin-Wong Cheung & Hung-Gay Fung, 1997. "Information Flows Between Eurodollar Spot and Futures Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 1(4), pages 255-271, December.
- Wajdi Moussa & Azza Bejaoui & Nidhal Mgadmi, 2021. "Asymmetric Effect and Dynamic Relationships Between Stock Prices and Exchange Rates Volatility," Annals of Data Science, Springer, vol. 8(4), pages 837-859, December.
- Knif, Johan & Pynnonen, Seppo, 1999. "Local and global price memory of international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(2), pages 129-147, April.
- Madhusudan Karmakar, 2007. "Asymmetric Volatility and Risk-return Relationship in the Indian Stock Market," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 8(1), pages 99-116, January.
- da Gama Silva, Paulo Vitor Jordão & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & Gomes, Leonardo Lima, 2019. "Herding behavior and contagion in the cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 41-50.
- de Bandt, Olivier & Hartmann, Philipp, 2000.
"Systemic Risk: A Survey,"
CEPR Discussion Papers
2634, C.E.P.R. Discussion Papers.
- De Bandt, Olivier & Hartmann, Philipp, 2000. "Systemic risk: A survey," Working Paper Series 35, European Central Bank.
- Yochanan Shachmurove, 2001. "Dynamic Co-movements of Stock Indices: The Emerging Middle Eastern and the United States Markets," Penn CARESS Working Papers ddffc4204cf90a8523fb64134, Penn Economics Department.
- Dimitriou, Dimitrios & Kenourgios, Dimitris, 2013. "Financial crises and dynamic linkages among international currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 319-332.
- Amarnath Mitra & Vishwanathan Iyer, 2017. "Transmission of Volatility across Asia-Pacific Stock Markets: Is There a Pattern?," IIM Kozhikode Society & Management Review, , vol. 6(1), pages 42-54, January.
- Taufiq Choudhry, 2000. "Meltdown of 1987 and meteor showers among Pacific-Basin stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 10(1), pages 71-80.
- Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Doğan, Buhari & Adekoya, Oluwasegun B. & Wohar, Mark, 2024. "Asymmetric spillover effects in energy markets," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 470-502.
- Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2006. "Volatility and Correlation Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 15, pages 777-878, Elsevier.
- Lakshmi Balasubramanyan, 2005. "Do Time-Varying Covariances, Volatility Comovement and Spillover Matter?," Finance 0509002, University Library of Munich, Germany.
- Sanjay Sehgal & Wasim Ahmad & Florent Deisting, 2015. "An investigation of price discovery and volatility spillovers in India’s foreign exchange market," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(2), pages 261-284, May.
- Srivastava, Sasha & Lin, Hai & Premachandra, Inguruwatte M. & Roberts, Helen, 2016. "Global risk spillover and the predictability of sovereign CDS spread: International evidence," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 371-390.
- Robert Engle, 2001. "GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 157-168, Fall.
- POPOVICI, Oana Cristina, 2015. "A Volatility Analysis Of The Euro Currency And The Bond Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(1), pages 67-79.
- M A Sánchez-Granero & J E Trinidad-Segovia & J Clara-Rahola & A M Puertas & F J De las Nieves, 2017. "A model for foreign exchange markets based on glassy Brownian systems," PLOS ONE, Public Library of Science, vol. 12(12), pages 1-22, December.
- Avouyi-Dovi, S. & Jondeau, E., 1999. "Interest Rate Transmission and Volatility Transmission along the Yield Curve," Working papers 57, Banque de France.
- Tse, Yiuman & Booth, G. Geoffrey, 1996. "Common volatility and volatility spillovers between U.S. and Eurodollar interest rates: Evidence from the futures market," Journal of Economics and Business, Elsevier, vol. 48(3), pages 299-312, August.
- Diebold, Francis X. & Yilmaz, Kamil, 2015. "Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring," OUP Catalogue, Oxford University Press, number 9780199338306.
- Theodosios Perifanis & Athanasios Dagoumas, 2020. "Price and Volatility Spillovers between Crude Oil and Natural Gas markets in Europe and Japan-Korea," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 432-446.
- Ekeocha, Patterson & Ogbuabor, Jonathan, 2020. "Measuring and Evaluating the Dynamics of Trade Shock Propagation in the Oceania," Conference papers 333234, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Grammatikos, Theoharry & Vermeulen, Robert, 2012.
"Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates,"
Journal of International Money and Finance, Elsevier, vol. 31(3), pages 517-533.
- Theoharry Grammatikos & Robert Vermeulen, 2010. "Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates," LSF Research Working Paper Series 10-13, Luxembourg School of Finance, University of Luxembourg.
- Haakon Kavli & Kevin Kotzé, 2014. "Spillovers in Exchange Rates and the Effects of Global Shocks on Emerging Market Currencies," South African Journal of Economics, Economic Society of South Africa, vol. 82(2), pages 209-238, June.
- David McMillan, 2001. "Common stochastic volatility trend in European exchange rates," Applied Economics Letters, Taylor & Francis Journals, vol. 8(9), pages 605-608.
- Minseog Oh & Donggyu Kim, 2021.
"Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective,"
Papers
2111.09655, arXiv.org.
- Minseog Oh & Donggyu Kim, 2024. "Effect of the U.S.–China Trade War on Stock Markets: A Financial Contagion Perspective," Journal of Financial Econometrics, Oxford University Press, vol. 22(4), pages 954-1005.
- David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2017.
"Volatility spillover and multivariate volatility impulse response analysis of GFC news events,"
Applied Economics, Taylor & Francis Journals, vol. 49(33), pages 3246-3262, July.
- Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K., 2016. "Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events," Econometric Institute Research Papers EI2016-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2016. "Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events," Documentos de Trabajo del ICAE 2016-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2016. "Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events," Tinbergen Institute Discussion Papers 16-084/III, Tinbergen Institute.
- Jeyanthi Karuppiah & Cornelis A. Los, 2000. "Wavelet Multiresolution Analysis of High-Frequency FX Rates, Summer 1997," School of Economics and Public Policy Working Papers 2000-06, University of Adelaide, School of Economics and Public Policy.
- Gebka, Bartosz & Serwa, Dobromil, 2007. "Intra- and inter-regional spillovers between emerging capital markets around the world," Research in International Business and Finance, Elsevier, vol. 21(2), pages 203-221, June.
- Sheedy, Elizabeth, 1998. "Correlation in currency markets a risk-adjusted perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(1), pages 59-82, January.
- Bekiros, Stelios D., 2015. "Heuristic learning in intraday trading under uncertainty," Journal of Empirical Finance, Elsevier, vol. 30(C), pages 34-49.
- Le Pen, Yannick & Sévi, Benoît, 2010.
"Volatility transmission and volatility impulse response functions in European electricity forward markets,"
Energy Economics, Elsevier, vol. 32(4), pages 758-770, July.
- Yannick LE PEN & Benoît SEVI, 2008. "Volatility transmission and volatility impulse response functions in European electricity forward markets," Cahiers du CREDEN (CREDEN Working Papers) 08.09.77, CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1.
- Klaassen, F.J.G.M., 1999.
"Long Swings in Exchange Rates : Are They Really in the Data?,"
Other publications TiSEM
a54d23f3-13a8-458c-9f80-2, Tilburg University, School of Economics and Management.
- Franc Klaassen, 2005. "Long Swings in Exchange Rates: Are They Really in the Data?," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 87-95, January.
- Klaassen, F.J.G.M., 1999. "Long Swings in Exchange Rates : Are They Really in the Data?," Discussion Paper 1999-08, Tilburg University, Center for Economic Research.
- J. Ignacio Peña, 1992. "On meteor showers in stock markets: New York vs Madrid," Investigaciones Economicas, Fundación SEPI, vol. 16(2), pages 225-234, May.
- Christopher J. Neely, 2011. "A survey of announcement effects on foreign exchange volatility and jumps," Review, Federal Reserve Bank of St. Louis, vol. 93(Sep), pages 361-385.
- Ho, Kin-Yip & Zheng, Lin & Zhang, Zhaoyong, 2012.
"Volume, volatility and information linkages in the stock and option markets,"
Review of Financial Economics, Elsevier, vol. 21(4), pages 168-174.
- Kin‐Yip Ho & Lin Zheng & Zhaoyong Zhang, 2012. "Volume, volatility and information linkages in the stock and option markets," Review of Financial Economics, John Wiley & Sons, vol. 21(4), pages 168-174, November.
- Brailsford, T.J. & Lin, Shu Ling & Penm, Jack H.W., 2006. "Conditional risk, return and contagion in the banking sector in asia," Research in International Business and Finance, Elsevier, vol. 20(3), pages 322-339, September.
- Sheikh, Umaid A. & Asadi, Mehrad & Roubaud, David & Hammoudeh, Shawkat, 2024. "Global uncertainties and Australian financial markets: Quantile time-frequency connectedness," International Review of Financial Analysis, Elsevier, vol. 92(C).
- Ibrahim, Boulis Maher & Brzeszczynski, Janusz, 2009. "Inter-regional and region-specific transmission of international stock market returns: The role of foreign information," Journal of International Money and Finance, Elsevier, vol. 28(2), pages 322-343, March.
- Ghouse, Ghulam & Khan, Saud Ahmed, 2017. "Tracing dynamic linkages and spillover effect between Pakistani and leading foreign stock markets," Review of Financial Economics, Elsevier, vol. 35(C), pages 29-42.
- Serda Selin Öztürk & Engin Volkan, 2015. "Intraindustry Volatility Spillovers in the MENA Region," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(6), pages 1163-1174, November.
- Tam Hoang-Nhat Dang & Nhan Thien Nguyen & Duc Hong Vo, 2023. "Sectoral volatility spillovers and their determinants in Vietnam," Economic Change and Restructuring, Springer, vol. 56(1), pages 681-700, February.
- Stelios Bekiros & Massimiliano Marcellino, 2011.
"The Multiscale Causal Dynamics of Foreign Exchange Markets,"
Economics Working Papers
ECO2011/23, European University Institute.
- Bekiros, Stelios & Marcellino, Massimiliano, 2013. "The multiscale causal dynamics of foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 282-305.
- Weber, Enzo, 2013.
"Simultaneous stochastic volatility transmission across American equity markets,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 53(1), pages 53-60.
- Weber, Enzo, 2008. "Simultaneous stochastic volatility transmission across American equity markets," SFB 649 Discussion Papers 2008-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Bollerslev, Tim & Engle, Robert F. & Nelson, Daniel B., 1986. "Arch models," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 49, pages 2959-3038, Elsevier.
- Chopra, Monika & Mehta, Chhavi, 2022. "Is the COVID-19 pandemic more contagious for the Asian stock markets? A comparison with the Asian financial, the US subprime and the Eurozone debt crisis," Journal of Asian Economics, Elsevier, vol. 79(C).
- Cai, Fang & Howorka, Edward & Wongswan, Jon, 2008. "Informational linkages across trading regions: Evidence from foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1215-1243, December.
- Monica Billio & Massimiliano Caporin, 2007.
"Market linkages, variance spillovers and correlation stability: empirical evidences of financial contagion,"
Working Papers
2007_18, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Caporin, Massimiliano, 2010. "Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2443-2458, November.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Barry Rafferty, 2016.
"Risk and Return Spillovers among the G10 Currencies,"
Melbourne Institute Working Paper Series
wp2016n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Rafferty, Barry, 2016. "Risk and return spillovers among the G10 currencies," Journal of Financial Markets, Elsevier, vol. 31(C), pages 43-62.
- Joseph Friedman & Yochanan Shachmurove, "undated".
""Using Vector Autoregression Models to Analyze the Behavior of the European Community Stock Markets'',"
CARESS Working Papres
97-04, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- Joseph Friedman & Yochanan Shachmurove, "undated". "Using Vector Autoregression Models to Analyze the Behavior of the European Community Stock Markets," Penn CARESS Working Papers 6c418113c19a91c029047e102, Penn Economics Department.
- Andreas Masuhr, 2019. "Big in Japan: Global Volatility Transmission between Assets and Trading Places," CQE Working Papers 8119, Center for Quantitative Economics (CQE), University of Muenster.
- Nicholas Taylor, 2008. "The predictive value of temporally disaggregated volatility: evidence from index futures markets," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(8), pages 721-742.
- Dahiru A. Balaa & Taro Takimotob, 2017. "Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 17(1), pages 25-48, March.
- Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018.
"Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach,"
Cardiff Economics Working Papers
E2018/6, Cardiff University, Cardiff Business School, Economics Section.
- Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018. "Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 208-220.
- E.Panopoulou & T. Pantelidis, 2005.
"Integration at a cost: Evidence from volatility impulse response functions,"
Economics Department Working Paper Series
n1540305, Department of Economics, National University of Ireland - Maynooth.
- Ekaterini Panopoulou & Theologos Pantelidis, 2009. "Integration at a cost: evidence from volatility impulse response functions," Applied Financial Economics, Taylor & Francis Journals, vol. 19(11), pages 917-933.
- Singhal, Shelly & Ghosh, Sajal, 2016. "Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models," Resources Policy, Elsevier, vol. 50(C), pages 276-288.
- Shin-ichi Fukuda, 1998.
"Extraneous Shocks and International Linkage of Business Cycles in a Two-Country Monetary Model,"
CIRJE F-Series
CIRJE-F-16, CIRJE, Faculty of Economics, University of Tokyo.
- Fukuda, Shin-ichi, 2004. "Extraneous shocks and international linkage of business cycles in a two-country monetary model," Journal of Economic Behavior & Organization, Elsevier, vol. 54(3), pages 389-409, July.
- Iwanicz-Drozdowska, Małgorzata & Rogowicz, Karol & Kurowski, Łukasz & Smaga, Paweł, 2021. "Two decades of contagion effect on stock markets: Which events are more contagious?," Journal of Financial Stability, Elsevier, vol. 55(C).
- Weber, Enzo, 2013. "Decomposing U.S. Stock Market Comovement into spillovers and common factors," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 106-118.
- Fabio Trojani & Francesco Audrino, 2006.
"Estimating and predicting multivariate volatility thresholds in global stock markets,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 345-369.
- Francesco Audrino & Fabio Trojani, 2006. "Estimating and predicting multivariate volatility thresholds in global stock markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 345-369, April.
- Marcello Pericoli & Massimo Sbracia, 2003.
"A Primer on Financial Contagion,"
Journal of Economic Surveys, Wiley Blackwell, vol. 17(4), pages 571-608, September.
- Marcello Pericoli & Massimo Sbracia, 2001. "A Primer on Financial Contagion," Temi di discussione (Economic working papers) 407, Bank of Italy, Economic Research and International Relations Area.
- Szpiro, George G., 1997. "Noise in unspecified, non-linear time series," Journal of Econometrics, Elsevier, vol. 78(2), pages 229-255, June.
- Inagaki, Kazuyuki, 2007. "Testing for volatility spillover between the British pound and the euro," Research in International Business and Finance, Elsevier, vol. 21(2), pages 161-174, June.
- Bakshi, Gurdip & Carr, Peter & Wu, Liuren, 2008. "Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies," Journal of Financial Economics, Elsevier, vol. 87(1), pages 132-156, January.
- Umar, Muhammad & Rizvi, Syed Kumail Abbas & Naqvi, Bushra, 2021. "Dance with the devil? The nexus of fourth industrial revolution, technological financial products and volatility spillovers in global financial system," Technological Forecasting and Social Change, Elsevier, vol. 163(C).
- Balcilar, Mehmet & Elsayed, Ahmed H. & Hammoudeh, Shawkat, 2023. "Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
- Francis X. Diebold & Kamil Yilmaz, 2010.
"Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers,"
Koç University-TUSIAD Economic Research Forum Working Papers
1001, Koc University-TUSIAD Economic Research Forum, revised Mar 2010.
- Diebold, Francis X. & Yilmaz, Kamil, 2012. "Better to give than to receive: Predictive directional measurement of volatility spillovers," International Journal of Forecasting, Elsevier, vol. 28(1), pages 57-66.
- Tse, Y. K. & Tsui, Albert K. C., 1997. "Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar," Pacific-Basin Finance Journal, Elsevier, vol. 5(3), pages 345-356, July.
- Thai Hung, Ngo & Nguyen, Linh Thi My & Vinh Vo, Xuan, 2022. "Exchange rate volatility connectedness during Covid-19 outbreak: DECO-GARCH and Transfer Entropy approaches," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
- Yiuman Tse & Lin Zhao, 2011. "The Relationship between Currency Carry Trades and U.S. Stocks The article examines the relationship between daily returns of currency carry trades and U.S. stocks from January 1995 through September ," Working Papers 0005, College of Business, University of Texas at San Antonio.
- BenSaïda, Ahmed, 2019. "Good and bad volatility spillovers: An asymmetric connectedness," Journal of Financial Markets, Elsevier, vol. 43(C), pages 78-95.
- Kang, Sang Hoon & Cheong, Chongcheul & Yoon, Seong-Min, 2011. "Structural changes and volatility transmission in crude oil markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4317-4324.
- Bhatia, Shipra & Tuteja, Divya, 2024. "Contagion and linkages across international currencies," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco, 2017. "Asymmetry in spillover effects: Evidence for international stock index futures markets," International Review of Financial Analysis, Elsevier, vol. 53(C), pages 94-111.
- Apostolos Thomadakis, 2012. "Measuring Financial Contagion with Extreme Coexceedances," School of Economics Discussion Papers 1112, School of Economics, University of Surrey.
- Jianxin Wang, 2007. "Foreign Ownership and Volatility Dynamics of Indonesian Stocks," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 14(3), pages 201-210, September.
- Jena, Sangram Keshari & Tiwari, Aviral Kumar & Hammoudeh, Shawkat & Roubaud, David, 2019. "Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests," Energy Economics, Elsevier, vol. 78(C), pages 615-628.
- Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2005.
"Estimating the stochastic discount factor without a utility function,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
583, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Fabio Araujo & Joao Victor Issler, 2005. "Estimating the Stochastic Discount Factor without a Utility Function," Computing in Economics and Finance 2005 202, Society for Computational Economics.
- LeBaron, Blake, 2003. "Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [," International Journal of Forecasting, Elsevier, vol. 19(4), pages 751-752.
- Jian Zhang & Dongxiang Zhang & Juan Wang & Yue Zhang, 2013. "Volatility Spillovers between Equity and Bond Markets: Evidence from G7 and BRICS," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 205-217, December.
- MacDonald, Ronald & Sogiakas, Vasilios & Tsopanakis, Andreas, 2018. "Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 52(C), pages 17-36.
- Su, Fei & Wang, Xinyi & Yuan, Yulin, 2022. "The intraday dynamics and intraday price discovery of bitcoin," Research in International Business and Finance, Elsevier, vol. 60(C).
- Sofiane Aboura & Julien Chevallier, 2015.
"Volatility returns with vengeance: Financial markets vs. commodities,"
Post-Print
hal-01529747, HAL.
- Aboura, Sofiane & Chevallier, Julien, 2015. "Volatility returns with vengeance: Financial markets vs. commodities," Research in International Business and Finance, Elsevier, vol. 33(C), pages 334-354.
- Tomasz Wozniak, 2012. "Granger-causal analysis of VARMA-GARCH models," Economics Working Papers ECO2012/19, European University Institute.
- Ngo Thai Hung, 2021. "Volatility Behaviour of the Foreign Exchange Rate and Transmission Among Central and Eastern European Countries: Evidence from the EGARCH Model," Global Business Review, International Management Institute, vol. 22(1), pages 36-56, February.
- David G. McMillan & Isabel Ruiz, 2009. "Volatility dynamics in three euro exchange rates: correlations, spillovers and commonality," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 1(1), pages 64-74.
- Timothy J. Brailsford, 1996. "Volatility Spillovers Across the Tasman," Australian Journal of Management, Australian School of Business, vol. 21(1), pages 13-27, June.
- Ahmed H. Elsayed & Gareth Downing & Chi Keung Marco Lau & Xin Sheng, 2024. "Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1804-1819, April.
- Zihui Yang & Yinggang Zhou, 2017. "Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes," Management Science, INFORMS, vol. 63(2), pages 333-354, February.
- Lobo, Bento J. & Tufte, David, 1998. "Exchange Rate Volatility: Does Politics Matter?," Journal of Macroeconomics, Elsevier, vol. 20(2), pages 351-365, April.
- Goodhart, Charles A. E. & O'Hara, Maureen, 1997. "High frequency data in financial markets: Issues and applications," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 73-114, June.
- Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Dankwah, Boakye & Lee, Chi-Chuan, 2024. "Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
- Elyasiani, Elyas & Mansur, Iqbal, 1998. "Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model," Journal of Banking & Finance, Elsevier, vol. 22(5), pages 535-563, May.
- Chang Shu & Dong He & Jinyue Dong & Honglin Wang, 2016. "Regional pull vs global push factors: China and US influence on Asia-Pacific financial markets," BIS Working Papers 579, Bank for International Settlements.
- Yarovaya, Larisa & Brzeszczyński, Janusz & Goodell, John W. & Lucey, Brian & Lau, Chi Keung Marco, 2022. "Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
- Jonathan E. Ogbuabor & Anthony Orji & Gladys C. Aneke & Oyun Erdene-Urnukh, 2016. "Measuring the Real and Financial Connectedness of Selected African Economies with the Global Economy," South African Journal of Economics, Economic Society of South Africa, vol. 84(3), pages 364-399, September.
- Christophe Boucher & Gilles de Truchis & Elena Ivona Dumitrescu & Sessi Tokpavi, 2017. "Testing for Extreme Volatility Transmission with Realized Volatility Measures," Working Papers hal-04141651, HAL.
- Xiarchos, Irene M. & Fletcher, Jerald J., 2009. "Price and volatility transmission between primary and scrap metal markets," Resources, Conservation & Recycling, Elsevier, vol. 53(12), pages 664-673.
- Jean Coulom & Vijay Shenai, 2018. "The Effect of Alternative Measures of Distance on the Correlation of Real Effective Exchange Rate Returns: An Approach to Contagion Analysis," IJFS, MDPI, vol. 6(4), pages 1-18, October.
- Ciner, Cetin, 2011. "Information transmission across currency futures markets: Evidence from frequency domain tests," International Review of Financial Analysis, Elsevier, vol. 20(3), pages 134-139, June.
- Ozer-Imer, Itir & Ozkan, Ibrahim, 2014. "An empirical analysis of currency volatilities during the recent global financial crisis," Economic Modelling, Elsevier, vol. 43(C), pages 394-406.
- Hong, Yongmiao, 2001. "A test for volatility spillover with application to exchange rates," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 183-224, July.
- Metiu, N., 2011. "Financial contagion in developed sovereign bond markets," Research Memorandum 004, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Chai, Edwina F.L. & Lee, Adrian D. & Wang, Jianxin, 2015. "Global information distribution in the gold OTC markets," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 206-217.
- Kuruppuarachchi, Duminda & Premachandra, I.M., 2016. "Information spillover dynamics of the energy futures market sector: A novel common factor approach," Energy Economics, Elsevier, vol. 57(C), pages 277-294.
- Sebastian Edwards & Raul Susmel, 2000. "Interest Rate Volatility and Contagion in Emerging Markets: Evidence from the 1990s," NBER Working Papers 7813, National Bureau of Economic Research, Inc.
- Tim Bollerslev & Ray Y. Chou & Narayanan Jayaraman & Kenneth F. Kroner - L, 1991. "es modéles ARCH en finance : un point sur la théorie et les résultats empiriques," Annals of Economics and Statistics, GENES, issue 24, pages 1-59.
- Rodolfo C. Moura & Márcio P. Laurini, 2021. "Spillovers and jumps in global markets: A comparative analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5997-6013, October.
- Carlos E. da Costa & Jaime de Jesus Filho & Paulo Matos, 2016. "Forward-premium puzzle: is it time to abandon the usual regression?," Applied Economics, Taylor & Francis Journals, vol. 48(30), pages 2852-2867, June.
- Fiona Tregenna & Kabeya C. Mulamba, 2019. "Spatial dependence of per capita property tax income in South Africa," Working Papers 202, Economic Research Southern Africa.
- Hisashi Tanizaki & Shigeyuki Hamori, 2009. "Volatility transmission between Japan, UK and USA in daily stock returns," Empirical Economics, Springer, vol. 36(1), pages 27-54, February.
- Li, Jianglong & Xie, Chunping & Long, Houyin, 2019. "The roles of inter-fuel substitution and inter-market contagion in driving energy prices: evidences from China’s coal market," LSE Research Online Documents on Economics 102540, London School of Economics and Political Science, LSE Library.
- Wang, Steven Shuye & Meng Rui, Oliver & Firth, Michael, 2002. "Return and volatility behavior of dually-traded stocks: the case of Hong Kong," Journal of International Money and Finance, Elsevier, vol. 21(2), pages 265-293, April.
- Ramaprasad Bhar & Shigeyuki Hamori, 2004. "Information Flow between Price Change and Trading Volume in Gold Futures Contracts," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 3(1), pages 45-56, April.
- Wahab, Mahmoud, 2012. "Asymmetric effects of U.S. stock returns on European equities," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 156-172.
- Sofiane Aboura & Julien Chevallier, 2014. "Cross-Market Spillovers with ‘Volatility Surprise’," Working Papers hal-04141310, HAL.
- Maria Sophia Aguirre & Reza Saidi, 2000. "Asymmetries in the conditional mean and conditional variance in the exchange rate: evidence from within and across economic blocks," Applied Financial Economics, Taylor & Francis Journals, vol. 10(4), pages 401-412.
- Sulejmani Artan & Tevdovski Dragan, 2022. "How the Contagion is Transmitted to the Macedonian Stock Market? an Analysis of Co-Exceedances," South East European Journal of Economics and Business, Sciendo, vol. 17(1), pages 1-13, June.
- Boulis Ibrahim & Janusz Brzeszczynski, 2013. "Interdependence of Stock Markets Before and After the Global Financial Crisis of 2007," CFI Discussion Papers 1305, Centre for Finance and Investment, Heriot Watt University.
- Azis Iwan J. & Mitra Sabyasachi & Baluga Anthony, 2013. "Global Shock and Regional Spillovers," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 19(2), pages 183-211, August.
- Debasish Maitra & Varun Dawar, 2019. "Return and Volatility Spillover among Commodity Futures, Stock Market and Exchange Rate: Evidence from India," Global Business Review, International Management Institute, vol. 20(1), pages 214-237, February.
- Stephan Schwill, 2018. "Entropy Analysis of Financial Time Series," Papers 1807.09423, arXiv.org.
- McMillan, David G. & Speight, Alan E.H., 2010. "Return and volatility spillovers in three euro exchange rates," Journal of Economics and Business, Elsevier, vol. 62(2), pages 79-93, March.
- Speight, Alan E. H. & McMillan, David G., 2001. "Volatility spillovers in East European black-market exchange rates," Journal of International Money and Finance, Elsevier, vol. 20(3), pages 367-378, June.
- Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2021. "Risk and Return Spillovers in a Global Model of the Foreign Exchange Network," Working Papers 11014, South African Reserve Bank.
- Christophe Boucher & Gilles de Truchis & Elena Dumitrescu & Sessi Tokpavi, 2017. "Testing for Extreme Volatility Transmission with Realized Volatility Measures," EconomiX Working Papers 2017-20, University of Paris Nanterre, EconomiX.
- Zouheir Mighri, 2018. "On the Dynamic Linkages Among International Emerging Currencies," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 427-473, June.
- Simone Manganelli & Lorenzo Cappiello & Bruno Gerard, 2004. "The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles," Econometric Society 2004 Latin American Meetings 77, Econometric Society.
- Luci Ellis & Eleanor Lewis, 2001. "The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis," RBA Research Discussion Papers rdp2001-03, Reserve Bank of Australia.
- Walid Abass Mohammed, 2021. "Volatility Spillovers among Developed and Developing Countries: The Global Foreign Exchange Markets," JRFM, MDPI, vol. 14(6), pages 1-30, June.
- Kühl, Michael, 2009. "Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates," University of Göttingen Working Papers in Economics 89, University of Goettingen, Department of Economics.
- Tamakoshi, Go & Hamori, Shigeyuki, 2014. "On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads," Research in International Business and Finance, Elsevier, vol. 30(C), pages 83-90.
- Meng, Xiangcai & Huang, Chia-Hsing, 2019. "The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 131-148.
- Edmonds, Radcliffe Jr. & So, Jacky Y. C., 2004. "Is exchange rate volatility excessive? An ARCH and AR approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(1), pages 122-154, February.
- Maghyereh, Aktham I. & Awartani, Basel & Tziogkidis, Panagiotis, 2017. "Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries," Energy Economics, Elsevier, vol. 68(C), pages 440-453.
- Angela Black & David McMillan, 2004. "Long run trends and volatility spillovers in daily exchange rates," Applied Financial Economics, Taylor & Francis Journals, vol. 14(12), pages 895-907.
- Leachman, Lori L. & Francis, Bill, 1996. "Equity market return volatility: Dynamics and transmission among the G-7 countries," Global Finance Journal, Elsevier, vol. 7(1), pages 27-52.
- Tapiero, Charles S. & Vallois, Pierre, 2016. "Fractional randomness," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 1161-1177.
- Mehmet Sahiner, 2024. "Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model," Computational Economics, Springer;Society for Computational Economics, vol. 63(6), pages 2435-2499, June.
- David McMillan & Alan Speight, 2005. "Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 12(3), pages 199-226, September.
- Kitamura, Yoshihiro, 2010. "Testing for intraday interdependence and volatility spillover among the euro, the pound and the Swiss franc markets," Research in International Business and Finance, Elsevier, vol. 24(2), pages 158-171, June.
- Sebastian Edwards & Raúl Susmel, 1999. "Contagion and Volatility in the 1990s," CEMA Working Papers: Serie Documentos de Trabajo. 153, Universidad del CEMA.
- Su, Xianfang, 2020. "Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 53(C).
- Taylor, Nicholas, 2007. "A note on the importance of overnight information in risk management models," Journal of Banking & Finance, Elsevier, vol. 31(1), pages 161-180, January.
- Fengming Qin & Junru Zhang & Zhaoyong Zhang, 2018. "RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan," Risks, MDPI, vol. 6(4), pages 1-26, October.
- Ho, Kin Yip & Tsui, Albert K.C., 2004. "Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach," China Economic Review, Elsevier, vol. 15(4), pages 424-442.
- Kao, Chung-Wei & Wan, Jer-Yuh, 2009. "Information transmission and market interactions across the Atlantic -- an empirical study on the natural gas market," Energy Economics, Elsevier, vol. 31(1), pages 152-161, January.
- Kinkyo, Takuji, 2020. "Volatility interdependence on foreign exchange markets: The contribution of cross-rates," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Meegan, Andrew & Corbet, Shaen & Larkin, Charles, 2018. "Financial market spillovers during the quantitative easing programmes of the global financial crisis (2007–2009) and the European debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 128-148.
- Elsayed Elsiefy & Moustafa Ahmed AbdElaal, 2017. "Analyzing Foreign Investors Behavior in the Emerging Stock Market: Evidence from Qatar Stock Market," Accounting and Finance Research, Sciedu Press, vol. 6(4), pages 197-197, Novebmer.
- Alaganar, V.T. & Bhar, Ramaprasad, 2007. "Empirical properties of currency risk in country index portfolios," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(1), pages 159-174, March.
- Chen, Yu-Lun & Tsai, Wei-Che, 2017. "Determinants of price discovery in the VIX futures market," Journal of Empirical Finance, Elsevier, vol. 43(C), pages 59-73.
- Tamakoshi, Go & Hamori, Shigeyuki, 2014. "Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach," International Review of Economics & Finance, Elsevier, vol. 31(C), pages 105-113.
- Kavussanos, Manolis G. & Visvikis, Ilias D., 2004. "Market interactions in returns and volatilities between spot and forward shipping freight markets," Journal of Banking & Finance, Elsevier, vol. 28(8), pages 2015-2049, August.
- Gourène, Grakolet Arnold Zamereith & Mendy, Pierre, 2014. "Beginning an African Stock Markets Integration? A Wavelet Analysis," MPRA Paper 76048, University Library of Munich, Germany.
- Ginny ju-ann Yang & Koyin Chang & Yung-Hsiang Ying & Chen-hsun Lee, 2014. "Spillover Effects of Chinese Stock Markets," Economics Bulletin, AccessEcon, vol. 34(1), pages 200-205.
- Ramsey, James B. & Zhang, Zhifeng, 1997. "The analysis of foreign exchange data using waveform dictionaries," Journal of Empirical Finance, Elsevier, vol. 4(4), pages 341-372, December.
- Kuan-Min Wang, 2010. "Expected and Unexpected Impulses of Monetary Policy on the Interest Pass-Through Mechanism in Asian Countries," Annals of Economics and Finance, Society for AEF, vol. 11(1), pages 95-137, May.
- Kavajecz, Kenneth A. & Odders-White, Elizabeth R., 2001. "Volatility and market structure," Journal of Financial Markets, Elsevier, vol. 4(4), pages 359-384, October.
- Kin‐Yip Ho & Zhaoyong Zhang, 2012. "Dynamic Linkages among Financial Markets in the Greater China Region: A Multivariate Asymmetric Approach," The World Economy, Wiley Blackwell, vol. 35(4), pages 500-523, April.
- de Oliveira, Felipe A. & Maia, Sinézio F. & de Jesus, Diego P. & Besarria, Cássio da N., 2018. "Which information matters to market risk spreading in Brazil? Volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas," The North American Journal of Economics and Finance, Elsevier, vol. 45(C), pages 83-100.
- Sanjay Sehgal & Mala Dutt, 2018. "Domestic and International Information Linkages for the US Dollar/Indian Rupee Contracts: An Empirical Study," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 43(4), pages 205-233, November.
- Agya Atabani Adi, 2017. "Returns Effect, Shocks and Volatility Transmission between Foreign Exchange-Stock Markets in Nigeria," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 3(1), pages 29-38, March.
- Brian M. Lucey & Charles Larkin & Fergal O'Connor, 2014. "Gold markets around the world - who spills over what, to whom, when?," Applied Economics Letters, Taylor & Francis Journals, vol. 21(13), pages 887-892, September.
- Yang Hou & Steven Li, 2013. "Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 20(1), pages 49-70, March.
- Lorna Katusiime, 2018. "Investigating Spillover Effects between Foreign Exchange Rate Volatility and Commodity Price Volatility in Uganda," Economies, MDPI, vol. 7(1), pages 1-17, December.
- Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
- Hao, Xinlei & Ma, Yong & Pan, Dongtao, 2024. "Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets," Journal of Multinational Financial Management, Elsevier, vol. 73(C).
- Kwame Osei-Assibey, 2014. "Sign asymmetry and exchange rate market volatility: empirical evidence from two developing countries," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 7(2), pages 107-121.
- Riadh El Abed, 2017. "On the Co-movements among East Asian Foreign Exchange Markets: A Multivariate FIAPARCH-DCC approach," Economics Bulletin, AccessEcon, vol. 37(3), pages 2247-2259.
- Gautier, Antoine & Granot, Frieda & Levi, Maurice, 2002. "Alternative foreign exchange management protocols: an application of sensitivity analysis," Journal of Multinational Financial Management, Elsevier, vol. 12(1), pages 1-19, February.
- Hong Li & Shamim Ahmed & Thanaset Chevapatrakul, 2016. "Volatility spillovers across European stock markets around the Brexit referendum," Discussion Papers 2016/06, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Pascual-Fuster, Bartolome & Perez-Rodriguez, Jorge V., 2007. "Volatility transmission for cross-listed firms and the role of international exposure," Japan and the World Economy, Elsevier, vol. 19(3), pages 303-328, August.
- Friedman, Joseph & Shachmurove, Yochanan, 1997. "Co-movements of major European community stock markets: A vector autoregression analysis," Global Finance Journal, Elsevier, vol. 8(2), pages 257-277.
- Cronin, David, 2014. "The interaction between money and asset markets: A spillover index approach," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 185-202.
- BEN ABDALLAH Mohamed & TALBI Omar, 2024. "A Wavelet Analysis of Bitcoin Price Volatility Dynamic," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 8(1), pages 951-964, January.
- Ricardo Alverola, 2007. "Estimating Volatility Returns Using ARCH Models. An Empirical Case: The Spanish Energy Market," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 66, pages 251-276, Enero-Jun.
- Clements, A.E. & Hurn, A.S. & Volkov, V.V., 2016. "Common trends in global volatility," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 194-214.
- Gallant, A Ronald & Rossi, Peter E & Tauchen, George, 1993. "Nonlinear Dynamic Structures," Econometrica, Econometric Society, vol. 61(4), pages 871-907, July.
- Holger Dette & Vasyl Golosnoy & Janosch Kellermann, 2023. "The effect of intraday periodicity on realized volatility measures," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 86(3), pages 315-342, April.
- Tamakoshi, Go & Hamori, Shigeyuki, 2014. "Spillovers among CDS indexes in the US financial sector," The North American Journal of Economics and Finance, Elsevier, vol. 27(C), pages 104-113.
- Fung, Alexander Kwok-Wah & Lam, Kin & Lam, Ka-Ming, 2010. "Do the prices of stock index futures in Asia overreact to U.S. market returns?," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 428-440, June.
- Muhammad Owais Qarni & Gulzar Saqib, 2018. "Return and Volatility Spillover across stock markets of China and its Major Trading Partners: Evidence from Shanghai Stock Exchange Crash," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 10(3), pages 1-20, September.
- Aguilar, Mike & Hill, Jonathan B., 2015. "Robust score and portmanteau tests of volatility spillover," Journal of Econometrics, Elsevier, vol. 184(1), pages 37-61.
- Hou, Yang & Li, Steven, 2016. "Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach," Economic Modelling, Elsevier, vol. 52(PB), pages 884-897.
- Takezawa, Nobuya, 1995. "A note on intraday foreign exchange volatility and the informational role of quote arrivals," Economics Letters, Elsevier, vol. 48(3-4), pages 399-404, June.
- Nikiforos Laopodis, 2001. "Time-Varying Behavior and Asymmetry in EMS Exchange Rates," International Economic Journal, Taylor & Francis Journals, vol. 15(4), pages 81-94.
- Giampiero M. Gallo & Edoardo Otranto, 2005. "Volatility Transmission in Financial Markets: A New Approach," Econometrics Working Papers Archive wp2005_10, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Madhusudan Karmakar & Girja Kant Shukla, 2016. "The Effect of Spillover on Volatility Forecasting: An Empirical Study in Indian Stock Market," Metamorphosis: A Journal of Management Research, , vol. 15(1), pages 20-30, June.
- Mazouz, Khelifa & Joseph, Nathan Lael & Palliere, Clement, 2009. "Stock index reaction to large price changes: Evidence from major Asian stock indexes," Pacific-Basin Finance Journal, Elsevier, vol. 17(4), pages 444-459, September.
- Wiesen, Thomas F.P. & Adekoya, Oluwasegun Babatunde & Oliyide, Johnson & Afatsao, Richard, 2024. "Does high volatility increase connectedness? A study of Asian equity markets," International Review of Financial Analysis, Elsevier, vol. 96(PB).
- Hammoudeh, Shawkat & Yuan, Yuan & Chiang, Thomas & Nandha, Mohan, 2010. "Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks," Energy Policy, Elsevier, vol. 38(8), pages 3922-3932, August.
- Majdoub, Jihed & Mansour, Walid, 2014. "Islamic equity market integration and volatility spillover between emerging and US stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 452-470.
- Frankovic, Jozo & Liu, Bin & Suardi, Sandy, 2022. "On spillover effects between cryptocurrency-linked stocks and the cryptocurrency market: Evidence from Australia," Global Finance Journal, Elsevier, vol. 54(C).
- Su, Fei, 2021. "Conditional volatility persistence and volatility spillovers in the foreign exchange market," Research in International Business and Finance, Elsevier, vol. 55(C).
- Shu, Chang & He, Dong & Dong, Jinyue & Wang, Honglin, 2018. "Regional pull vs global push factors: China and US influence on Asian financial markets," Journal of International Money and Finance, Elsevier, vol. 87(C), pages 112-132.
- Sevda Kuşkaya & Nurhan Toğuç & Faik Bilgili, 2022. "Wavelet coherence analysis and exchange rate movements," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(6), pages 4675-4692, December.
- Felipe de Oliveira & Sinézio Fernandes Maia & Diego Pita de Jesus, 2017. "Which information matters to Market risk spreading in Brazil? Volatility transmission modeling using MGARH-BEKK, DCC, t-COPULAS," EcoMod2017 10378, EcoMod.
- Chen, Pei-wen & Huang, Han-ching & Su, Yong-chern, 2014. "The central bank in market efficiency: The case of Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 29(C), pages 239-260.
- Dilip Kumar, 2014. "Correlations, Return and Volatility Spillovers in Indian Exchange Rates," Global Business Review, International Management Institute, vol. 15(1), pages 77-91, March.
- Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013.
"Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence,"
International Review of Financial Analysis, Elsevier, vol. 27(C), pages 21-33.
- Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013. "Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence," MPRA Paper 80433, University Library of Munich, Germany.
- Torben G. Andersen & Tim Bollerslev, 1996. "DM-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies," NBER Working Papers 5783, National Bureau of Economic Research, Inc.
- Degiannakis, Stavros & Xekalaki, Evdokia, 2004. "Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review," MPRA Paper 80487, University Library of Munich, Germany.
- Su, Fei & Zhang, Jingjing, 2018. "Global price discovery in the Australian dollar market and its determinants," Pacific-Basin Finance Journal, Elsevier, vol. 48(C), pages 35-55.
- Nicholas Taylor, 2015. "Realized volatility forecasting in an international context," Applied Economics Letters, Taylor & Francis Journals, vol. 22(6), pages 503-509, April.
- Andrew Clare & Ilias Lekkos, 2000. "An analysis of the relationship between international bond markets," Bank of England working papers 123, Bank of England.
- Karmakar, Madhusudan, 2010. "Information transmission between small and large stocks in the National Stock Exchange in India: An empirical study," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(1), pages 110-120, February.
- Jeffrey A. Frankel, 1994. "Introduction to "The Internationalization of Equity Markets "," NBER Chapters, in: The Internationalization of Equity Markets, pages 1-20, National Bureau of Economic Research, Inc.
- N. T. Laopodis, 2003. "Stochastic behaviour of Deutsche mark exchange rates within EMS," Applied Financial Economics, Taylor & Francis Journals, vol. 13(9), pages 665-676.
- Malliaris, M.E., 2012. "Comparison Of Currency Movement Before And After October 2008," The Journal of Economic Asymmetries, Elsevier, vol. 9(2), pages 45-57.
- Das, Suman & Roy, Saikat Sinha, 2023. "Following the leaders? A study of co-movement and volatility spillover in BRICS currencies," Economic Systems, Elsevier, vol. 47(2).
- Kenourgios, Dimitris & Papadamou, Stephanos & Dimitriou, Dimitrios, 2015. "On quantitative easing and high frequency exchange rate dynamics," Research in International Business and Finance, Elsevier, vol. 34(C), pages 110-125.
- Ayesha Sayed & Christo Auret, 2020. "Volatility transmission in the South African white maize futures market," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(1), pages 71-88, March.
- Elaine Mosakowski & Srilata Zaheer, 1999. "The Global Configuration of a Speculative Trading Operation: An Empirical Study of Foreign Exchange Trading," Organization Science, INFORMS, vol. 10(4), pages 401-423, August.
- Bradley T. Ewing & Jamie B. Kruse & Mark A. Thompson, 2005. "Comparing the Impact of News: A Tale of Three Health Care Sectors," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(7‐8), pages 1587-1611, September.
- Chernov, Mikhail & Graveline, Jeremy & Zviadadze, Irina, 2012. "Sources of Risk in Currency Returns," CEPR Discussion Papers 8745, C.E.P.R. Discussion Papers.
- Waqar Haider Hashmi & Nazima Ellahi & Saima Ehsan & Ajmal Waheed, 2021. "Transmission Of Contemporaneous Shocks From The World To Emerging Islamic Equity Markets: An Application Of Geweke Measure," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 10(4), pages 44-55, December.
- Kyriaki Begiazi & Dimitrios Asteriou & Keith Pilbeam, 2016. "A multivariate analysis of United States and global real estate investment trusts," International Economics and Economic Policy, Springer, vol. 13(3), pages 467-482, July.
- Elyasiani, Elyas & Mansur, Iqbal, 2017. "Hedge fund return, volatility asymmetry, and systemic effects: A higher-moment factor-EGARCH model," Journal of Financial Stability, Elsevier, vol. 28(C), pages 49-65.
- Poon, Winnie P. H. & Fung, Hung-Gay, 2000. "Red chips or H shares: which China-backed securities process information the fastest?," Journal of Multinational Financial Management, Elsevier, vol. 10(3-4), pages 315-343, December.
- Di, Junpeng & Zhu, Pingfang, 2015. "A method for evaluating the extreme risk sources of financial markets: The case of stock markets in China," Global Finance Journal, Elsevier, vol. 26(C), pages 18-28.
- Fung, Hung-Gay & Patterson, Gary A., 1999. "The dynamic relationship of volatility, volume, and market depth in currency futures markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(1), pages 33-59, January.
- Abhyankar, Abhay H., 1995. "Trading-round-the clock: Return, volatility and volume spillovers in the Eurodollar futures markets," Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 75-92, May.
- Broadstock, David C. & Li, Raymond & Wang, Linjin, 2020. "Integration reforms in the European natural gas market: A rolling-window spillover analysis," Energy Economics, Elsevier, vol. 92(C).
- Ogbuabor, Jonathan E. & Anthony-Orji, Onyinye I. & Manasseh, Charles O. & Orji, Anthony, 2020. "Measuring the dynamics of COMESA output connectedness with the global economy," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
- Chiang, Min-Hsien & Wang, Li-Min, 2011. "Volatility contagion: A range-based volatility approach," Journal of Econometrics, Elsevier, vol. 165(2), pages 175-189.
- Bajo-Rubio, Oscar & Berke, Burcu & McMillan, David, 2017. "The behaviour of asset return and volatility spillovers in Turkey: A tale of two crises," Research in International Business and Finance, Elsevier, vol. 41(C), pages 577-589.
- Dinesh Gajurel & Akhila Chawla, 2022. "The oil price crisis and contagion effects on the Canadian economy," Applied Economics, Taylor & Francis Journals, vol. 54(13), pages 1527-1543, March.
- Boppana Nagarjuna & Varadi Vijay Kumar, 2010. "Heat waves or Meteor showers: Empirical evidence from the stock markets," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 53(2), pages 57-74.
- Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.
- Fabio Canova & Takatoshi Ito, 1988.
"On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market,"
NBER Working Papers
2678, National Bureau of Economic Research, Inc.
Cited by:
- Zhiguang Wang & Prasad Bidarkota, 2012. "Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression methods," Empirical Economics, Springer, vol. 42(1), pages 21-51, February.
- Charles Engel, 1995.
"The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence,"
NBER Working Papers
5312, National Bureau of Economic Research, Inc.
- Engel, Charles, 1996. "The forward discount anomaly and the risk premium: A survey of recent evidence," Journal of Empirical Finance, Elsevier, vol. 3(2), pages 123-192, June.
- Vít Pošta, 2012. "Estimation of the Time-Varying Risk Premium in the Czech Foreign Exchange Market," Prague Economic Papers, Prague University of Economics and Business, vol. 2012(1), pages 3-17.
- Wahab, Mahmoud, 1997. "On risk, rationality and the predictive ability of European short-term adjusted yield spreads," Journal of International Money and Finance, Elsevier, vol. 16(5), pages 737-765, September.
- Kiani, Khurshid M., 2013. "Can signal extraction help predict risk premia in foreign exchange rates," Economic Modelling, Elsevier, vol. 33(C), pages 926-939.
- Kenneth A. Froot & Takatoshi Ito, 1988.
"On the Consistency of Short-run and Long-run Exchange Rate Expectations,"
NBER Working Papers
2577, National Bureau of Economic Research, Inc.
- Froot, Kenneth A. & Ito, Takatoshi, 1989. "On the consistency of short-run and long-run exchange rate expectations," Journal of International Money and Finance, Elsevier, vol. 8(4), pages 487-510, December.
Cited by:
- Verschoor, Willem F. C. & Wolff, Christian C. P., 2001. "Exchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market," International Review of Financial Analysis, Elsevier, vol. 10(2), pages 157-174.
- Dominguez, Kathryn & Frankel, Jeffrey A., 1990.
"Does Foreign Exchange Intervention Matter? Disentangling the Portfolio an Expectations Effects for the Mark,"
Department of Economics, Working Paper Series
qt84c522k9, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Kathryn Dominguez & Jeffrey A. Frankel, 1991. "Does foreign exchange intervention matter? disentangling the portfolio and expectations effects for the mark," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
- Kathryn M. Dominguez & Jeffrey Frankel, 1990. "Does Foreign Exchange Intervention Matter? Disentangling the Portfolio and Expectations Effects for the Mark," NBER Working Papers 3299, National Bureau of Economic Research, Inc.
- Kathryn Dominguez and Jeffrey A. Frankel., 1990. "Does Foreign Exchange Intervention Matter? Disentangling the Portfolio and Expectations Effects for the Mark," Economics Working Papers 90-133, University of California at Berkeley.
- Fong, Wai Mun, 2013. "Footprints in the market: Hedge funds and the carry trade," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 41-59.
- Jan Christoph Ruelke & Christian Pierdzioch & Georg Stadtmann, 2012.
"On the internal consistency of short-term, medium-term and long-term oil price forecasts,"
Applied Economics, Taylor & Francis Journals, vol. 44(21), pages 2757-2765, July.
- Jan Christoph Ruelke & Christian Pierdzioch & Georg Stadtmann, 2012. "On the internal consistency of short-term, medium-term and long-term oil price forecasts," Applied Economics, Taylor & Francis Journals, vol. 44(21), pages 2757-2765, July.
- Jan Christoph Ruelke & Christian Pierdzioch & Georg Stadtmann, 2011. "On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts," Post-Print hal-00708542, HAL.
- Christian Pierdzioch & JanChristoph Rülke & Georg Stadtmann, 2011. "On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts," WHU Working Paper Series - Economics Group 11-02, WHU - Otto Beisheim School of Management.
- Jeffrey Frankel., 1995.
"How Well Do Foreign Exchange Markets Function: Might a Tobin Tax Help?,"
Center for International and Development Economics Research (CIDER) Working Papers
C95-058, University of California at Berkeley.
- Jeffrey A. Frankel, 1996. "How Well do Foreign Exchange Markets Function: Might a Tobin Tax Help?," NBER Working Papers 5422, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey, 1995. "How Well Do Foreign Exchange Markets Function: Might a Tobin Tax Help?," Center for International and Development Economics Research (CIDER) Working Papers 233420, University of California-Berkeley, Department of Economics.
- Frankel, Jeffrey A., 1992.
"The Evolving Japanese Financial System, and the Cost of Capital,"
Center for International and Development Economics Research (CIDER) Working Papers
233170, University of California-Berkeley, Department of Economics.
- Jeffrey A. Frankel., 1992. "The Evolving Japanese Financial System, and the Cost of Capital," Center for International and Development Economics Research (CIDER) Working Papers C92-002, University of California at Berkeley.
- Jeffrey Frankel and Kenneth Froot., 1991.
"Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market,"
Economics Working Papers
91-158, University of California at Berkeley.
- Jeffrey A. Frankel & Kenneth Froot, 1990. "Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market," NBER Working Papers 3470, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey & Froot, Kenneth, 1991. "Exchange Rate Forecasting Techniques, Survey Data, and the Implications for the Foreign Exchange Market," Department of Economics, Working Paper Series qt64s6h6hz, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Charles Engel, 1995.
"The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence,"
NBER Working Papers
5312, National Bureau of Economic Research, Inc.
- Engel, Charles, 1996. "The forward discount anomaly and the risk premium: A survey of recent evidence," Journal of Empirical Finance, Elsevier, vol. 3(2), pages 123-192, June.
- Guy Meredith & Menzie D. Chinn, 1998. "Long-Horizon Uncovered Interest Rate Parity," NBER Working Papers 6797, National Bureau of Economic Research, Inc.
- Chinn, Menzie D., 2006. "The (partial) rehabilitation of interest rate parity in the floating rate era: Longer horizons, alternative expectations, and emerging markets," Journal of International Money and Finance, Elsevier, vol. 25(1), pages 7-21, February.
- Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh, 2000.
"How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?,"
NBER Working Papers
7524, National Bureau of Economic Research, Inc.
- Cheung, Yin-Wong & Chinn, Menzie David & Marsh, Ian W, 1999. "How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?," CEPR Discussion Papers 2230, C.E.P.R. Discussion Papers.
- Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh, 2004. "How do UK-based foreign exchange dealers think their market operates?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(4), pages 289-306.
- Takatoshi Ito, 1988.
"Foreign Exchange Rate Expectations: Micro Survey Data,"
NBER Working Papers
2679, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 1990. "Foreign Exchange Rate Expectations: Micro Survey Data," American Economic Review, American Economic Association, vol. 80(3), pages 434-449, June.
- Dumitriu, Ramona & Nistor, Costel & Stefanescu, Razvan, 2009. "Changes in the monthly effects from the Romanian foreign exchange market," MPRA Paper 41743, University Library of Munich, Germany, revised 08 May 2010.
- Ronald MacDonald & Jun Nagayasu, 2013.
"Currency forecast errors at times of low interest rates: evidence from survey data on the Yen/Dollar exchange rate,"
Working Papers
1321, University of Strathclyde Business School, Department of Economics.
- MacDonald, Ronald & Nagayasu, Jun, 2013. "Currency Forecast Errors at Times of Low Interest Rates: Evidence from Survey Data on the Yen/Dollar Exchange Rate," SIRE Discussion Papers 2013-100, Scottish Institute for Research in Economics (SIRE).
- Hernando Vargas H. & Rocío Betancourt, 2006.
"Pension Fund Managers Behavior In The Foreign Exchange Market,"
Borradores de Economia
3317, Banco de la Republica.
- Hernando Vargas & Rocío Betnacourt, 2006. "Pension Fund Managers Behavior In The Foreign Exchange Market," Borradores de Economia 391, Banco de la Republica de Colombia.
- Darvas, Zsolt & Schepp, Zoltán, 2007.
"Kelet-közép-európai devizaárfolyamok előrejelzése határidős árfolyamok segítségével [Forecasting the exchange rates of three Central-Eastern European currencies with forward exchange rates],"
Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 501-528.
- Zsolt Darvas & Zoltán Schepp, 2007. "Kelet-közép európai devizaárfolyamok előrejelzése határidős árfolyamok segítségével," UPFBE Working Paper Series 2007/3, Faculty of Business and Economics, University Pécs.
- Menkhoff, Lukas & Taylor, Mark P., 2006.
"The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis,"
The Warwick Economics Research Paper Series (TWERPS)
769, University of Warwick, Department of Economics.
- Lukas Menkhoff & Mark P. Taylor, 2007. "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Journal of Economic Literature, American Economic Association, vol. 45(4), pages 936-972, December.
- Menkhoff, Lukas & Taylor, Mark P., 2006. "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Economic Research Papers 269739, University of Warwick - Department of Economics.
- Menkhoff, Lukas & Taylor, Mark P., 2006. "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Hannover Economic Papers (HEP) dp-352, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Richard Baldwin & Richard Lyons, 1989. "Exchange Rate Hysteresis: The Real Effects of Large vs Small Policy Misalignments," NBER Working Papers 2828, National Bureau of Economic Research, Inc.
- Ronald MacDonald & Ian W. Marsh, 1996. "Hétérogénéité des prévisionnistes : une exploration des anticipations sur le marché des changes," Économie et Prévision, Programme National Persée, vol. 125(4), pages 109-115.
- Zsolt Darvas & Zoltan Schepp, 2009.
"Long maturity forward rates of major currencies are stationary,"
Applied Economics Letters, Taylor & Francis Journals, vol. 16(11), pages 1175-1181.
- Zsolt Darvas & Zoltán Schepp, 2006. "Long maturity forward rates of major currencies are stationary," Working Papers 0603, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest.
- Yin-Wong Cheung & Menzie Chinn, 1995.
"Integration, cointegration and the forecast consistency of structural exchange rate models,"
International Finance
9508002, University Library of Munich, Germany.
- Yin-Wong Cheung & Menzie D. Chinn, 1997. "Integration, Cointegration and the Forecast Consistency of Structural Exchange Rate Models," NBER Working Papers 5943, National Bureau of Economic Research, Inc.
- Cheung, Y. -W. & Chinn, M. D., 1998. "Integration, cointegration and the forecast consistency of structural exchange rate models," Journal of International Money and Finance, Elsevier, vol. 17(5), pages 813-830, October.
- Takatoshi Ito, 1993.
"Short-run and Long-run Expectations of the Yen/Dollar Exchange Rate,"
NBER Working Papers
4545, National Bureau of Economic Research, Inc.
- Ito Takatoshi, 1994. "Short-Run and Long-Run Expectations of the Yen/Dollar Exchange Rate," Journal of the Japanese and International Economies, Elsevier, vol. 8(2), pages 119-143, June.
- Ito, T., 1993. "Short-Run and Long-Run Expectationss of the Yen/Dollar Exchange Rate," Harvard Institute of Economic Research Working Papers 1661, Harvard - Institute of Economic Research.
- Jeffrey A. Frankel, 1991. "Japanese Finance in the 1980s: A Survey," NBER Chapters, in: Trade with Japan: Has the Door Opened Wider?, pages 225-270, National Bureau of Economic Research, Inc.
- Zsolt Darvas & Zoltán Schepp, 2020.
"Forecasting exchange rates of major currencies with long maturity forward rates,"
Bruegel Working Papers
35829, Bruegel.
- Zsolt DARVAS & Zoltán SCHEPP, 2008. "Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates," EcoMod2008 23800026, EcoMod.
- Darvas, Zsolt & Schepp, Zoltán, 2020. "Forecasting exchange rates of major currencies with long maturity forward rates," Corvinus Economics Working Papers (CEWP) 2020/01, Corvinus University of Budapest.
- Zsolt Darvas & Zoltán Schepp, 2007. "Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates," Working Papers 0705, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest.
- Elias Albagli & Luis Ceballos & Sebastian Claro & Damian Romero, 2024.
"UIP Deviations: Insights from Event Studies,"
Working Papers Central Bank of Chile
1007, Central Bank of Chile.
- Albagli, Elias & Ceballos, Luis & Claro, Sebastian & Romero, Damian, 2024. "UIP deviations: Insights from event studies," Journal of International Economics, Elsevier, vol. 148(C).
- Jin-Kyu Jung & Michael Frenkel & Jan-Christoph Rülke, 2019. "On the consistency of central banks´ interest rate forecasts," Economics Bulletin, AccessEcon, vol. 39(1), pages 701-716.
- Richard Baldwin & Richard K. Lyons, 1988. "The Mutual Amplification Effect of Exchange Rate Volatility and Unresponsive Trade Prices," NBER Working Papers 2677, National Bureau of Economic Research, Inc.
- Silva Lopes, Artur, 1994. "A "hipótese das expectativas racionais": teoria e realidade (uma visita guiada à literatura até 1992) [The "rational expectations hypothesis": theory and reality (a guided tour ," MPRA Paper 9699, University Library of Munich, Germany, revised 23 Jul 2008.
- Pasricha, Gurnain Kaur, 2006. "Survey of Literature on Covered and Uncovered Interest Parities," MPRA Paper 22737, University Library of Munich, Germany.
- Saacke, Peter, 2002. "Technical analysis and the effectiveness of central bank intervention," Journal of International Money and Finance, Elsevier, vol. 21(4), pages 459-479, August.
- Ronald MacDonald, 2000. "Expectations Formation and Risk in Three Financial Markets: Surveying What the Surveys Say," Journal of Economic Surveys, Wiley Blackwell, vol. 14(1), pages 69-100, February.
- Agnès Bénassy-Quéré & Hélène Raymond, 1996. "Les erreurs de prévision de change ont-elles des caractéristiques hétérogènes ?," Économie et Prévision, Programme National Persée, vol. 125(4), pages 137-157.
- Bruno Jetin, 2003. "How can a Currency Transaction Tax Stabilize Foreign Exchange Markets?," Post-Print halshs-03211712, HAL.
- Swarna Dutt, 1997. "A microstructural analysis of the exchange rate expectation formation process," Applied Economics Letters, Taylor & Francis Journals, vol. 4(9), pages 537-539.
- Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2018.
"Inflation, real economic growth and unemployment expectations: an empirical analysis based on the ECB survey of professional forecasters,"
Applied Economics, Taylor & Francis Journals, vol. 50(42), pages 4540-4555, September.
- María del Carmen Ramos-Herrera & Simón Sosvilla-Rivero, 2017. "Inflation, real economic growth and unemployment expectations: An empirical analysis based on the ECB Survey of Professional Forecasters," Working Papers 17-02, Asociación Española de Economía y Finanzas Internacionales.
- Yin-Wong Cheung & Menzie D. Chinn, 1999. "Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders," NBER Working Papers 7417, National Bureau of Economic Research, Inc.
- Ruelke, Jan C. & Frenkel, Michael R. & Stadtmann, Georg, 2010. "Expectations on the yen/dollar exchange rate - Evidence from the Wall Street Journal forecast poll," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 355-368, September.
- Simón Sosvilla Rivero & Maria del Carmen Ramos Herrera, 2014.
"On the forecast accuracy and consistency of exchange rate expectations: The Spanish PwC Survey,"
Working Papers del Instituto Complutense de Estudios Internacionales
1402, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
- Simon Sosvilla-Rivero & Mar�a del Carmen Ramos-Herrera, 2013. "On the forecast accuracy and consistency of exchange rate expectations: the Spanish PwC Survey," Applied Economics Letters, Taylor & Francis Journals, vol. 20(2), pages 107-110, February.
- Simón Sosvilla-Rivero & Maria del Carmen Ramos-Herrera, 2012. "On the forecast accuracy and consistency of exchange rate expectations: The Spanish PwC Survey," Working Papers 12-02, Asociación Española de Economía y Finanzas Internacionales.
- Yin-Wong Cheung & Menzie D. Chinn, 2000.
"Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market,"
CESifo Working Paper Series
251, CESifo.
- Cheung, Yin-Wong & Chinn, Menzie David, 2001. "Currency traders and exchange rate dynamics: a survey of the US market," Journal of International Money and Finance, Elsevier, vol. 20(4), pages 439-471, August.
- Hélène Tordjman, 1997. "Spéculation, hétérogénéité des agents et apprentissage : un modèle de "marché des changes artificiel"," Revue Économique, Programme National Persée, vol. 48(4), pages 869-897.
- MacDonald, Ronald & Nagayasu, Jun, 2015. "Currency forecast errors and carry trades at times of low interest rates: Evidence from survey data on the yen/dollar exchange rate," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 1-19.
- Pierdzioch Christian & Stadtmann Georg, 2010. "Herdenverhalten von Wechselkursprognostikern? / Herd Behavior of Exchange Rate Forecasters?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(4), pages 436-453, August.
- Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2009. "Analysis of the dynamic relation between the currency rates and the interest rates from Romania and euro area before and during the financial crisis," MPRA Paper 41744, University Library of Munich, Germany, revised 04 Mar 2010.
- Swarna Dutt, 1994. "Consistency under exponential forecasting," Applied Economics Letters, Taylor & Francis Journals, vol. 1(1), pages 14-18.
- Swarna Dutt & Dipak Ghosh, 1997. "Are experts' expectations rational? A multicurrency analysis," Applied Economics, Taylor & Francis Journals, vol. 29(6), pages 803-812.
- Takatoshi Ito, 1988.
"Foreign Exchange Rate Expectations: Micro Survey Data,"
NBER Working Papers
2679, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 1990. "Foreign Exchange Rate Expectations: Micro Survey Data," American Economic Review, American Economic Association, vol. 80(3), pages 434-449, June.
Cited by:
- Cho, Guedae & Kim, MinKyoung & Koo, Won W., 2003. "Relative Agricultural Price Changes In Different Time Horizons," 2003 Annual meeting, July 27-30, Montreal, Canada 22249, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Georges Prat & Remzi Uctum, 2014.
"Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data,"
Working Papers
2014-235, Department of Research, Ipag Business School.
- Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01411784, HAL.
- Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," EconomiX Working Papers 2014-17, University of Paris Nanterre, EconomiX.
- Georges Prat & Remzi Uctum, 2015. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3673-3695, July.
- Georges Prat & Remzi Uctum, 2015. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Post-Print hal-01385957, HAL.
- Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01411785, HAL.
- Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Post-Print hal-01638223, HAL.
- Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01638224, HAL.
- Reitz, Stefan & Rülke, Jan & Stadtmann, Georg, 2012. "Nonlinear Expectations in Speculative Markets," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62045, Verein für Socialpolitik / German Economic Association.
- Michel Beine & Agnes Bénassy-Quéré & Ronald MacDonald, 2007.
"The impact of Central Bank intervention on exchange rate forecasts heterogeneity,"
ULB Institutional Repository
2013/10423, ULB -- Universite Libre de Bruxelles.
- Michel Beine & Agnès Bénassy-Quéré & Estelle Dauchy & Ronald MacDonald, 2002. "The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity," Working Papers 2002-04, CEPII research center.
- M. Beine & A. Bénassy-Quéré & E. Dauchy & R. MacDonald, 2002. "The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity," THEMA Working Papers 2002-22, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Beine, Michel & Benassy-Quere, Agnes & MacDonald, Ronald, 2007. "The impact of central bank intervention on exchange-rate forecast heterogeneity," Journal of the Japanese and International Economies, Elsevier, vol. 21(1), pages 38-63, March.
- Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg, 2012.
"Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters,"
Discussion Papers
311, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg, 2012. "Nonlinear expectations in speculative markets – Evidence from the ECB survey of professional forecasters," Journal of Economic Dynamics and Control, Elsevier, vol. 36(9), pages 1349-1363.
- Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg, 2012. "Nonlinear expectations in speculative markets - Evidence from the ECB survey of professional forecasters," Discussion Papers on Economics 1/2012, University of Southern Denmark, Department of Economics.
- Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg, 2011. "Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters," Kiel Working Papers 1706, Kiel Institute for the World Economy (IfW Kiel).
- Lee, Boram & Rosenthal, Leonard & Veld, Chris & Veld-Merkoulova, Yulia, 2015. "Stock market expectations and risk aversion of individual investors," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 122-131.
- Ken Miyajima, 2013. "Foreign exchange intervention and expectation in emerging economies," BIS Working Papers 414, Bank for International Settlements.
- Wong, Michael Chak-sham & Cheung, Yan-Leung, 1999. "The practice of investment management in Hong Kong: market forecasting and stock selection," Omega, Elsevier, vol. 27(4), pages 451-465, August.
- Issler, João Victor & Soares, Ana Flávia, 2019. "Central Bank credibility and inflation expectations: a microfounded forecasting approach," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 812, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Francis Breedon & Dagfinn Rime & Paolo Vital, 2010.
"A Transaction Data Study of the Forward Bias Puzzle,"
Working Paper
2010/26, Norges Bank.
- Vitale, Paolo & Rime, Dagfinn & Breedon, Francis, 2010. "A Transaction Data Study of the Forward Bias Puzzle," CEPR Discussion Papers 7791, C.E.P.R. Discussion Papers.
- Ken Miyajima & Carlos Montoro, 2013. "Impact of foreign exchange interventions on exchange rate expectations," BIS Papers chapters, in: Bank for International Settlements (ed.), Sovereign risk: a world without risk-free assets?, volume 73, pages 39-54, Bank for International Settlements.
- Philippe Bacchetta & Eric van Wincoop, 2003.
"Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?,"
Working Papers
03.02, Swiss National Bank, Study Center Gerzensee.
- Eric van Wincoop & Philippe Bacchetta, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," NBER Working Papers 9498, National Bureau of Economic Research, Inc.
- Eric van Wincoop & Philippe Bacchetta, 2004. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," Econometric Society 2004 North American Winter Meetings 628, Econometric Society.
- Philippe Bacchetta & Eric Van Wincoop, 2006. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," American Economic Review, American Economic Association, vol. 96(3), pages 552-576, June.
- Bacchetta, Philippe & van Wincoop, Eric, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," CEPR Discussion Papers 3808, C.E.P.R. Discussion Papers.
- MORIKAWA Masayuki, 2016. "Uncertainty over Exchange Rates and Exports: Evidence from dispersion of expectations as a measure of uncertainty," Discussion papers 16010, Research Institute of Economy, Trade and Industry (RIETI).
- Barbara Rossi, 2013.
"Exchange rate predictability,"
Economics Working Papers
1369, Department of Economics and Business, Universitat Pompeu Fabra.
- Rossi, Barbara, 2013. "Exchange Rate Predictability," CEPR Discussion Papers 9575, C.E.P.R. Discussion Papers.
- Barbara Rossi, 2015. "Exchange Rate Predictability," Working Papers 690, Barcelona School of Economics.
- Barbara Rossi, 2013. "Exchange Rate Predictability," Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1063-1119, December.
- Chionis, Dionysios & MacDonald, Ronald, 2002. "Aggregate and disaggregate measures of the foreign exchange risk premium," International Review of Economics & Finance, Elsevier, vol. 11(1), pages 57-84, April.
- Andrade, P. & Bruneau, C., 1998.
"Excess Returns, Portfolio Choices and Exchange rates Dynamics. The Yen/Dollar Case, 1980-1998,"
Papers
9836, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
- Ph. Andrade & C. Bruneau, 1998. "Excess returns, portfolio choices and exchange rates dynamics. The Yen/Dollar case, 1980-1998," THEMA Working Papers 98-36, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Philippe Andrade & Catherine Bruneau, 2002. "Excess returns, portfolio choices and exchange rate dynamics. The yen/dollar case, 1980–1998," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(3), pages 233-256, July.
- Erik Theissen, 2007.
"An analysis of private investors' stock market return forecasts,"
Applied Financial Economics, Taylor & Francis Journals, vol. 17(1), pages 35-43.
- Theissen, Erik, 2005. "An analysis of private investors' stock market return forecasts," CFR Working Papers 05-16, University of Cologne, Centre for Financial Research (CFR).
- CHEN Cheng & SENGA Tatsuro & SUN Chang & ZHANG Hongyong, 2018.
"Uncertainty, Imperfect Information, and Expectation Formation over the Firm's Life Cycle,"
Discussion papers
18010, Research Institute of Economy, Trade and Industry (RIETI).
- Cheng Chen & Tatsuro Senga & Chang Sun & Hongyong Zhang, 2020. "Uncertainty, Imperfect Information, and Expectation Formation over the Firm's Life Cycle," CESifo Working Paper Series 8468, CESifo.
- Chen, Cheng & Senga, Tatsuro & Sun, Chang & Zhang, Hongyong, 2023. "Uncertainty, imperfect information, and expectation formation over the firm’s life cycle," Journal of Monetary Economics, Elsevier, vol. 140(C), pages 60-77.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2010.
"Agent-based financial markets and New Keynesian macroeconomics: A synthesis,"
Economics Working Papers
2010-10, Christian-Albrechts-University of Kiel, Department of Economics.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2011. "Agent-based financial markets and New Keynesian macroeconomics: A synthesis," Economics Working Papers 2011-09, Christian-Albrechts-University of Kiel, Department of Economics.
- Matthias Lengnick & Hans-Werner Wohltmann, 2013. "Agent-based financial markets and New Keynesian macroeconomics: a synthesis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 1-32, April.
- Cars Hommes & Florian Wagener, 2008.
"Complex Evolutionary Systems in Behavioral Finance,"
Tinbergen Institute Discussion Papers
08-054/1, Tinbergen Institute.
- Hommes, C.H. & Wagener, F.O.O., 2008. "Complex evolutionary systems in behavioral finance," CeNDEF Working Papers 08-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Graham Elliott & Takatoshi Ito, 1998.
"Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market,"
Discussion Paper Series
a347, Institute of Economic Research, Hitotsubashi University.
- Elliott, Graham & ITO, TAKATOSHI, 1998. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market," University of California at San Diego, Economics Working Paper Series qt5wm0q8mz, Department of Economics, UC San Diego.
- Elliott, Graham & Ito, Takatoshi, 1999. "Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market," Journal of Monetary Economics, Elsevier, vol. 43(2), pages 435-456, April.
- Shirota, Toyoichiro, 2017. "Not All Exchange Rate Movements Are Alike : Exchange Rate Persistence and Pass-Through to Consumer Prices," Discussion paper series. A 311, Graduate School of Economics and Business Administration, Hokkaido University.
- Poole, Barbara S., 2001. "On time: contributions from the social sciences," Financial Services Review, Elsevier, vol. 9(4), pages 375-387, 00.
- Beber, Alessandro & Breedon, Francis & Buraschi, Andrea, 2010. "Differences in beliefs and currency risk premiums," Journal of Financial Economics, Elsevier, vol. 98(3), pages 415-438, December.
- Fritsche, Ulrich & Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2015.
"Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding,"
International Journal of Forecasting, Elsevier, vol. 31(1), pages 130-139.
- Ulrich Fritsche & Christian Pierdzioch & Jan-Christoph Ruelke & Georg Stadtmann, 2012. "Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding," Macroeconomics and Finance Series 201202, University of Hamburg, Department of Socioeconomics.
- Andrade, Sandro C. & Kohlscheen, Emanuel, 2010.
"Pessimistic Foreign Investors and Turmoil in Emerging Markets: The Case of Brazil in 2002,"
Economic Research Papers
271181, University of Warwick - Department of Economics.
- Andrade, Sandro C. & Kohlscheen, Emanuel, 2010. "Pessimistic Foreign Investors and Turmoil in Emerging Markets : The Case of Brazil in 2002," The Warwick Economics Research Paper Series (TWERPS) 926, University of Warwick, Department of Economics.
- Sandro C. Andrade & Emanuel Kohlscheen, 2010. "Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002," Working Papers Series 211, Central Bank of Brazil, Research Department.
- Stefanescu, Răzvan & Dumitriu, Ramona, 2020. "Efectul Turn-of-the-Year pe piaţa valutară din România [The Turn-of-the-Year Effect in the Romanian foreign exchange market]," MPRA Paper 99365, University Library of Munich, Germany, revised 30 Mar 2020.
- Jan Christoph Ruelke & Christian Pierdzioch & Georg Stadtmann, 2012.
"On the internal consistency of short-term, medium-term and long-term oil price forecasts,"
Applied Economics, Taylor & Francis Journals, vol. 44(21), pages 2757-2765, July.
- Jan Christoph Ruelke & Christian Pierdzioch & Georg Stadtmann, 2012. "On the internal consistency of short-term, medium-term and long-term oil price forecasts," Applied Economics, Taylor & Francis Journals, vol. 44(21), pages 2757-2765, July.
- Jan Christoph Ruelke & Christian Pierdzioch & Georg Stadtmann, 2011. "On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts," Post-Print hal-00708542, HAL.
- Christian Pierdzioch & JanChristoph Rülke & Georg Stadtmann, 2011. "On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts," WHU Working Paper Series - Economics Group 11-02, WHU - Otto Beisheim School of Management.
- De Bondt, Werner F. M., 1998. "A portrait of the individual investor," European Economic Review, Elsevier, vol. 42(3-5), pages 831-844, May.
- Cheolbeom Park & Sookyung Park, 2014.
"Can Monetary Policy Cause the Uncovered Interest Parity Puzzle?,"
Discussion Paper Series
1404, Institute of Economic Research, Korea University.
- Park, Cheolbeom & Park, Sookyung, 2017. "Can monetary policy cause the uncovered interest parity puzzle?," Japan and the World Economy, Elsevier, vol. 41(C), pages 34-44.
- Levin, Jay H., 1997. "Stabilization policy, exchange rate expectations, and international transmission," Journal of Policy Modeling, Elsevier, vol. 19(1), pages 19-40, February.
- Ulrich K. Müller & Gebhard Kirchgässner, 2006. "Are forecasters reluctant to revise their predictions? Some German evidence," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(6), pages 401-413.
- Du, Wenti & Pentecost, Eric J., 2021. "New “News” for the news model of the spot exchange rate," Economics Letters, Elsevier, vol. 200(C).
- Carsten Krabbe Nielsen, 2018. "Rational overconfidence and social security: subjective beliefs, objective welfare," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(2), pages 179-229, March.
- Francis Breedon & Dagfinn Rime & Paolo Vitale, 2016.
"Carry Trades, Order Flow, and the Forward Bias Puzzle,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1113-1134, September.
- Francis Breedon & Dagfinn Rime & Paolo Vitale, 2015. "Carry Trades, Order Flow and the Forward Bias Puzzle," Working Papers 761, Queen Mary University of London, School of Economics and Finance.
- Behrens, Christoph, 2019. "Evaluating the Joint Efficiency of German Trade Forecasts. A nonparametric multivariate approach," Working Papers 9, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Meredith Beechey & David Gruen & James Vickery, 2000. "The Efficient Market Hypothesis: A Survey," RBA Research Discussion Papers rdp2000-01, Reserve Bank of Australia.
- V. Lewis & A. Markiewicz, 2009.
"Model Misspecification, Learning and the Exchange Rate Disconnect Puzzle,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
09/563, Ghent University, Faculty of Economics and Business Administration.
- Lewis Vivien & Markiewicz Agnieszka, 2009. "Model Misspecification, Learning and the Exchange Rate Disconnect Puzzle," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-24, April.
- Vivien Lewis & Agnieszka Markiewicz, 2009. "Model misspecification, learning and the exchange rate disconnect puzzle," Working Paper Research 168, National Bank of Belgium.
- Menkhoff, Lukas & Rebitzky, Rafael & Schröder, Michael, 2005.
"Do Dollar Forecasters Believe too Much in PPP?,"
Hannover Economic Papers (HEP)
dp-321, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Lukas Menkhoff & Rafael Rebitzky & Michael Schroder, 2008. "Do dollar forecasters believe too much in PPP?," Applied Economics, Taylor & Francis Journals, vol. 40(3), pages 261-270.
- Graham Elliott, 2017. "Forecast combination when outcomes are difficult to predict," Empirical Economics, Springer, vol. 53(1), pages 7-20, August.
- Roberto Rigobon & Brian Sack, 2008.
"Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices,"
NBER Chapters, in: Asset Prices and Monetary Policy, pages 335-370,
National Bureau of Economic Research, Inc.
- Roberto Rigobon & Brian Sack, 2006. "Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices," NBER Working Papers 12420, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey A., 1992.
"The Evolving Japanese Financial System, and the Cost of Capital,"
Center for International and Development Economics Research (CIDER) Working Papers
233170, University of California-Berkeley, Department of Economics.
- Jeffrey A. Frankel., 1992. "The Evolving Japanese Financial System, and the Cost of Capital," Center for International and Development Economics Research (CIDER) Working Papers C92-002, University of California at Berkeley.
- Bastourre, Diego, 2008. "Cambio fundamental o especulación financiera en los mercados de commodities? Un modelo con ajuste no lineal al equilibrio [Structural break or financial speculation in commodity markets? A multivar," MPRA Paper 9910, University Library of Munich, Germany.
- Jeffrey Frankel and Kenneth Froot., 1991.
"Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market,"
Economics Working Papers
91-158, University of California at Berkeley.
- Jeffrey A. Frankel & Kenneth Froot, 1990. "Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market," NBER Working Papers 3470, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey & Froot, Kenneth, 1991. "Exchange Rate Forecasting Techniques, Survey Data, and the Implications for the Foreign Exchange Market," Department of Economics, Working Paper Series qt64s6h6hz, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Carsten Krabbe Nielsen, 2009.
"Rational Overconfidence and Social Security,"
Discussion Paper Series
0916, Institute of Economic Research, Korea University.
- Carsten Krabbe Nielsen, 2014. "Rational Overconfidence and Social Security," DISCE - Working Papers del Dipartimento di Economia e Finanza def021, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Charles Engel, 1995.
"The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence,"
NBER Working Papers
5312, National Bureau of Economic Research, Inc.
- Engel, Charles, 1996. "The forward discount anomaly and the risk premium: A survey of recent evidence," Journal of Empirical Finance, Elsevier, vol. 3(2), pages 123-192, June.
- Audretsch, David B. & Stadtmann, Georg, 2005.
"Biases in FX-forecasts: Evidence from panel data,"
Global Finance Journal, Elsevier, vol. 16(1), pages 99-111, August.
- Audretsch, David B. & Stadtmann, Georg, 2005. "Biases in FX-Forecasts: Evidence from Panel Data," Research Notes 19, Deutsche Bank Research.
- Chortareas, Georgios & Jitmaneeroj, Boonlert & Wood, Andrew, 2012. "Forecast rationality and monetary policy frameworks: Evidence from UK interest rate forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(1), pages 209-231.
- M. Hashem Pesaran & Ida Johnsson, 2016.
"Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes,"
CESifo Working Paper Series
6272, CESifo.
- M. Hashem Pesaran & Ida Johnsson, 2020. "Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 428-442, April.
- Pesaran, Hashem. & Johnsson. Ida., 2016. "Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes," Cambridge Working Papers in Economics 1679, Faculty of Economics, University of Cambridge.
- Lant, Theresa & Shapira, Zur, 2008. "Managerial reasoning about aspirations and expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 66(1), pages 60-73, April.
- Philippe Bacchetta & Eric van Wincoop, 2005. "Can Information Heterogeneity Explain the Exchange Rate Determination?," FAME Research Paper Series rp155, International Center for Financial Asset Management and Engineering.
- Hommes, Cars H., 2006.
"Heterogeneous Agent Models in Economics and Finance,"
Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 23, pages 1109-1186,
Elsevier.
- Cars H. Hommes, 2005. "Heterogeneous Agent Models in Economics and Finance," Tinbergen Institute Discussion Papers 05-056/1, Tinbergen Institute.
- Hernando Vargas-Herrera & Mauricio Villamizar-Villegas, 2019.
"Effectiveness of FX Intervention and the Flimsiness of Exchange rate Expectations,"
Borradores de Economia
1070, Banco de la Republica de Colombia.
- Vargas-Herrera, Hernando & Villamizar-Villegas, Mauricio, 2024. "Effectiveness of FX intervention and the flimsiness of exchange rate expectations," Journal of Financial Stability, Elsevier, vol. 74(C).
- Chionis, Dionysios & MacDonald, Ronald, 1997. "Some tests of market microstructure hypotheses in the foreign exchange market," Journal of Multinational Financial Management, Elsevier, vol. 7(3), pages 203-229, October.
- Christian Pierdzioch & Jan-Christoph Rülke & Georg Stadtmann, 2012.
"Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd?,"
The Journal of Real Estate Finance and Economics, Springer, vol. 45(3), pages 754-773, October.
- Pierdzioch, Christian & Rülke, Jan Christoph & Stadtmann, Georg, 2012. "Housing starts in Canada, Japan, and the United States: Do forecasters herd?," Discussion Papers 320, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg, 2009.
"Are oil price forecasters finally right? Regressive expectations toward more fundamental values of the oil price,"
Discussion Paper Series 1: Economic Studies
2009,32, Deutsche Bundesbank.
- Stefan Reitz & Jan-Christoph Rülke & Georg Stadtmann, 2009. "Are oil-price-forecasters finally right? – Regressive expectations towards more fundamental values of the oil price," WHU Working Paper Series - Economics Group 09-04, WHU - Otto Beisheim School of Management.
- Reitz, Stefan & Ruelke, Jan & Stadtmann, Georg, 2009. "Are oil-price-forecasters finally right? -- Regressive expectations towards more fundamental values of the oil price," MPRA Paper 15607, University Library of Munich, Germany.
- Bokhyeon Baik & Cheolbeom Park, 2003. "Dispersion of analysts' expectations and the cross-section of stock returns," Applied Financial Economics, Taylor & Francis Journals, vol. 13(11), pages 829-839.
- Kawakami, Kei, 2013.
"Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate,"
Journal of the Japanese and International Economies, Elsevier, vol. 28(C), pages 1-18.
- Kei Kawakami, 2013. "Conditional Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate," Department of Economics - Working Papers Series 1167, The University of Melbourne.
- Tom Stark, 1997. "Macroeconomic forecasts and microeconomic forecasters in the Survey of Professional Forecasters," Working Papers 97-10, Federal Reserve Bank of Philadelphia.
- Joachim Zietz & Ghassem Homaifar, 1994. "Exchange rate uncertainty and the efficiency of the forward market for foreign exchange," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 130(3), pages 461-475, September.
- Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016.
"Inflation forecasts and forecaster herding: Evidence from South African survey data,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 62(C), pages 42-50.
- Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers 21/2014, Stellenbosch University, Department of Economics.
- Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers 201455, University of Pretoria, Department of Economics.
- Yuhyeon Bak & Cheolbeom Park, 2020.
"Exchange Rate Predictability, Risk Premiums, and Predictive System,"
Discussion Paper Series
2006, Institute of Economic Research, Korea University.
- Bak, Yuhyeon & Park, Cheolbeom, 2022. "Exchange rate predictability, risk premiums, and predictive system," Economic Modelling, Elsevier, vol. 116(C).
- Imad Moosa, 2002. "A test of the news model of exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 138(4), pages 694-710, December.
- Menzie Chinn & Jeffrey Frankel, 1991.
"Patterns in Exchange Rate Forecasts for 25 Currencies,"
NBER Working Papers
3807, National Bureau of Economic Research, Inc.
- Menzie Chinn and Jeffrey Frankel., 1993. "Patterns in Exchange Rate Forecasts for 25 Currencies," Center for International and Development Economics Research (CIDER) Working Papers C93-009, University of California at Berkeley.
- Chinn, Menzie & Frankel, Jeffrey, 1993. "Patterns in Exchange Rate Forecasts for 25 Currencies," Center for International and Development Economics Research (CIDER) Working Papers 233182, University of California-Berkeley, Department of Economics.
- Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009.
"Exchange Rate Forecasters' Performance: Evidence of Skill?,"
CESifo Working Paper Series
2615, CESifo.
- Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009. "Exchange rate forecasters’ performance: evidence of skill?," Working Papers 2009_13, Business School - Economics, University of Glasgow.
- Westerhoff, Frank H., 2003.
"Expectations driven distortions in the foreign exchange market,"
Journal of Economic Behavior & Organization, Elsevier, vol. 51(3), pages 389-412, July.
- Frank H. Westerhoff, 2001. "Expectations Driven Distortions in the Foreign Exchange Market," Computing in Economics and Finance 2001 48, Society for Computational Economics.
- Frank Westerhoff, 2001. "Expectations Driven Distortions in the Foreign Exchange Market," CeNDEF Workshop Papers, January 2001 1A.3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Michael Frenkel & Matthias Mauch & Jan-Christoph Rülke, 2017. "Forecaster Rationality and Expectation Formation in Foreign Exchange Markets: Do Emerging Markets Differ from Industrialized Economies?," WHU Working Paper Series - Economics Group 17-04, WHU - Otto Beisheim School of Management.
- Murphy, Austin, 2008. "An empirical investigation of investor expectations in the currency market," International Review of Financial Analysis, Elsevier, vol. 17(1), pages 108-133.
- Jörn Dermietzel, 2008. "The Heterogeneous Agents Approach to Financial Markets – Development and Milestones," International Handbooks on Information Systems, in: Detlef Seese & Christof Weinhardt & Frank Schlottmann (ed.), Handbook on Information Technology in Finance, chapter 19, pages 443-464, Springer.
- Dick, Christian D. & MacDonald, Ronald & Menkhoff, Lukas, 2015.
"Exchange rate forecasts and expected fundamentals,"
Journal of International Money and Finance, Elsevier, vol. 53(C), pages 235-256.
- Dick, Christian D. & MacDonald, Ronald & Menkhoff, Lukas, 2014. "Exchange rate forecasts and expected fundamentals," Kiel Working Papers 1974, Kiel Institute for the World Economy (IfW Kiel).
- Sandrine Jacob Leal, 2015. "Fundamentalists, chartists and asset pricing anomalies," Quantitative Finance, Taylor & Francis Journals, vol. 15(11), pages 1837-1850, November.
- Frenkel, Michael & Rülke, Jan-Christoph & Zimmermann, Lilli, 2013. "Do private sector forecasters chase after IMF or OECD forecasts?," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 217-229.
- Owen Lamont, 1995.
"Macroeconomics Forecasts and Microeconomic Forecasters,"
NBER Working Papers
5284, National Bureau of Economic Research, Inc.
- Lamont, Owen A., 2002. "Macroeconomic forecasts and microeconomic forecasters," Journal of Economic Behavior & Organization, Elsevier, vol. 48(3), pages 265-280, July.
- Menkhoff, Lukas & Rebitzky, Rafael R. & Schröder, Michael, 2009.
"Heterogeneity in exchange rate expectations: Evidence on the chartist-fundamentalist approach,"
Journal of Economic Behavior & Organization, Elsevier, vol. 70(1-2), pages 241-252, May.
- Lukas Menkhoff & Rafael R. Rebitzky & Michael Schröder, 2008. "Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach," CESifo Working Paper Series 2502, CESifo.
- Pollock, Andrew C. & Macaulay, Alex & Thomson, Mary E. & Onkal, Dilek, 2005. "Performance evaluation of judgemental directional exchange rate predictions," International Journal of Forecasting, Elsevier, vol. 21(3), pages 473-489.
- Imane El Ouadghiri, 2015. "Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis," EconomiX Working Papers 2015-17, University of Paris Nanterre, EconomiX.
- Lukas Buchheim & Sebastian Link, 2017.
"The Effect of Disaggregate Information on the Expectation Formation of Firms,"
CESifo Working Paper Series
6768, CESifo.
- Buchheim, Lukas & Link, Sebastian, 2017. "The Effect of Disaggregate Information on the Expectation Formation of Firms," Discussion Papers in Economics 41214, University of Munich, Department of Economics.
- Ronald MacDonald & Jun Nagayasu, 2013.
"Currency forecast errors at times of low interest rates: evidence from survey data on the Yen/Dollar exchange rate,"
Working Papers
1321, University of Strathclyde Business School, Department of Economics.
- MacDonald, Ronald & Nagayasu, Jun, 2013. "Currency Forecast Errors at Times of Low Interest Rates: Evidence from Survey Data on the Yen/Dollar Exchange Rate," SIRE Discussion Papers 2013-100, Scottish Institute for Research in Economics (SIRE).
- Kunze, Frederik, 2017. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," University of Göttingen Working Papers in Economics 326, University of Goettingen, Department of Economics.
- Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric, 2009.
"Predictability in financial markets: What do survey expectations tell us?,"
Journal of International Money and Finance, Elsevier, vol. 28(3), pages 406-426, April.
- Philippe Bacchetta & Elmar Mertens & Eric van Wincoop, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Working Papers 06.04, Swiss National Bank, Study Center Gerzensee.
- Philippe Bacchetta & Elmar Mertens & Eric VanvWincoop, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Swiss Finance Institute Research Paper Series 06-15, Swiss Finance Institute, revised Jun 2006.
- Bacchetta, Philippe & van Wincoop, Eric & Mertens, Elmar, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," CEPR Discussion Papers 5770, C.E.P.R. Discussion Papers.
- Philippe Bacchetta & Elmar Mertens & Eric van Wincoop, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Working Papers 102006, Hong Kong Institute for Monetary Research.
- Tamotsu Onozaki, 2018. "Nonlinearity, Bounded Rationality, and Heterogeneity," Springer Books, Springer, number 978-4-431-54971-0, March.
- Sautner, Zacharias & Weber, Martin, 2005.
"Stock Options and Employee Behavior,"
Sonderforschungsbereich 504 Publications
05-26, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Sautner, Zacharias & Weber, Martin, 2005. "Stock options and employee behavior," Papers 05-26, Sonderforschungsbreich 504.
- Reitz Stefan & Rülke Jan-Christoph & Stadtmann Georg, 2010. "Regressive Oil Price Expectations Toward More Fundamental Values of the Oil Price," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(4), pages 454-466, August.
- Menkhoff, Lukas & Taylor, Mark P., 2006.
"The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis,"
The Warwick Economics Research Paper Series (TWERPS)
769, University of Warwick, Department of Economics.
- Lukas Menkhoff & Mark P. Taylor, 2007. "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Journal of Economic Literature, American Economic Association, vol. 45(4), pages 936-972, December.
- Menkhoff, Lukas & Taylor, Mark P., 2006. "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Economic Research Papers 269739, University of Warwick - Department of Economics.
- Menkhoff, Lukas & Taylor, Mark P., 2006. "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Hannover Economic Papers (HEP) dp-352, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- William P. Osterberg, 2000. "New results on the rationality of survey measures of exchange-rate expectations," Economic Review, Federal Reserve Bank of Cleveland, issue Q I, pages 14-21.
- Goldberg, Michael D., 2000. "On empirical exchange rate models: what does a rejection of the symmetry restriction on short-run interest rates mean?," Journal of International Money and Finance, Elsevier, vol. 19(5), pages 673-688, October.
- Leitemo, Kai & Söderström, Ulf, 2001.
"Simple Monetary Policy Rules and Exchange Rate Uncertainty,"
Working Paper Series
122, Sveriges Riksbank (Central Bank of Sweden).
- Kai Leitemo & Ulf Soderstrom, 2001. "Simple monetary policy rules and exchange rate uncertainty," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Leitemo, Kai & Soderstrom, Ulf, 2005. "Simple monetary policy rules and exchange rate uncertainty," Journal of International Money and Finance, Elsevier, vol. 24(3), pages 481-507, April.
- Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2011. "Forecasting U.S. car sales and car registrations in Japan: Rationality, accuracy and herding," Japan and the World Economy, Elsevier, vol. 23(4), pages 253-258.
- Hommes, C.H., 2005. "Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd , Elsevier, Amsterdam 2006," CeNDEF Working Papers 05-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Terrance Odean., 1996.
"Volume, Volatility, Price and Profit When All Trader Are Above Average,"
Research Program in Finance Working Papers
RPF-266, University of California at Berkeley.
- Terrance Odean, 1998. "Volume, Volatility, Price and Profit When All Traders Are Above Average," Finance 9803001, University Library of Munich, Germany.
- Ashok Parikh, 1994. "Tests of real interest parity in international currency markets," Journal of Economics, Springer, vol. 59(2), pages 167-191, June.
- Simon van Norden, 1995.
"Regime Switching as a Test for Exchange Rate Bubbles,"
Econometrics
9502001, University Library of Munich, Germany, revised 09 Aug 1995.
- van Norden, Simon, 1996. "Regime Switching as a Test for Exchange Rate Bubbles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(3), pages 219-251, May-June.
- Fabio Canova & Takatoshi Ito, 1988. "On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market," NBER Working Papers 2678, National Bureau of Economic Research, Inc.
- Carlos Capistrán & Allan Timmermann, 2008.
"Disagreement and Biases in Inflation Expectations,"
CREATES Research Papers
2008-56, Department of Economics and Business Economics, Aarhus University.
- Timmermann Allan & Capistrán Carlos, 2006. "Disagreement and Biases in Inflation Expectations," Working Papers 2006-07, Banco de México.
- Carlos Capistr¡N & Allan Timmermann, 2009. "Disagreement and Biases in Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 365-396, March.
- Carlos Capistrán & Allan Timmermann, 2006. "Disagreement and Biases in Inflation Expectations," Computing in Economics and Finance 2006 3, Society for Computational Economics.
- Francesca Pancotto & Giuseppe Pignataro & Davide Raggi, 2015. "Social Learning and Higher Order Beliefs: A Structural Model of Exchange Rates Dynamics," LEM Papers Series 2015/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Masazumi Hattori & Steven Kong & Frank Packer & Toshitaka Sekine, 2021. "The Impact of Regime Change on the Influence of the Central Bank's Inflation Forecasts: Evidence from Japan's Shift to Inflation Targeting," International Journal of Central Banking, International Journal of Central Banking, vol. 17(70), pages 1-34, October.
- MacDonald, Ronald & Menkhoff, Lukas & Rebitzky, Rafael R., 2009. "Exchange rate forecasters’ performance: evidence of skill?," SIRE Discussion Papers 2009-10, Scottish Institute for Research in Economics (SIRE).
- Rudiger Dornbusch, 1988. "The adjustment mechanism: theory and problems," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 32, pages 195-228.
- Theresa Lant & Zur Shapira, 2009. "Managerial Reasoning about Aspirations and Expectations," Discussion Paper Series dp498, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
- Christian Dreger & Georg Stadtmann, 2008. "What drives heterogeneity in foreign exchange rate expectations: insights from a new survey," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(4), pages 360-367.
- De Grauwe, Paul & Markiewicz, Agnieszka, 2013.
"Learning to forecast the exchange rate: Two competing approaches,"
Journal of International Money and Finance, Elsevier, vol. 32(C), pages 42-76.
- Paul De Grauwe & Agnieszka Markiewicz, 2006. "Learning to Forecast the Exchange Rate: Two Competing Approaches," Computing in Economics and Finance 2006 367, Society for Computational Economics.
- Paul De Grauwe & Agnieszka Markiewicz, 2006. "Learning to Forecast the Exchange Rate: Two Competing Approaches," CESifo Working Paper Series 1717, CESifo.
- Fabrice Rousseau & Laurent Germain & Anne Vanhems, 2013.
"Irrational Market Makers,"
Economics Department Working Paper Series
n261-13.pdf, Department of Economics, National University of Ireland - Maynooth.
- Laurent Germain & Fabrice Rousseau & Anne Vanhems, 2014. "Irrational Market Makers," Finance, Presses universitaires de Grenoble, vol. 35(1), pages 107-145.
- Carlos Capistrán & Allan Timmermann, 2009. "Disagreement and Biases in Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2‐3), pages 365-396, March.
- Rehim Kılıç, 2023. "Uncovered interest rate, overshooting, and predictability reversal puzzles in an emerging economy," Finance and Economics Discussion Series 2023-074, Board of Governors of the Federal Reserve System (U.S.).
- ter Ellen, Saskia & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2013. "Dynamic expectation formation in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 75-97.
- Francesca Pancotto & Filippo Maria Pericoli & Marco Pistagnesi, 2013.
"Inefficiency in Survey Exchange Rates Forecasts,"
Center for Economic Research (RECent)
090, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Francesca Pancotto & Filippo Maria Pericoli & Marco Pistagnesi, 2013. "Inefficiency in Survey Exchange Rates Forecasts," Working Papers 1/13, Sapienza University of Rome, DISS.
- Kei Kawakami, 2008. "Forecast Selection by Conditional Predictive Ability Tests: An Application to the Yen/Dollar Exchange Rate," Bank of Japan Working Paper Series 08-E-1, Bank of Japan.
- Paul Bennett & In Sun Geoum & David S. Laster, 1997. "Rational bias in macroeconomic forecasts," Staff Reports 21, Federal Reserve Bank of New York.
- Chen, Zilin & Gang, Jianhua & Qian, Zongxin, 2021. "Stock returns and carry trades," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Frank Westerhoff & Cristian Wieland, "undated".
"Exchange rate dynamics, central bank interventions and chaos control methods,"
Modeling, Computing, and Mastering Complexity 2003
22, Society for Computational Economics.
- Wieland, Cristian & Westerhoff, Frank H., 2005. "Exchange rate dynamics, central bank interventions and chaos control methods," Journal of Economic Behavior & Organization, Elsevier, vol. 58(1), pages 117-132, September.
- Campa, Jose Manuel & Goldberg, Linda S, 1999.
"Investment, Pass-Through, and Exchange Rates: A Cross-Country Comparison,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 287-314, May.
- Campa, Jose & Goldberg, Linda, 1995. "Investment, Pass-Through and Exchange-Rates: A Cross-Country Comparison," Working Papers 95-14, C.V. Starr Center for Applied Economics, New York University.
- Jose Campa & Linda S. Goldberg, 1995. "Investment, Pass-Through and Exchange Rates: A Cross-Country Comparison," NBER Working Papers 5139, National Bureau of Economic Research, Inc.
- Jose Manuel Campa & Linda S. Goldberg, 1996. "Investment, pass-through, and exchange rates: a cross-country comparison," Staff Reports 14, Federal Reserve Bank of New York.
- Hamid Baghestani, 2009. "Evaluating random walk forecasts of exchange rates," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 26(3), pages 171-181, July.
- Juan Sebastián Vélez Velásquez, 2006.
"Efecto rebano: una aproximación para contrastar la hipótesis de expectativas racionales,"
Documentos de Trabajo
3971, Universidad del Valle, CIDSE.
- Juan Sebastían Vélez Velásquez, 2008. "Efecto rebano: Una aproximación para contrastar la hipótesis de expectativas racionales," Revista Sociedad y Economía, Universidad del Valle, CIDSE, October.
- Christian Wolff & Ron Jongen & Willem F.C. Verschoor & Remco C.J. Zwinkels, 2009.
"Dispersion of Beliefs in the Foreign Exchange Market,"
LSF Research Working Paper Series
09-01, Luxembourg School of Finance, University of Luxembourg.
- Wolff, Christian & Verschoor, Willem F C & Jongen, Ron & Zwinkels, Remco C.J., 2008. "Dispersion of Beliefs in the Foreign Exchange Market," CEPR Discussion Papers 6738, C.E.P.R. Discussion Papers.
- Eun, Cheol S. & Sabherwal, Sanjiv, 2002. "Forecasting exchange rates: Do banks know better?," Global Finance Journal, Elsevier, vol. 13(2), pages 195-215.
- D. Peter Broer & W. Jos Jansen, 1998. "Dynamic Portfolio Adjustment and Capital Controls: A Euler Equation Approach," Southern Economic Journal, John Wiley & Sons, vol. 64(4), pages 902-921, April.
- John R. Becker–Blease & Jeffrey E. Sohl, 2011. "The Effect of Gender Diversity on Angel Group Investment," Entrepreneurship Theory and Practice, , vol. 35(4), pages 709-733, July.
- Toshitaka Sekine & Frank Packer & Shunichi Yoneyama, 2022.
"Individual Trend Inflation,"
Working Papers on Central Bank Communication
042, University of Tokyo, Graduate School of Economics.
- Toshitaka Sekine & Frank Packer & Shunichi Yoneyama, 2022. "Individual Trend Inflation," IMES Discussion Paper Series 22-E-14, Institute for Monetary and Economic Studies, Bank of Japan.
- Carl Bonham & Richard Cohen & Shigeyuki Abe, 2006. "The Rationality and Heterogeneity of Survey Forecasts of the Yen-Dollar Exchange Rate: A Reexamination," Working Papers 200611, University of Hawaii at Manoa, Department of Economics.
- Behrens, Christoph, 2020. "German trade forecasts since 1970: An evaluation using the panel dimension," Working Papers 26, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Carl S Bonham & Richard H Cohen, 2000.
"To Aggregate, Pool, or Neither: Testing the Rational Expectations Hypothesis Using Survey Data,"
Working Papers
200003, University of Hawaii at Manoa, Department of Economics.
- Bonham, Carl S & Cohen, Richard H, 2001. "To Aggregate, Pool, or Neither: Testing the Rational-Expectations Hypothesis Using Survey Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(3), pages 278-291, July.
- Sergey Smirnov, 2011. "Those Unpredictable Recessions," HSE Working papers WP BRP 02/EC/2011, National Research University Higher School of Economics.
- Georges Prat & Remzi Uctum, 1996.
"Formation des anticipations de change : l'hypothèse d'un processus mixte,"
Économie et Prévision, Programme National Persée, vol. 125(4), pages 117-135.
- Georges Prat & Remzi Uctum, 1994. "Formation des anticipations de change : l’hypothèse d’un processus mixte," Post-Print hal-01638207, HAL.
- Georges Prat & Remzi Uctum, 1996. "Formation des anticipations de change : l'hypothèse d'un processus mixte," Post-Print halshs-00173052, HAL.
- Elias, Christopher J., 2016. "A heterogeneous agent exchange rate model with speculators and non-speculators," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 203-223.
- Chaudhry, Muhammad Imran & Katchova, Ani & Miranda, Mario Javier, 2016. "Examining pricing mechanics in the poultry value chain - empirical evidence from Pakistan," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235953, Agricultural and Applied Economics Association.
- Norman C. Miller, 2014. "Exchange Rate Economics," Books, Edward Elgar Publishing, number 14981, March.
- Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2014.
"Heterogeneous forecasters and nonlinear expectation formation in the US stock market,"
Kiel Working Papers
1947, Kiel Institute for the World Economy (IfW Kiel).
- Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2015. "Heteroeneous forecasters and nonlinear expectation formation in US stock market," FinMaP-Working Papers 29, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2014. "Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market," FinMaP-Working Papers 11, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- G. Bird & R. Rajan, 2001. "Would International Currency Taxation and Currency Stabilisation in Developing Countries?," Journal of Development Studies, Taylor & Francis Journals, vol. 37(3), pages 21-38.
- Kaufmann, Daniel & Mehrez, Gil & Schmukler, Sergio L., 2005.
"Predicting currency fluctuations and crises: Do resident firms have an informational advantage?,"
Journal of International Money and Finance, Elsevier, vol. 24(6), pages 1012-1029, October.
- Kaufmann, Daniel & Mehrez, Gil & Schmukler, Sergio, 1999. "Predicting currency fluctuations and crises - do resident firms have an informational advantage?," Policy Research Working Paper Series 2259, The World Bank.
- Jordi Pons-Novell, 2003. "Strategic bias, herding behaviour and economic forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(1), pages 67-77.
- Mark Westerfield & Tobias Adrian, 2007.
"Disagreement and Learning in a Dynamic Contracting Model,"
2007 Meeting Papers
270, Society for Economic Dynamics.
- Tobias Adrian & Mark M. Westerfield, 2006. "Disagreement and learning in a dynamic contracting model," Staff Reports 269, Federal Reserve Bank of New York.
- Tobias Adrian & Mark M. Westerfield, 2009. "Disagreement and Learning in a Dynamic Contracting Model," The Review of Financial Studies, Society for Financial Studies, vol. 22(10), pages 3873-3906, October.
- Reitz, Stefan & Stadtmann, Georg & Taylor, Mark P., 2009.
"The Effects of Japanese Interventions on FX-Forecast Heterogeneity,"
MPRA Paper
15603, University Library of Munich, Germany.
- Reitz, Stefan & Stadtmann, Georg & Taylor, Mark P., 2010. "The effects of Japanese interventions on FX-forecast heterogeneity," Economics Letters, Elsevier, vol. 108(1), pages 62-64, July.
- Dick, Christian D. & Menkhoff, Lukas, 2012.
"Exchange rate expectations of chartists and fundamentalists,"
ZEW Discussion Papers
12-026, ZEW - Leibniz Centre for European Economic Research.
- Christian D. Dick & Lukas Menkhoff, 2013. "Exchange Rate Expectations of Chartists and Fundamentalists," CESifo Working Paper Series 4181, CESifo.
- Dick, Christian D. & Menkhoff, Lukas, 2013. "Exchange rate expectations of chartists and fundamentalists," Journal of Economic Dynamics and Control, Elsevier, vol. 37(7), pages 1362-1383.
- Adriana Cornea & Cars Hommes & Domenico Massaro, 2013.
"Behavioral Heterogeneity in U.S. Inflation Dynamics,"
Tinbergen Institute Discussion Papers
13-015/II, Tinbergen Institute.
- Adriana Cornea-Madeira & Cars Hommes & Domenico Massaro, 2019. "Behavioral Heterogeneity in U.S. Inflation Dynamics," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 288-300, April.
- Cornea, A. & Hommes, C.H. & Massaro, D., 2012. "Behavioral Heterogeneity in U.S. Inflation Dynamics," CeNDEF Working Papers 12-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Westerhoff, Frank H., 2004.
"Multiasset Market Dynamics,"
Macroeconomic Dynamics, Cambridge University Press, vol. 8(5), pages 596-616, November.
- Frank Westerhoff, 2003. "Multi-Asset Market Dynamics," Computing in Economics and Finance 2003 88, Society for Computational Economics.
- Mitchell, Karlyn & Pearce, Douglas K., 2007.
"Professional forecasts of interest rates and exchange rates: Evidence from the Wall Street Journal's panel of economists,"
Journal of Macroeconomics, Elsevier, vol. 29(4), pages 840-854, December.
- Karlyn Mitchell & Douglas K. Pearce, 2004. "Professional Forecasts of Interest Rates and Exchange Rates: Evidence from the Wall Street Journal's Panel of Economists," Working Paper Series 004, North Carolina State University, Department of Economics.
- Carl Chiarella & Xue-Zhong He & Min Zheng, 2013.
"Heterogeneous expectations and exchange rate dynamics,"
The European Journal of Finance, Taylor & Francis Journals, vol. 19(5), pages 392-419, May.
- Carl Chiarella & Xue-Zhong He & Min Zheng, 2009. "Heterogeneous Expectations and Exchange Rate Dynamics," Research Paper Series 243, Quantitative Finance Research Centre, University of Technology, Sydney.
- Heger, Stephanie A. & Papageorge, Nicholas W., 2018. "We should totally open a restaurant: How optimism and overconfidence affect beliefs," Journal of Economic Psychology, Elsevier, vol. 67(C), pages 177-190.
- Dopke, Jorg, 2001.
"Macroeconomic forecasts and the nature of economic shocks in Germany,"
International Journal of Forecasting, Elsevier, vol. 17(2), pages 181-201.
- Döpke, Jörg, 2000. "Macroeconomic Forecasts and the Nature of Economic Shocks in Germany," Kiel Working Papers 972, Kiel Institute for the World Economy (IfW Kiel).
- Benassy-Quere, Agnes & Larribeau, Sophie & MacDonald, Ronald, 2003.
"Models of exchange rate expectations: how much heterogeneity?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(2), pages 113-136, April.
- Sophie Larribeau & Agnès Bénassy-Quéré & R. Macdonald, 2003. "Models of exchange rate expectations : how much heterogeneity ?," Post-Print halshs-00069655, HAL.
- G. C. Lim & C. R. McKenzie, 1998. "Testing the rationality of expectations in the Australian foreign exchange market using survey data with missing observations," Applied Financial Economics, Taylor & Francis Journals, vol. 8(2), pages 181-190.
- Westerhoff Frank H., 2006. "Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(4), pages 1-17, December.
- Jeffrey Frankel & Menzie Chinn, 1991.
"Exchange Rate Expectations and the Risk Premium: Tests For a Cross- Section of 17 Currencies,"
NBER Working Papers
3806, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey A & Chinn, Menzie D, 1993. "Exchange Rate Expectations and the Risk Premium: Tests for a Cross Section of 17 Currencies," Review of International Economics, Wiley Blackwell, vol. 1(2), pages 136-144, June.
- Jongen, R. & Muller, A. & Verschoor, W.F.C., 2012. "Using survey data to resolve the exchange risk exposure puzzle: Evidence from U.S. multinational firms," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 148-169.
- Monique Reid & Stan du Plessis, 2011. "Talking to the inattentive Public: How the media translates the Reserve Bank’s communications," Working Papers 19/2011, Stellenbosch University, Department of Economics.
- Frankel, Jeffrey A. & Rose, Andrew K., 1995.
"A Survey of Empirical Research on Nominal Exchange Rates,"
Center for International and Development Economics Research (CIDER) Working Papers
233409, University of California-Berkeley, Department of Economics.
- Jeffrey A. Frankel and Andrew K. Rose., 1995. "A Survey of Empirical Research on Nominal Exchange Rates," Center for International and Development Economics Research (CIDER) Working Papers C95-051, University of California at Berkeley.
- Jeffrey A. Frankel & Andrew K. Rose, 1994. "A Survey of Empirical Research on Nominal Exchange Rates," NBER Working Papers 4865, National Bureau of Economic Research, Inc.
- Frank H. Westerhoff, 2009. "Exchange Rate Dynamics: A Nonlinear Survey," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 11, Edward Elgar Publishing.
- Juan Jose Echavarria & Mauricio Villamizar-Villegas, 2016.
"Great expectations? evidence from Colombia’s exchange rate survey,"
Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 25(1), pages 1-27, December.
- Juan José Echavarría & Mauricio Villamizar, 2012. "Great expectations? Evidence from Colombia’s exchange rate survey," Borradores de Economia 735, Banco de la Republica de Colombia.
- Juan José Echavarría & Mauricio Villamizar, 2012. "Great expectations? Evidence from Colombia´s exchange rate survey," Borradores de Economia 9999, Banco de la Republica.
- Sarita Bunsupha, 2018. "Extrapolative Beliefs and Exchange Rate Markets," PIER Discussion Papers 84, Puey Ungphakorn Institute for Economic Research.
- M A Sánchez-Granero & J E Trinidad-Segovia & J Clara-Rahola & A M Puertas & F J De las Nieves, 2017. "A model for foreign exchange markets based on glassy Brownian systems," PLOS ONE, Public Library of Science, vol. 12(12), pages 1-22, December.
- Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
- Silva Lopes, Artur, 1994. "A "hipótese das expectativas racionais": teoria e realidade (uma visita guiada à literatura até 1992) [The "rational expectations hypothesis": theory and reality (a guided tour ," MPRA Paper 9699, University Library of Munich, Germany, revised 23 Jul 2008.
- Cheung, Yin-Wong & Wong, Clement Yuk-Pang, 2000. "A survey of market practitioners' views on exchange rate dynamics," Journal of International Economics, Elsevier, vol. 51(2), pages 401-419, August.
- Carlos Eduardo Iwai Drumond & Gilberto Tadeu Lim, 2014. "Exchange Rate Dynamics With Heterogeneous Expectations," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 108, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Gerasymchuk, S. & Pavlov, O.V., 2010. "Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs," CeNDEF Working Papers 10-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Saacke, Peter, 2002. "Technical analysis and the effectiveness of central bank intervention," Journal of International Money and Finance, Elsevier, vol. 21(4), pages 459-479, August.
- Andrew Caplin & John V. Leahy, 2019. "Wishful Thinking," NBER Working Papers 25707, National Bureau of Economic Research, Inc.
- Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Working Papers hal-04141348, HAL.
- Michael Frenkel & Jan Christoph Rülke & Lilli Zimmermann, 2011. "Do Current Account Forecasters Herd? – Evidence from the Euro Area and the G7 Countries," WHU Working Paper Series - Economics Group 11-01, WHU - Otto Beisheim School of Management.
- Serena Sordi & Alessandro Vercelli, 2010.
"Heterogeneous expectations and strong uncertainty in a Minskyian model of financial fluctuations,"
Department of Economic Policy, Finance and Development (DEPFID) University of Siena
1010, Department of Economic Policy, Finance and Development (DEPFID), University of Siena.
- Sordi, Serena & Vercelli, Alessandro, 2012. "Heterogeneous expectations and strong uncertainty in a Minskyian model of financial fluctuations," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 544-557.
- Christoph Behrens, 2019. "A Nonparametric Evaluation of the Optimality of German Export and Import Growth Forecasts under Flexible Loss," Economies, MDPI, vol. 7(3), pages 1-23, September.
- Mamatzakis, E. & Koutsomanoli-Filippaki, A., 2014. "Testing the rationality of DOE's energy price forecasts under asymmetric loss preferences," Energy Policy, Elsevier, vol. 68(C), pages 567-575.
- Imad A. Moosa, 2015. "The random walk versus unbiased efficiency: can we separate the wheat from the chaff?," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 38(2), pages 251-279, October.
- Koske, Isabell & Stadtmann, Georg, 2009. "Exchange rate expectations: The role of person specific forward looking variables," Economics Letters, Elsevier, vol. 105(3), pages 221-223, December.
- Jitmaneeroj, Boonlert & Wood, Andrew, 2013. "The expectations hypothesis: New hope or illusory support?," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 1084-1092.
- Tai, Chung-Ching & Chen, Shu-Heng & Yang, Lee-Xieng, 2018. "Cognitive ability and earnings performance: Evidence from double auction market experiments," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 409-440.
- Acker, Daniella & Duck, Nigel W., 2008. "Cross-cultural overconfidence and biased self-attribution," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 37(5), pages 1815-1824, October.
- Ronald MacDonald, 2000. "Expectations Formation and Risk in Three Financial Markets: Surveying What the Surveys Say," Journal of Economic Surveys, Wiley Blackwell, vol. 14(1), pages 69-100, February.
- Baghestani, Hamid & Toledo, Hugo, 2017. "Do analysts' forecasts of term spread differential help predict directional change in exchange rates?," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 62-69.
- Masahiro Ashiya, 2009. "Strategic bias and professional affiliations of macroeconomic forecasters," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(2), pages 120-130.
- Imane El Ouadghiri & Remzi Uctum, 2020.
"Macroeconomic expectations and time varying heterogeneity: Evidence from individual survey data,"
Post-Print
hal-03319091, HAL.
- Imane El Ouadghiri & Remzi Uctum, 2020. "Macroeconomic expectations and time varying heterogeneity:evidence from individual survey data," Applied Economics, Taylor & Francis Journals, vol. 52(23), pages 2443-2459, May.
- Agnès Bénassy-Quéré & Hélène Raymond, 1996. "Les erreurs de prévision de change ont-elles des caractéristiques hétérogènes ?," Économie et Prévision, Programme National Persée, vol. 125(4), pages 137-157.
- Rotheli, Tobias F., 2002. "Bandwagon effects and run patterns in exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 12(2), pages 157-166, April.
- Paul Bennett & In Sun Geoum & David S. Laster, 1996. "Rational bias in macroeconomic forecasts," Research Paper 9617, Federal Reserve Bank of New York.
- Macdonald, Ronald & Marsh, Ian W., 1996. "Currency forecasters are heterogeneous: confirmation and consequences," Journal of International Money and Finance, Elsevier, vol. 15(5), pages 665-685, October.
- Menzie Chinn & Jeffery Frankel, 1995. "More survey data on exchange rate expectations: More currencies, more horizons, more tests," International Finance 9508003, University Library of Munich, Germany.
- Jan-Christoph Rülke, 2011. "Are central bank projections rational?," WHU Working Paper Series - Economics Group 11-05, WHU - Otto Beisheim School of Management.
- Frederik Kunze, 2020. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 313-333, March.
- F. Pancotto & G. Pignataro & D. Raggi, 2014. "Higher order beliefs and the dynamics of exchange rates," Working Papers wp957, Dipartimento Scienze Economiche, Universita' di Bologna.
- Goldbaum, David & Zwinkels, Remco C.J., 2014. "An empirical examination of heterogeneity and switching in foreign exchange markets," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 667-684.
- Imad A. Moosa, 2002. "Does the Exchange Rate Regime Affect Expectation Formation in the Foreign Exchange Market? The Case of a Currency that is Pegged to a Basket," Working Papers 0219, Economic Research Forum, revised 04 Jul 2002.
- Yin-Wong Cheung & Menzie D. Chinn, 1999. "Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders," NBER Working Papers 7417, National Bureau of Economic Research, Inc.
- Monique Reid & Stan Du Plessis, 2011. "Talking to the inattentive public: How the media translates the Reserve Bank’s communications," Working Papers 254, Economic Research Southern Africa.
- Ince, Onur & Molodtsova, Tanya, 2017. "Rationality and forecasting accuracy of exchange rate expectations: Evidence from survey-based forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 131-151.
- Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P. & Zwinkels, Remco C.J., 2012. "Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach," Journal of Economic Dynamics and Control, Elsevier, vol. 36(5), pages 719-735.
- Onozaki, Tamotsu & Sieg, Gernot & Yokoo, Masanori, 2000. "Complex dynamics in a cobweb model with adaptive production adjustment," Journal of Economic Behavior & Organization, Elsevier, vol. 41(2), pages 101-115, February.
- Diego Bastourre, 2008. "Inversores Financieros en los Mercados de Commodities: Un Modelo con Dinámica de Ajuste no Lineal al Equilibrio," Department of Economics, Working Papers 072, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
- Ruelke, Jan C. & Frenkel, Michael R. & Stadtmann, Georg, 2010. "Expectations on the yen/dollar exchange rate - Evidence from the Wall Street Journal forecast poll," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 355-368, September.
- Imad A. Moosa, 2004. "What Is Wrong with Market-Based Forecasting of Exchange Rates?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 3(2), pages 107-121, August.
- Tsuchiya, Yoichi, 2012. "Evaluating Japanese corporate executives’ forecasts under an asymmetric loss function," Economics Letters, Elsevier, vol. 116(3), pages 601-603.
- Owen F. Humpage, 1998. "The Federal Reserve as an informed foreign-exchange trader," Working Papers (Old Series) 9815, Federal Reserve Bank of Cleveland.
- Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov, 2013.
"Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions,"
Discussion Papers
2013-18, School of Economics, The University of New South Wales.
- Panchenko, Valentyn & Gerasymchuk, Sergiy & Pavlov, Oleg V., 2013. "Asset price dynamics with heterogeneous beliefs and local network interactions," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2623-2642.
- Schmitt, Noemi, 2018. "Heterogeneous expectations and asset price dynamics," BERG Working Paper Series 134, Bamberg University, Bamberg Economic Research Group.
- Yangru Wu & Hua Zhang, 1997. "Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis," Journal of International Money and Finance, Elsevier, vol. 16(4), pages 609-623, August.
- Gruen, D.W.R. & Gizycki, M.C., 1993.
"Explaining Forward Discount Bias: Is It Anchoring?,"
Papers
164, Princeton, Woodrow Wilson School - Public and International Affairs.
- David W.R. Gruen & Marianne C. Gizycki, 1993. "Explaining Forward Discount Bias: Is it Anchoring?," RBA Research Discussion Papers rdp9307, Reserve Bank of Australia.
- Marey, Philip S., 2004. "Exchange rate expectations: controlled experiments with artificial traders," Journal of International Money and Finance, Elsevier, vol. 23(2), pages 283-304, March.
- Fabrice Rousseau & Laurent Germain & Fabrice Rousseau & Anne Vanhems, 2008. "Irrational Financial Markets," Economics Department Working Paper Series n1870108.pdf, Department of Economics, National University of Ireland - Maynooth.
- Frenkel, Michael & Rülke, Jan-Christoph & Stadtmann, Georg, 2009. "Two currencies, one model? Evidence from the Wall Street Journal forecast poll," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(4), pages 588-596, October.
- Ron Jongen & Willem F.C. Verschoor & Christian C.P. Wolff, 2008. "Foreign Exchange Rate Expectations: Survey And Synthesis," Journal of Economic Surveys, Wiley Blackwell, vol. 22(1), pages 140-165, February.
- Nguyen, Thi-Ngoc Anh & Sato, Kiyotaka, 2019. "Firm predicted exchange rates and nonlinearities in pricing-to-market," Journal of the Japanese and International Economies, Elsevier, vol. 53(C), pages 1-1.
- Awan, Obaid A., 2019. "Price discovery or noise: The role of arbitrage and speculation in explaining crude oil price behaviour," Journal of Commodity Markets, Elsevier, vol. 16(C).
- Osler, Carol L., 2005.
"Stop-loss orders and price cascades in currency markets,"
Journal of International Money and Finance, Elsevier, vol. 24(2), pages 219-241, March.
- Carol L. Osler, 2002. "Stop-loss orders and price cascades in currency markets," Staff Reports 150, Federal Reserve Bank of New York.
- Sautner, Zacharias & Weber, Martin, 2005.
"Subjective stock option values and exercise decisions : determinants and consistency,"
Papers
05-31, Sonderforschungsbreich 504.
- Sautner, Zacharias & Weber, Martin, 2005. "Subjective Stock Option Values and Exercise Decisions: Determinants and Consistency," Sonderforschungsbereich 504 Publications 05-31, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Aguirre, Maria Sophia, 1999. "Forward discount dynamics in integrated markets," International Review of Economics & Finance, Elsevier, vol. 8(1), pages 87-104, January.
- Pierre Villa, 1997. "Ces taux de change réels qui bifurquent," Working Papers 1997-05, CEPII research center.
- João Barata R. B. Barroso, 2014. "Behavioral Models of the Foreign Exchange Market: is there any empirical content?," Working Papers Series 364, Central Bank of Brazil, Research Department.
- Josh Stillwagon, 2014. "Reexamining what survey data say about currency risk and irrationality using the cointegrated VAR," Economics Bulletin, AccessEcon, vol. 34(3), pages 1631-1643.
- Sandrine Jacob Leal, 2015. "Fundamentalists, Chartists and Asset pricing anomalies," Post-Print hal-01508002, HAL.
- Yin-Wong Cheung & Menzie D. Chinn, 2000.
"Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market,"
CESifo Working Paper Series
251, CESifo.
- Cheung, Yin-Wong & Chinn, Menzie David, 2001. "Currency traders and exchange rate dynamics: a survey of the US market," Journal of International Money and Finance, Elsevier, vol. 20(4), pages 439-471, August.
- Detlef Seese & Christof Weinhardt & Frank Schlottmann (ed.), 2008. "Handbook on Information Technology in Finance," International Handbooks on Information Systems, Springer, number 978-3-540-49487-4, September.
- Diego Bastourre, 2008. "Inversores Financieros en los Mercados de Commodities: Un Modelo con Dinámica de Ajuste no Lineal al Equilibrio," IIE, Working Papers 072, IIE, Universidad Nacional de La Plata.
- Owen F. Humpage, 1991. "Central-bank intervention: recent literature, continuing controversy," Economic Review, Federal Reserve Bank of Cleveland, vol. 27(Q II), pages 12-26.
- Hélène Tordjman, 1997. "Spéculation, hétérogénéité des agents et apprentissage : un modèle de "marché des changes artificiel"," Revue Économique, Programme National Persée, vol. 48(4), pages 869-897.
- Nakazono, Yoshiyuki, 2013. "Strategic behavior of Federal Open Market Committee board members: Evidence from members’ forecasts," Journal of Economic Behavior & Organization, Elsevier, vol. 93(C), pages 62-70.
- Frank Westerhoff, 2006. "Samuelson's multiplier-accelerator model revisited," Applied Economics Letters, Taylor & Francis Journals, vol. 13(2), pages 89-92.
- MacDonald, Ronald & Nagayasu, Jun, 2015. "Currency forecast errors and carry trades at times of low interest rates: Evidence from survey data on the yen/dollar exchange rate," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 1-19.
- M. Manzur, 1990. "Key Issues in Exchange Rate Economics," Economics Discussion / Working Papers 90-07, The University of Western Australia, Department of Economics.
- Anufriev Mikhail & Bottazzi Giulio, 2012. "Asset Pricing with Heterogeneous Investment Horizons," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-38, October.
- Pollock, Andrew C. & Wilkie, Mary E., 1996. "The quality of bank forecasts: The dollar-pound exchange rate, 1990-1993," European Journal of Operational Research, Elsevier, vol. 91(2), pages 306-314, June.
- Pierdzioch Christian & Stadtmann Georg, 2010. "Herdenverhalten von Wechselkursprognostikern? / Herd Behavior of Exchange Rate Forecasters?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(4), pages 436-453, August.
- Christian Dreger & Georg Stadtmann, 2006. "What Drives Heterogeneity in Foreign Exchange Rate Expectations: Deep Insights from a New Survey," Discussion Papers of DIW Berlin 624, DIW Berlin, German Institute for Economic Research.
- Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2013. "A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(3), pages 294-301.
- Saskia ter Ellen & Willem F. C. Verschoor, 2018.
"Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Fredj Jawadi (ed.), Uncertainty, Expectations and Asset Price Dynamics, pages 53-79,
Springer.
- Saskia ter Ellen & Willem F.C. Verschoor, 2017. "Heterogeneous beliefs and asset price dynamics: a survey of recent evidence," Working Paper 2017/22, Norges Bank.
- Antonio Doria, Francisco, 2011. "J.B. Rosser Jr. , Handbook of Research on Complexity, Edward Elgar, Cheltenham, UK--Northampton, MA, USA (2009) 436 + viii pp., index, ISBN 978 1 84542 089 5 (cased)," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1-2), pages 196-204, April.
- John Conlisk, 1996. "Why Bounded Rationality?," Journal of Economic Literature, American Economic Association, vol. 34(2), pages 669-700, June.
- Pierdzioch, Christian & Schäfer, Dirk & Stadtmann, Georg, 2010. "Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern," Discussion Papers 287, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Lee A. Smales, 2022. "The influence of policy uncertainty on exchange rate forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(5), pages 997-1016, August.
- Nielsen, Carsten Krabbe, 2008. "On rationally confident beliefs and rational overconfidence," Mathematical Social Sciences, Elsevier, vol. 55(3), pages 381-404, May.
- Imane El Ouadghiri, 2015. "Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis," Working Papers hal-04141409, HAL.
- Dick, Christian D. & MacDonald, Ronald & Menkhoff, Lukas, 2011. "Individual exchange rate forecasts and expected fundamentals," ZEW Discussion Papers 11-062, ZEW - Leibniz Centre for European Economic Research.
- Takatoshi Ito & Kunio Okina & Juro Teranishi, 1988.
"News and the Dollar/Yen Exchange Rate, 1931-1933: The End of the Gold Standard, Imperialism, and the Great Depression,"
NBER Working Papers
2683, National Bureau of Economic Research, Inc.
- Ito Takatoshi & Okina Kunio & Teranishi Juro, 1993. "News and the Dollar/Yen Exchange Rate, 1931-1933: The End of the Gold Standard, Imperialism, and the Great Depression," Journal of the Japanese and International Economies, Elsevier, vol. 7(2), pages 107-131, June.
Cited by:
- Takatoshi Ito, 2010.
"Great Inflation and Central Bank Independence in Japan,"
NBER Working Papers
15726, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2013. "Great Inflation and Central Bank Independence in Japan," NBER Chapters, in: The Great Inflation: The Rebirth of Modern Central Banking, pages 357-387, National Bureau of Economic Research, Inc.
- Masahiro Inoguchi, 2007. "Influence of ADB Bond Issues and US Bonds on Asian Government Bonds," Asian Economic Journal, East Asian Economic Association, vol. 21(4), pages 387-404, December.
- Fumio Hayashi & Takatoshi Ito & Joel Slemrod, 1987.
"Housing Finance Imperfections and Private Saving: A Comparative Simulation Analysis of the U.S. and Japan,"
NBER Working Papers
2272, National Bureau of Economic Research, Inc.
Cited by:
- Thomas A. Barthold & Takatoshi Ito, 1991.
"Bequest Taxes and Accumulation of Household Wealth: U.S.-Japan Comparison,"
Discussion Paper Series
a233, Institute of Economic Research, Hitotsubashi University.
- Thomas A. Barthold & Takatoshi Ito, 1991. "Bequest Taxes and Accumulation of Household Wealth: U.S. - Japan Comparison," NBER Working Papers 3692, National Bureau of Economic Research, Inc.
- Thomas A. Barthold & Takatoshi Ito, 1992. "Bequest Taxes and Accumulation of Household Wealth: U.S.-Japan Comparison," NBER Chapters, in: The Political Economy of Tax Reform, pages 235-292, National Bureau of Economic Research, Inc.
- Yoshida, Jiro, 2020. "The economic depreciation of real estate: Cross-sectional variations and their return implications," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
- Selahattin Imrohoroglu & Ayse Imrohoroglu & Kaiji Chen, 2006.
"The Japanese Saving Rate,"
American Economic Review, American Economic Association, vol. 96(5), pages 1850-1858, December.
- Kaiji Chen & Ayse Imrohoroglu & Selo Imrohoroglu, 2005. "Japanese Saving Rate," Macroeconomics 0502017, University Library of Munich, Germany.
- Selo Imrohoroglu & Kaiji Chen & Ayse Imrohoroglu, 2005. "Japanese Saving Rate," 2005 Meeting Papers 747, Society for Economic Dynamics.
- Renaud, Bertrand & INU, 1988. "Compounding financial repression with rigid urban regulations : lessons of the Korea housing market," Policy Research Working Paper Series 360, The World Bank.
- Yoshida, Jiro, 2016. "Structure Depreciation and the Production of Real Estate Services," HIT-REFINED Working Paper Series 44, Institute of Economic Research, Hitotsubashi University.
- Andrew Coleman, 2008. "Tax, Credit Constraints, and the Big Costs of Small Inflation," Working Papers 08_14, Motu Economic and Public Policy Research.
- Kaiji Chen & Ayşe İmrohoroğlu & Selahattin İmrohoroğlu, 2007. "The Japanese saving rate between 1960 and 2000: productivity, policy changes, and demographics," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(1), pages 87-104, July.
- Yanbin Chen & Fangxing Li & Zhesheng Qiu, 2013. "Housing and Saving with Finance Imperfection," Annals of Economics and Finance, Society for AEF, vol. 14(1), pages 207-248, May.
- Thomas A. Barthold & Takatoshi Ito, 1991.
"Bequest Taxes and Accumulation of Household Wealth: U.S.-Japan Comparison,"
Discussion Paper Series
a233, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito & V. Vance Roley, 1986.
"News from the U.S. and Japan: which moves the yen/dollar exchange rate?,"
Research Working Paper
86-02, Federal Reserve Bank of Kansas City.
- Ito, Takatoshi & Roley, V. Vance, 1987. "News from the U.S. and Japan : Which moves the yen/dollar exchange rate?," Journal of Monetary Economics, Elsevier, vol. 19(2), pages 255-277, March.
- Takatoshi Ito & V. Vance Roley, 1986. "News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate?," NBER Working Papers 1853, National Bureau of Economic Research, Inc.
Cited by:
- Fukuda, Shin-ichi, 2015.
"Abenomics: Why was it so successful in changing market expectations?,"
Journal of the Japanese and International Economies, Elsevier, vol. 37(C), pages 1-20.
- Shin-ichi Fukuda, 2015. "Abenomics: Why Was It So Successful in Changing Market Expectations?," CIRJE F-Series CIRJE-F-969, CIRJE, Faculty of Economics, University of Tokyo.
- Martin Evans and David Lyons, 2001.
"Time-Varying Liquidity in Foreign Exchange,"
Working Papers
gueconwpa~01-01-11, Georgetown University, Department of Economics.
- Martin D. D. Evans & Richard K. Lyons, 2017. "Time-Varying Liquidity in Foreign Exchange," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 8, pages 325-361, World Scientific Publishing Co. Pte. Ltd..
- Evans, Martin D. D. & Lyons, Richard K., 2002. "Time-varying liquidity in foreign exchange," Journal of Monetary Economics, Elsevier, vol. 49(5), pages 1025-1051, July.
- Andreas M. Fischer & Angelo Ranaldo, 2008.
"Does FOMC News Increase Global FX Trading?,"
Working Papers
2008-09, Swiss National Bank.
- Fischer, Andreas M. & Ranaldo, Angelo, 2011. "Does FOMC news increase global FX trading?," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2965-2973, November.
- Fischer, Andreas & Ranaldo, Angelo, 2008. "Does FOMC News Increase Global FX Trading?," CEPR Discussion Papers 6753, C.E.P.R. Discussion Papers.
- Gabriele Galati & Corrinne Ho, 2001. "Macroeconomic news and the euro/dollar exchange rate," BIS Working Papers 105, Bank for International Settlements.
- Shin-ichi Fukuda, 2016.
"Regional Liquidity Risk and Covered Interest Parity during the Global Financial Crisis: Evidence from Tokyo, London, and New York ,"
CIRJE F-Series
CIRJE-F-1017, CIRJE, Faculty of Economics, University of Tokyo.
- Shin-ichi Fukuda, 2016. "Regional Liquidity Risk and Covered Interest Parity During the Global Financial Crisis: Evidence from Tokyo, London, and New York," International Economic Journal, Taylor & Francis Journals, vol. 30(3), pages 339-359, July.
- Martin D. D. Evans(Georgetown University and NBER), 2005. "What are the Origins of Foreign Exchange Movements?," Working Papers gueconwpa~05-05-06, Georgetown University, Department of Economics.
- Andersen, Torben G. & Bollerslev, Tim, 1997. "Intraday periodicity and volatility persistence in financial markets," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 115-158, June.
- Baillie, R. & Bollerslev, T. & Redfearn, M.R., 1991.
"Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange,"
Other publications TiSEM
b9d0436c-c11c-4f69-b599-6, Tilburg University, School of Economics and Management.
- Baillie, Richard T. & Bollerslev, Tim & Redfearn, Michael R., 1993. "Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange," Journal of International Money and Finance, Elsevier, vol. 12(5), pages 511-521, October.
- Baillie, R. & Bollerslev, T. & Redfearn, M.R., 1991. "Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange," Discussion Paper 1991-52, Tilburg University, Center for Economic Research.
- Clements, A.E. & Hurn, A.S. & Volkov, V.V., 2015. "Volatility transmission in global financial markets," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 3-18.
- Vitale, Paolo, 2006.
"A market microstructure analysis of foreign exchange intervention,"
Working Paper Series
629, European Central Bank.
- Vitale, Paolo, 2006. "A Market Microstructure Analysis of Foreign Exchange Intervention," CEPR Discussion Papers 5468, C.E.P.R. Discussion Papers.
- Rasmus Fatum & Michael M. Hutchison, "undated". "Is Foreign Exchange Market Intervention an Alternative to Monetary Policy? Evidence from Japan," EPRU Working Paper Series 02-11, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Bekiros, Stelios D. & Diks, Cees G.H., 2008.
"The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing,"
Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1641-1650, December.
- Bekiros, S. & Diks, C.G.H., 2007. "The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing," CeNDEF Working Papers 07-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Kathryn M. E. Dominguez & Freyan Panthaki, 2007.
"The Influence of Actual and Unrequited Interventions,"
Working Papers
561, Research Seminar in International Economics, University of Michigan.
- Kathryn M. E. Dominguez & Freyan Panthaki, 2007. "The influence of actual and unrequited interventions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 171-200.
- Kathryn M.E. Dominguez & Freyan Panthaki, 2007. "The Influence of Actual and Unrequited Interventions," NBER Working Papers 12953, National Bureau of Economic Research, Inc.
- van de Gucht, Linda M. & Dekimpe, Marnik G. & Kwok, Chuck C. Y., 1996. "Persistence in foreign exchange rates," Journal of International Money and Finance, Elsevier, vol. 15(2), pages 191-220, April.
- J.S.Y. Wong, 1988. "The Role of 'News' in the Australian Foreign Exchange Market," Economics Discussion / Working Papers 88-19, The University of Western Australia, Department of Economics.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Ben Omrane, Walid & Heinen, Andréas, 2010. "Public news announcements and quoting activity in the Euro/Dollar foreign exchange market," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2419-2431, November.
- Bekiros, Stelios, 2014. "Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 336-348.
- Wang Tianqiong & Shu Yang & Shamila Saddique, 2017. "Effect of Economic Announcements on FX Fluctuations: Testing a Unified Approach for Prediction," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 631-640.
- Jon Faust & John H. Rogers & Shing-Yi Wang & Jonathan H. Wright, 2003.
"The high-frequency response of exchange rates and interest rates to macroeconomic announcements,"
International Finance Discussion Papers
784, Board of Governors of the Federal Reserve System (U.S.).
- Faust, Jon & Rogers, John H. & Wang, Shing-Yi B. & Wright, Jonathan H., 2007. "The high-frequency response of exchange rates and interest rates to macroeconomic announcements," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1051-1068, May.
- Takatoshi Ito & Kunio Okina & Juro Teranishi, 1988.
"News and the Dollar/Yen Exchange Rate, 1931-1933: The End of the Gold Standard, Imperialism, and the Great Depression,"
NBER Working Papers
2683, National Bureau of Economic Research, Inc.
- Ito Takatoshi & Okina Kunio & Teranishi Juro, 1993. "News and the Dollar/Yen Exchange Rate, 1931-1933: The End of the Gold Standard, Imperialism, and the Great Depression," Journal of the Japanese and International Economies, Elsevier, vol. 7(2), pages 107-131, June.
- Chang, Yuanchen & Taylor, Stephen J., 1998. "Intraday effects of foreign exchange intervention by the Bank of Japan1," Journal of International Money and Finance, Elsevier, vol. 17(1), pages 191-210, February.
- Nikkinen, Jussi & Omran, Mohammed & Sahlstrom, Petri & Aijo, Janne, 2006. "Global stock market reactions to scheduled U.S. macroeconomic news announcements," Global Finance Journal, Elsevier, vol. 17(1), pages 92-104, September.
- Hu, May & Li, Yunfeng & Yang, Jingjing & Chao, Chi-Chur, 2016. "Actual intervention and verbal intervention in the Chinese RMB exchange rate," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 499-508.
- Martin D. D. Evans & Richard K. Lyons, 2017.
"How is Macro News Transmitted to Exchange Rates?,"
World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 14, pages 547-596,
World Scientific Publishing Co. Pte. Ltd..
- Martin D. D. Evans & Richard K. Lyons, 2003. "How is Macro News Transmitted to Exchange Rates?," NBER Working Papers 9433, National Bureau of Economic Research, Inc.
- Evans, Martin D.D. & Lyons, Richard K., 2008. "How is macro news transmitted to exchange rates?," Journal of Financial Economics, Elsevier, vol. 88(1), pages 26-50, April.
- Chris Brooks & Melvin J. Hinich, 2001. "A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates," ICMA Centre Discussion Papers in Finance icma-dp2001-04, Henley Business School, University of Reading.
- Fornari, Fabio & Monticelli, Carlo & Pericoli, Marcello & Tivegna, Massimo, 2002.
"The impact of news on the exchange rate of the lira and long-term interest rates,"
Economic Modelling, Elsevier, vol. 19(4), pages 611-639, August.
- Fabio Fornari & Carlo Monticelli & Marcello Pericoli & Massimo Tivegna, 1999. "The Impact of News on the Exchange Rate of the Lira and Long-Term Interest Rates," Temi di discussione (Economic working papers) 358, Bank of Italy, Economic Research and International Relations Area.
- Tao Chen, 2018. "Does Investor Attention Matter To Renminbi Trading?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 63(03), pages 667-689, June.
- Ito, Takatoshi & Hashimoto, Yuko, 2006.
"Intraday seasonality in activities of the foreign exchange markets: Evidence from the electronic broking system,"
Journal of the Japanese and International Economies, Elsevier, vol. 20(4), pages 637-664, December.
- Takatoshi Ito & Yuko Hashimoto, 2006. "Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System," NBER Working Papers 12413, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Yuko Hashimoto, 2006. "Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System," CIRJE F-Series CIRJE-F-407, CIRJE, Faculty of Economics, University of Tokyo.
- Dominguez, Kathryn M.E. & Panthaki, Freyan, 2006.
"What defines `news' in foreign exchange markets?,"
Journal of International Money and Finance, Elsevier, vol. 25(1), pages 168-198, February.
- Kathryn Dominguez & Freyan Panthaki, 2005. "What Defines 'News' in Foreign Exchange Markets," Working Papers 547, Research Seminar in International Economics, University of Michigan.
- Kathryn Dominguez & Freyan Panthaki, 2005. "What Defines "News" in Foreign Exchange Markets?," NBER Working Papers 11769, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Engle, Robert F. & Lin, Wen-Ling, 1992.
"Where does the meteor shower come from? : The role of stochastic policy coordination,"
Journal of International Economics, Elsevier, vol. 32(3-4), pages 221-240, May.
- Takatoshi Ito & Robert F. Engle & Wen-Ling Lin, 1990. "Where Does the Meteor Shower Come From? The Role of Stochastic Policy Coordination," NBER Working Papers 3504, National Bureau of Economic Research, Inc.
- J Fedderke & P Flamand, 2005.
"Macroeconomic News “Surprises” and the Rand/Dollar Exchange Rate,"
Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 29(3), pages 1-16, December.
- Johannes W. Fedderke & Philippe Flamand, 2005. "Macroeconomic News ‘Surprises’ and the Rand/Dollar Exchange Rate," Working Papers 018, Economic Research Southern Africa.
- Tanner, Glenn, 1997. "A note on economic news and intraday exchange rates," Journal of Banking & Finance, Elsevier, vol. 21(4), pages 573-585, April.
- Evans, Martin D.D. & Lyons, Richard K., 2005.
"Do currency markets absorb news quickly?,"
Journal of International Money and Finance, Elsevier, vol. 24(2), pages 197-217, March.
- Martin D. D. Evans & Richard K. Lyons, 2017. "Do Currency Markets Absorb News Quickly?," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 12, pages 477-505, World Scientific Publishing Co. Pte. Ltd..
- Martin D.D. Evans & Richard K. Lyons, 2005. "Do Currency Markets Absorb News Quickly?," NBER Working Papers 11041, National Bureau of Economic Research, Inc.
- Dornbusch, Rudiger & Frankel, Jeffrey, 1988.
"The Flexible Exchange Rate System: Experience and Alternatives,"
Department of Economics, Working Paper Series
qt5ct1w459, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Rudiger Dornbusch and Jeffrey Frankel., 1988. "The Flexible Exchange Rate System: Experience and Alternatives," Economics Working Papers 8868, University of California at Berkeley.
- Rudiger Dornbusch & Jeffrey Frankel, 1988. "The Flexible Exchange Rate System: Experience and Alternatives," International Economic Association Series, in: Silvio Borner (ed.), International Finance and Trade in a Polycentric World, chapter 7, pages 151-208, Palgrave Macmillan.
- Rudiger Dornbusch & Jeffrey A. Frankel, 1987. "The Flexible Exchange Rate System: Experience and Alternatives," NBER Working Papers 2464, National Bureau of Economic Research, Inc.
- Aggarwal, Raj & Schirm, David C., 1998. "Asymmetric impact of trade balance news on asset prices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(1), pages 83-100, January.
- Rasmus Fatum & Michael Hutchison, 2002.
"ECB Foreign Exchange Intervention and the EURO: Institutional Framework, News, and Intervention,"
Open Economies Review, Springer, vol. 13(4), pages 413-425, October.
- Rasmus Fatum & Michael M. Hutchison, "undated". "ECB Foreign Exchange Intervention and the Euro: Institutional Framework, News and Intervention," EPRU Working Paper Series 02-10, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- David-Jan Jansen & Jakob de Haan & Jakob de Haan, 2003. "Statements of ECB Officials and their Effect on the Level and Volatility of the Euro-Dollar Exchange Rate," CESifo Working Paper Series 927, CESifo.
- Adrian Cantemir CALIN, 2015. "The Impact of Trade Announcements on Financial Markets. An Event Study Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 81-91, June.
- Giancarlo Corsetti & Romain Lafarguette & Arnaud Mehl, 2019.
"Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market,"
Discussion Papers
1914, Centre for Macroeconomics (CFM).
- Corsetti, G. & Lafarguette, R. & Mehl, A., 2019. "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market," Cambridge Working Papers in Economics 1970, Faculty of Economics, University of Cambridge.
- Corsetti, Giancarlo & Lafarguette, Romain & Mehl, Arnaud, 2019. "Fast trading and the virtue of entropy: evidence from the foreign exchange market," Working Paper Series 2300, European Central Bank.
- Imane El Ouadghiri, 2015. "Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis," EconomiX Working Papers 2015-17, University of Paris Nanterre, EconomiX.
- Narayan, Paresh Kumar & Bannigidadmath, Deepa & Narayan, Seema, 2021. "How much does economic news influence bilateral exchange rates?," Journal of International Money and Finance, Elsevier, vol. 115(C).
- Rasmus Fatum & Michael M. Hutchison & Thomas Wu, 2010.
"Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates,"
Globalization Institute Working Papers
49, Federal Reserve Bank of Dallas.
- Fatum, Rasmus & Hutchison, Michael & Wu, Thomas, 2012. "Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates," Journal of the Japanese and International Economies, Elsevier, vol. 26(4), pages 542-560.
- Yuko Hashimoto & Takatoshi Ito, 2009. "Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture," NBER Working Papers 15020, National Bureau of Economic Research, Inc.
- DeGennaro, Ramon P. & Shrieves, Ronald E., 1997. "Public information releases, private information arrival and volatility in the foreign exchange market," Journal of Empirical Finance, Elsevier, vol. 4(4), pages 295-315, December.
- Breedon, Francis & Vitale, Paolo, 2010. "An empirical study of portfolio-balance and information effects of order flow on exchange rates," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 504-524, April.
- Works, Richard Floyd, 2016. "Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory," MPRA Paper 76382, University Library of Munich, Germany.
- Paolo Vitale, 2007.
"A Guided Tour Of The Market Microstructure Approach To Exchange Rate Determination,"
Journal of Economic Surveys, Wiley Blackwell, vol. 21(5), pages 903-934, December.
- Vitale, Paolo, 2004. "A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination," CEPR Discussion Papers 4530, C.E.P.R. Discussion Papers.
- Kentaro Iwatsubo & Yoshihiro Kitamura, 2009.
"Intraday evidence of the informational efficiency of the yen/dollar exchange rate,"
Applied Financial Economics, Taylor & Francis Journals, vol. 19(14), pages 1103-1115.
- Kentaro Iwatsubo & Yoshihiro Kitamura, 2008. "Intraday Evidence of the Informational Efficiency of the Yen/Dollar Exchange Rate," Discussion Papers 0801, Graduate School of Economics, Kobe University.
- Rasmus Fatum & Michael M. Hutchison, 2002.
"Effectiveness of official daily foreign exchange market intervention operations in Japan,"
Pacific Basin Working Paper Series
2003-01, Federal Reserve Bank of San Francisco.
- Rasmus Fatum & Michael Hutchison, 2003. "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," NBER Working Papers 9648, National Bureau of Economic Research, Inc.
- Fatum, Rasmus & Hutchison, Michael M., 2003. "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," Santa Cruz Center for International Economics, Working Paper Series qt2883n7z5, Center for International Economics, UC Santa Cruz.
- Fatum, Rasmus & Hutchison, Michael M., 2003. "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," Santa Cruz Department of Economics, Working Paper Series qt3rg5p5j2, Department of Economics, UC Santa Cruz.
- Fatum, Rasmus & Hutchison, Michael, 2006. "Effectiveness of official daily foreign exchange market intervention operations in Japan," Journal of International Money and Finance, Elsevier, vol. 25(2), pages 199-219, March.
- Fatum, Rasmus & Hutchison, Michael M., 2003. "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," Santa Cruz Department of Economics, Working Paper Series qt2883n7z5, Department of Economics, UC Santa Cruz.
- Rafael R. Rebitzky, 2010. "The Influence Of Fundamentals On Exchange Rates: Findings From Analyses Of News Effects," Journal of Economic Surveys, Wiley Blackwell, vol. 24(4), pages 680-704, September.
- Laopodis, N. T., 1998. "Asymmetric volatility spillovers in deutsche mark exchange rates," Journal of Multinational Financial Management, Elsevier, vol. 8(4), pages 413-430, November.
- Takayuki Mizuno & Takaaki Ohnishi & Tsutomu Watanabe, 2015. "Novel and topical business news and their impact on stock market activities," CARF F-Series CARF-F-366, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Hashimoto, Yuko, 2005. "The impact of the Japanese banking crisis on the intraday FX market in late 1997," Journal of Asian Economics, Elsevier, vol. 16(2), pages 205-222, April.
- Nagayasu, Jun, 2003. "Asymmetric effects of monetary indicators on the Japanese yen," Japan and the World Economy, Elsevier, vol. 15(2), pages 143-159, April.
- Michael Melvin & Christian Saborowski & Michael Sager & Mark P. Taylor, 2009.
"Bank of England Interest Rate Announcements and the Foreign Exchange Market,"
CESifo Working Paper Series
2613, CESifo.
- Michael Melvin & Christian Saborowski & Michael Sager & Mark P. Tayor, 2010. "Bank of England Interest Rate Announcements and the Foreign Exchange Market," International Journal of Central Banking, International Journal of Central Banking, vol. 6(3), pages 211-247, September.
- Connolly, Robert A. & Wang, F. Albert, 2003. "International equity market comovements: Economic fundamentals or contagion?," Pacific-Basin Finance Journal, Elsevier, vol. 11(1), pages 23-43, January.
- Rasmus Fatum & Michael Hutchison & Thomas Wu, 2008. "Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan," EPRU Working Paper Series 2009-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Jan 2009.
- Takayuki Mizuno & Takaaki Ohnishi & Tsutomu Watanabe, 2015. "Novel and topical business news and their impact on stock market activities," UTokyo Price Project Working Paper Series 055, University of Tokyo, Graduate School of Economics.
- M. D. Mckenzie & R. D. Brooks, 2003. "The role of information in Hong Kong individual stock futures trading," Applied Financial Economics, Taylor & Francis Journals, vol. 13(2), pages 123-131.
- Yuko Hashimoto, 2004. "The Impact of the Japanese Banking Crisis on the Intraday FX Market," Econometric Society 2004 Far Eastern Meetings 679, Econometric Society.
- Takatoshi Ito, 1986. "The Intra-Daily Exchange Rate Dynamics and Monetary Policies After the G5 Agreement," NBER Working Papers 2048, National Bureau of Economic Research, Inc.
- Takatoshi Ito & V. Vance Roley, 1988.
"Intraday Yen/Dollar Exchange Rate Movements: News or Noise?,"
NBER Working Papers
2703, National Bureau of Economic Research, Inc.
- Takatoshi Ito & V. Vance Roley, 1988. "Intraday yen/dollar exchange rate movements: news or noise?," Research Working Paper 88-07, Federal Reserve Bank of Kansas City.
- Angelo Ranaldo, 2007.
"Segmentation and Time-of-Day Patterns in Foreign Exchange Markets,"
Working Papers
2007-03, Swiss National Bank.
- Ranaldo, Angelo, 2009. "Segmentation and time-of-day patterns in foreign exchange markets," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2199-2206, December.
- Teona Shugliashvili, 2023. "The words have power: the impact of news on exchange rates," FFA Working Papers 5.006, Prague University of Economics and Business, revised 31 Jul 2023.
- Pearce, Douglas K. & Solakoglu, M. Nihat, 2007. "Macroeconomic news and exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(4), pages 307-325, October.
- Andersen, Torben G & Bollerslev, Tim, 1997.
"Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns,"
Journal of Finance, American Finance Association, vol. 52(3), pages 975-1005, July.
- Torben G. Andersen & Tim Bollerslev, 1996. "Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns," NBER Working Papers 5752, National Bureau of Economic Research, Inc.
- Ryohei Hisano & Didier Sornette & Takayuki Mizuno & Takaaki Ohnishi & Tsutomu Watanabe, 2012. "High quality topic extraction from business news explains abnormal financial market volatility," CARF F-Series CARF-F-299, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- POPOVICI, Oana Cristina, 2015. "A Volatility Analysis Of The Euro Currency And The Bond Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(1), pages 67-79.
- Almeida, Alvaro & Goodhart, Charles & Payne, Richard, 1997. "The effects of macroeconomic 'news' on high frequency exchange rate behaviour," LSE Research Online Documents on Economics 119153, London School of Economics and Political Science, LSE Library.
- Hashimoto, Yuko & Ito, Takatoshi, 2010. "Effects of Japanese macroeconomic statistic announcements on the dollar/yen exchange rate: High-resolution picture," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 334-354, September.
- Christopher J. Neely, 2011. "A survey of announcement effects on foreign exchange volatility and jumps," Review, Federal Reserve Bank of St. Louis, vol. 93(Sep), pages 361-385.
- Suk-Joong Kim & Michael D. McKenzie & Robert W. Faff, 2018.
"Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets,"
World Scientific Book Chapters, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 5, pages 151-174,
World Scientific Publishing Co. Pte. Ltd..
- Kim, Suk-Joong & McKenzie, Michael D. & Faff, Robert W., 2004. "Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets," Journal of Multinational Financial Management, Elsevier, vol. 14(3), pages 217-232, July.
- Ryohei Hisano & Didier Sornette & Takayuki Mizuno & Takaaki Ohnishi & Tsutomu Watanabe, 2013. "High Quality Topic Extraction from Business News Explains Abnormal Financial Market Volatility," PLOS ONE, Public Library of Science, vol. 8(6), pages 1-12, June.
- Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1995. "Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets," CIRANO Working Papers 95s-42, CIRANO.
- Vitale, Paolo, 1999. "Sterilised central bank intervention in the foreign exchange market," Journal of International Economics, Elsevier, vol. 49(2), pages 245-267, December.
- Tse, Y. K. & Tsui, Albert K. C., 1997. "Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar," Pacific-Basin Finance Journal, Elsevier, vol. 5(3), pages 345-356, July.
- Khademalomoom, Siroos & Narayan, Paresh Kumar, 2019. "Intraday effects of the currency market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 65-77.
- Osler, Carol & Savaser, Tanseli, 2011.
"Extreme returns: The case of currencies,"
Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2868-2880, November.
- Carol Osler & Tanseli Savaser, 2010. "Extreme Returns: The Case of Currencies," Working Papers 04, Brandeis University, Department of Economics and International Business School.
- Vitale, P., 1997.
"Speculative Noise Trading and Manipulation in the Foreign Exchange Market,"
Economics Working Papers
eco97/23, European University Institute.
- Vitale, Paolo, 2000. "Speculative noise trading and manipulation in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 19(5), pages 689-712, October.
- Ibrahim Chowdhury & Lucio Sarno, 2004. "Time‐Varying Volatility in the Foreign Exchange Market: New Evidence on its Persistence and on Currency Spillovers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(5‐6), pages 759-793, June.
- Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005. "How is Macro News Transmitted to Exchange Rates? (December 2003)," Working Papers gueconwpa~05-05-05, Georgetown University, Department of Economics.
- Munazza Jabeen & Abdul Rashid & Hajra Ihsan, 2022. "The news effects on exchange rate returns and volatility: Evidence from Pakistan," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 745-769, January.
- Ryohei Hisano & Didier Sornette & Takayuki Mizuno & Takaaki Ohnishi & Tsutomu Watanabe, 2012. "High quality topic extraction from business news explains abnormal financial market volatility," UTokyo Price Project Working Paper Series 002, University of Tokyo, Graduate School of Economics.
- S. Rubun Dey & Christopher J. Neely, 2010. "A survey of announcement effects on foreign exchange returns," Review, Federal Reserve Bank of St. Louis, vol. 92(Sep), pages 417-464.
- Andersen, Torben G. & Bollerslev, Tim & Cai, Jun, 2000. "Intraday and interday volatility in the Japanese stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(2), pages 107-130, June.
- Jansen, David-Jan & De Haan, Jakob, 2005. "Talking heads: the effects of ECB statements on the euro-dollar exchange rate," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 343-361, March.
- Reinhold Heinlein & Gabriele M. Lepori, 2022. "Do financial markets respond to macroeconomic surprises? Evidence from the UK," Empirical Economics, Springer, vol. 62(5), pages 2329-2371, May.
- Simpson, Marc W. & Ramchander, Sanjay & Chaudhry, Mukesh, 2005. "The impact of macroeconomic surprises on spot and forward foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 24(5), pages 693-718, September.
- Savaser, Tanseli, 2011. "Exchange rate response to macronews: Through the lens of microstructure," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(1), pages 107-126, February.
- Martin Evans and Richard Lyons, 2007. "How Is Macro News Transmitted to Exchange Rates?," Working Papers gueconwpa~07-07-10, Georgetown University, Department of Economics.
- Tanseli Savaser, 2007. "Exchange Rate Response to Macro News: Through the Lens of Microstructure," Department of Economics Working Papers 2007-02, Department of Economics, Williams College.
- Takayuki Mizuno & Takaaki Ohnishi & Tsutomu Watanabe, 2015. "Novel and topical business news and their impact on stock market activities," Papers 1507.06477, arXiv.org.
- Zhang, Hao, 2018. "Intraday patterns in foreign exchange returns and realized volatility," Finance Research Letters, Elsevier, vol. 27(C), pages 99-104.
- Clements, A.E. & Hurn, A.S. & Volkov, V.V., 2016. "Common trends in global volatility," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 194-214.
- Torben G. Andersen & Tim Bollerslev, 1996. "DM-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies," NBER Working Papers 5783, National Bureau of Economic Research, Inc.
- Kedreth Hogan & Jahangir Sultan, 1994. "Foreign Exchange Market Reaction To The U.S.-Canada Free Trade Agreement," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(4), pages 539-549, December.
- Miyakoshi, Tatsuyoshi, 2002. "ARCH versus information-based variances: evidence from the Tokyo Stock Market," Japan and the World Economy, Elsevier, vol. 14(2), pages 215-231, April.
- N. T. Laopodis, 2003. "Stochastic behaviour of Deutsche mark exchange rates within EMS," Applied Financial Economics, Taylor & Francis Journals, vol. 13(9), pages 665-676.
- Mauro Bernardi & Leopoldo Catania & Lea Petrella, 2014. "Are news important to predict large losses?," Papers 1410.6898, arXiv.org, revised Oct 2014.
- V. Vance Roley & Gordon H. Sellon, 1998. "Market reaction to monetary policy nonannouncements," Research Working Paper 98-06, Federal Reserve Bank of Kansas City.
- Imane El Ouadghiri, 2015. "Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis," Working Papers hal-04141409, HAL.
- Cai, Jun & Cheung, Yan-Leung & Lee, Raymond S. K. & Melvin, Michael, 2001. "'Once-in-a-generation' yen volatility in 1998: fundamentals, intervention, and order flow," Journal of International Money and Finance, Elsevier, vol. 20(3), pages 327-347, June.
- Takatoshi Ito, 1986.
"The Intra-Daily Exchange Rate Dynamics and Monetary Policies After the G5 Agreement,"
NBER Working Papers
2048, National Bureau of Economic Research, Inc.
Cited by:
- Angelo Ranaldo, 2007.
"Segmentation and Time-of-Day Patterns in Foreign Exchange Markets,"
Working Papers
2007-03, Swiss National Bank.
- Ranaldo, Angelo, 2009. "Segmentation and time-of-day patterns in foreign exchange markets," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2199-2206, December.
- McCurdy, Thomas H & Morgan, Ieuan G, 1988. "Testing the Martingale Hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroscedasticity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(3), pages 187-202, July-Sept.
- Angelo Ranaldo, 2007.
"Segmentation and Time-of-Day Patterns in Foreign Exchange Markets,"
Working Papers
2007-03, Swiss National Bank.
- Takatoshi Ito, 1984.
"Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity,"
NBER Working Papers
1493, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 1988. "Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity," The Review of Economics and Statistics, MIT Press, vol. 70(2), pages 296-305, May.
Cited by:
- John Y. Campbell & Robert J. Shiller, 1986.
"Cointegration and Tests of Present Value Models,"
Cowles Foundation Discussion Papers
785, Cowles Foundation for Research in Economics, Yale University.
- Campbell, John Y & Shiller, Robert J, 1987. "Cointegration and Tests of Present Value Models," Journal of Political Economy, University of Chicago Press, vol. 95(5), pages 1062-1088, October.
- Campbell, John & Shiller, Robert, 1987. "Cointegration and Tests of Present Value Models," Scholarly Articles 3122490, Harvard University Department of Economics.
- John Y. Campbell & Robert J. Shiller, 1986. "Cointegration and Tests of Present Value Models," NBER Working Papers 1885, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Kunio Okina & Juro Teranishi, 1988.
"News and the Dollar/Yen Exchange Rate, 1931-1933: The End of the Gold Standard, Imperialism, and the Great Depression,"
NBER Working Papers
2683, National Bureau of Economic Research, Inc.
- Ito Takatoshi & Okina Kunio & Teranishi Juro, 1993. "News and the Dollar/Yen Exchange Rate, 1931-1933: The End of the Gold Standard, Imperialism, and the Great Depression," Journal of the Japanese and International Economies, Elsevier, vol. 7(2), pages 107-131, June.
- Frankel, Jeffrey A., 1992.
"The Evolving Japanese Financial System, and the Cost of Capital,"
Center for International and Development Economics Research (CIDER) Working Papers
233170, University of California-Berkeley, Department of Economics.
- Jeffrey A. Frankel., 1992. "The Evolving Japanese Financial System, and the Cost of Capital," Center for International and Development Economics Research (CIDER) Working Papers C92-002, University of California at Berkeley.
- Charles Engel, 1995.
"The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence,"
NBER Working Papers
5312, National Bureau of Economic Research, Inc.
- Engel, Charles, 1996. "The forward discount anomaly and the risk premium: A survey of recent evidence," Journal of Empirical Finance, Elsevier, vol. 3(2), pages 123-192, June.
- Jeffrey A. Frankel, 1992.
"Is Japan Creating a Yen Bloc in East Asia and the Pacific?,"
NBER Working Papers
4050, National Bureau of Economic Research, Inc.
- Jeffrey A. Frankel, 1992. "Is Japan creating a yen bloc in East Asia and the Pacific?," Pacific Basin Working Paper Series 92-09, Federal Reserve Bank of San Francisco.
- Frankel, Jeffrey A., 1993. "Is Japan Creating a Yen Bloc in East Asia and the Pacific?," Center for International and Development Economics Research (CIDER) Working Papers 233179, University of California-Berkeley, Department of Economics.
- Jeffrey A. Frankel., 1993. "Is Japan Creating a Yen Bloc in East Asia and the Pacific?," Center for International and Development Economics Research (CIDER) Working Papers C93-007, University of California at Berkeley.
- Jeffrey A. Frankel, 1993. "Is Japan Creating a Yen Bloc in East Asia and the Pacific?," NBER Chapters, in: Regionalism and Rivalry: Japan and the United States in Pacific Asia, pages 53-88, National Bureau of Economic Research, Inc.
- Takatoshi Ito & V. Vance Roley, 1986.
"News from the U.S. and Japan: which moves the yen/dollar exchange rate?,"
Research Working Paper
86-02, Federal Reserve Bank of Kansas City.
- Ito, Takatoshi & Roley, V. Vance, 1987. "News from the U.S. and Japan : Which moves the yen/dollar exchange rate?," Journal of Monetary Economics, Elsevier, vol. 19(2), pages 255-277, March.
- Takatoshi Ito & V. Vance Roley, 1986. "News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate?," NBER Working Papers 1853, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 1988.
"Foreign Exchange Rate Expectations: Micro Survey Data,"
NBER Working Papers
2679, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 1990. "Foreign Exchange Rate Expectations: Micro Survey Data," American Economic Review, American Economic Association, vol. 80(3), pages 434-449, June.
- V. Vance Roley, 1986. "U.S. Monetary Policy Regimes and U.S.-Japan Financial Relations," NBER Working Papers 1858, National Bureau of Economic Research, Inc.
- Shyh-Wei Chen, 2010. "Testing the hypothesis of market efficiency in the Taiwan-US forward exchange market since 1990," Applied Economics, Taylor & Francis Journals, vol. 42(1), pages 121-132.
- Bhatta, Guna Raj & Nepal, Rabindra & Harvie, Charles & Jayanthakumaran, Kankesu, 2022.
"Testing for the uncovered interest parity condition in a small open economy: A state space modelling approach,"
Journal of Asian Economics, Elsevier, vol. 82(C).
- Guna Raj Bhatta & Rabindra Nepal & Charles Harvie & Kankesu Jayanthakumaran, 2021. "Testing for uncovered interest parity conditions in a small open economy: A state space modelling approach," CAMA Working Papers 2021-56, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Firanchuk, Alexander (Фиранчук, Александр), 2017. "Illegal Re-Export and Analysis of the Effectiveness of the Russian Food Embargo in 2014 [Незаконный Реэкспорт И Анализ Эффективности Российского Продовольственного Эмбарго 2014 Года]," Working Papers 041705, Russian Presidential Academy of National Economy and Public Administration.
- Takatoshi Ito & V. Vance Roley, 1988.
"Intraday Yen/Dollar Exchange Rate Movements: News or Noise?,"
NBER Working Papers
2703, National Bureau of Economic Research, Inc.
- Takatoshi Ito & V. Vance Roley, 1988. "Intraday yen/dollar exchange rate movements: news or noise?," Research Working Paper 88-07, Federal Reserve Bank of Kansas City.
- Frankel, Jeffrey A. & Froot, Kenneth A., 1987.
"Short-term and long-term expectations of the yen/dollar exchange rate: Evidence from survey data,"
Journal of the Japanese and International Economies, Elsevier, vol. 1(3), pages 249-274, September.
- Jeffrey A. Frankel & Kenneth A. Froot, 1987. "Short-term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data," NBER Working Papers 2216, National Bureau of Economic Research, Inc.
- Jeffrey A. Frankel & Kenneth A. Froot, 1986. "Short-term and long-term expectations of the yen/dollar exchange rate: evidence from survey data," International Finance Discussion Papers 292, Board of Governors of the Federal Reserve System (U.S.).
- Ms. Kate Phylaktis, 1995.
"Capital Market Integration in the Pacific Basin Region: An Analysis of Real Interest Rate Linkages,"
IMF Working Papers
1995/133, International Monetary Fund.
- Phylaktis, Kate, 1997. "Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages," Pacific-Basin Finance Journal, Elsevier, vol. 5(2), pages 195-213, June.
- Chyng-Hua Shen, 1997. "Testing for foreign exchange market efficiency - a trivariate vector autoregressive approach," Applied Financial Economics, Taylor & Francis Journals, vol. 7(6), pages 711-719.
- Phylaktis, Kate, 1999. "Capital market integration in the Pacific Basin region: an impulse response analysis," Journal of International Money and Finance, Elsevier, vol. 18(2), pages 267-287, February.
- Takatoshi Ito, 1983.
"Capital Controls and Covered Interest Parity,"
NBER Working Papers
1187, National Bureau of Economic Research, Inc.
Cited by:
- Daniele Checchi, 1992. "Capital controls and distribution of income: Empirical evidence for Great Britain Japan and Australia," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(3), pages 558-587, September.
- Ajay Shah & Ila Patnaik, 2007.
"India's Experience with Capital Flows: The Elusive Quest for a Sustainable Current Account Deficit,"
NBER Chapters, in: Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences, pages 609-644,
National Bureau of Economic Research, Inc.
- Ajay Shah & Ila Patnaik, 2005. "India's Experience with Capital Flows: The Elusive Quest for a Sustainable Current Account Deficit," NBER Working Papers 11387, National Bureau of Economic Research, Inc.
- Jeffrey A. Frankel, 1992.
"Is Japan Creating a Yen Bloc in East Asia and the Pacific?,"
NBER Working Papers
4050, National Bureau of Economic Research, Inc.
- Jeffrey A. Frankel, 1992. "Is Japan creating a yen bloc in East Asia and the Pacific?," Pacific Basin Working Paper Series 92-09, Federal Reserve Bank of San Francisco.
- Frankel, Jeffrey A., 1993. "Is Japan Creating a Yen Bloc in East Asia and the Pacific?," Center for International and Development Economics Research (CIDER) Working Papers 233179, University of California-Berkeley, Department of Economics.
- Jeffrey A. Frankel., 1993. "Is Japan Creating a Yen Bloc in East Asia and the Pacific?," Center for International and Development Economics Research (CIDER) Working Papers C93-007, University of California at Berkeley.
- Jeffrey A. Frankel, 1993. "Is Japan Creating a Yen Bloc in East Asia and the Pacific?," NBER Chapters, in: Regionalism and Rivalry: Japan and the United States in Pacific Asia, pages 53-88, National Bureau of Economic Research, Inc.
- Takatoshi Ito & V. Vance Roley, 1986.
"News from the U.S. and Japan: which moves the yen/dollar exchange rate?,"
Research Working Paper
86-02, Federal Reserve Bank of Kansas City.
- Ito, Takatoshi & Roley, V. Vance, 1987. "News from the U.S. and Japan : Which moves the yen/dollar exchange rate?," Journal of Monetary Economics, Elsevier, vol. 19(2), pages 255-277, March.
- Takatoshi Ito & V. Vance Roley, 1986. "News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate?," NBER Working Papers 1853, National Bureau of Economic Research, Inc.
- V. Vance Roley, 1986. "U.S. Monetary Policy Regimes and U.S.-Japan Financial Relations," NBER Working Papers 1858, National Bureau of Economic Research, Inc.
- Richard C. Marston, 1992. "Determinants of Shrt-Term Real Interest Differentials Between Japan and the United States," NBER Working Papers 4167, National Bureau of Economic Research, Inc.
- Jeffrey A. Frankel & Kenneth A. Froot, 1986. "The Dollar as Speculative Bubble: A Tale of Fundamentalists and Chartists," NBER Working Papers 1854, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 1988.
"Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity,"
The Review of Economics and Statistics, MIT Press, vol. 70(2), pages 296-305, May.
- Takatoshi Ito, 1984. "Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity," NBER Working Papers 1493, National Bureau of Economic Research, Inc.
- Takatoshi Ito & V. Vance Roley, 1988.
"Intraday Yen/Dollar Exchange Rate Movements: News or Noise?,"
NBER Working Papers
2703, National Bureau of Economic Research, Inc.
- Takatoshi Ito & V. Vance Roley, 1988. "Intraday yen/dollar exchange rate movements: news or noise?," Research Working Paper 88-07, Federal Reserve Bank of Kansas City.
- Barry Eichengreen & Mariko Hatase, 2005. "Can a Rapidly-Growing Export-Oriented Economy Smoothly Exit an Exchange Rate Peg? Lessons for China from Japan's High-Growth Era," NBER Working Papers 11625, National Bureau of Economic Research, Inc.
- Zhitao Lin & Jinzhao Chen & Xingwang Qian, 2021.
"Capital controls and the volatility of the renminbi covered interest deviation,"
Post-Print
halshs-03436233, HAL.
- Zhitao Lin & Jinzhao Chen & Xingwang Qian, 2022. "Capital controls and the volatility of the renminbi covered interest deviation," Review of International Economics, Wiley Blackwell, vol. 30(1), pages 205-236, February.
- John H. Makin, 1984. "Exchange Rates and Taxes," NBER Working Papers 1350, National Bureau of Economic Research, Inc.
- Makram El-Shagi, 2010. "Capital controls and international interest rate differentials," Applied Economics, Taylor & Francis Journals, vol. 42(6), pages 681-688.
- An, Lian & Kim, Yoonbai & You, Yu, 2016. "Floating exchange rates and macroeconomic independence," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 23-35.
- John Geanakoplos & Takatoshi Ito, 1982.
"On Implicit Contracts and Involuntary Unemployment,"
Cowles Foundation Discussion Papers
640, Cowles Foundation for Research in Economics, Yale University.
Cited by:
- Rosen, Sherwin, 1985.
"Implicit Contracts: A Survey,"
Journal of Economic Literature, American Economic Association, vol. 23(3), pages 1144-1175, September.
- Sherwin Rosen, 1985. "Implicit Contracts: A Survey," NBER Working Papers 1635, National Bureau of Economic Research, Inc.
- Marco Guerrazzi & Pier Giuseppe Giribone, 2022.
"The dynamics of working hours and wages under implicit contracts,"
Bulletin of Economic Research, Wiley Blackwell, vol. 74(4), pages 1075-1094, October.
- Guerrazzi, Marco & Giribone, Pier Giuseppe, 2021. "The Dynamics of Working Hours and Wages Under Implicit Contracts," GLO Discussion Paper Series 818, Global Labor Organization (GLO).
- Guerrazzi, Marco & Giribone, Pier Giuseppe, 2019. "The dynamics of working hours and wages under implicit contracts," MPRA Paper 95978, University Library of Munich, Germany.
- Rosen, Sherwin, 1985.
"Implicit Contracts: A Survey,"
Journal of Economic Literature, American Economic Association, vol. 23(3), pages 1144-1175, September.
- Seppo Honkapohja & Takatoshi Ito, 1979.
"Non-Trivial Equilibrium in an Economy With Stochastic Rationing,"
NBER Working Papers
0322, National Bureau of Economic Research, Inc.
Cited by:
- Takatoshi Ito, 1979. "A Note on Stochastic Rationing Mechanisms," NBER Working Papers 0313, National Bureau of Economic Research, Inc.
- Seppo Honkapohja & Takatoshi Ito, 1979. "A Stochastic Approach to Disequilibrium Macroeconomics," NBER Technical Working Papers 0001, National Bureau of Economic Research, Inc.
- Weinrich, Gerd, 1984. "Les effets du changement du taux de salaire dans un état de chômage keynésien avec rationnement stochastique," L'Actualité Economique, Société Canadienne de Science Economique, vol. 60(4), pages 452-470, décembre.
Articles
- Ito, Takatoshi & Yabu, Tomoyoshi, 2020.
"Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy,"
Journal of the Japanese and International Economies, Elsevier, vol. 58(C).
See citations under working paper version above.
- Takatoshi Ito & Tomoyoshi Yabu, 2020. "Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy," NBER Working Papers 26644, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2019.
"Comment on “Indian Monetary Policy in the Time of Inflation Targeting and Demonetization”,"
Asian Economic Policy Review, Japan Center for Economic Research, vol. 14(1), pages 93-94, January.
Cited by:
- López-Villavicencio, Antonia & Pourroy, Marc, 2019.
"Does inflation targeting always matter for the ERPT? A robust approach,"
Journal of Macroeconomics, Elsevier, vol. 60(C), pages 360-377.
- Antonia Lopez Villavicencio & Marc Pourroy, 2019. "Does Inflation Targeting Always Matter for the ERPT? A robust approach," Post-Print hal-02082568, HAL.
- López-Villavicencio, Antonia & Pourroy, Marc, 2019.
"Does inflation targeting always matter for the ERPT? A robust approach,"
Journal of Macroeconomics, Elsevier, vol. 60(C), pages 360-377.
- Ito, Takatoshi & Yamada, Masahiro, 2018.
"Did the reform fix the London fix problem?,"
Journal of International Money and Finance, Elsevier, vol. 80(C), pages 75-95.
See citations under working paper version above.
- Takatoshi Ito & Masahiro Yamada, 2017. "Did the Reform Fix the London Fix Problem?," NBER Working Papers 23327, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2018.
"Changing International Financial Architecture: Growing Chinese Influence?,"
Asian Economic Policy Review, Japan Center for Economic Research, vol. 13(2), pages 192-214, July.
Cited by:
- Jong‐Wha Lee, 2018. "Comment on “Changing International Financial Architecture: Growing Chinese Influence?”," Asian Economic Policy Review, Japan Center for Economic Research, vol. 13(2), pages 215-216, July.
- Takatoshi Ito & Kazumasa Iwata & Colin McKenzie & Shujiro Urata, 2018. "Changing Global Financial and Trading Systems and Asia: Editors’ Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 13(2), pages 177-191, July.
- Miriam L. Campanella, 2019. "Far-Reaching Consequences of U.S. Financial Sanctions. The Dollar Shortage and the "Triffin Moment"," Working Papers 1285, Robert Triffin International.
- Takatoshi Ito & Kazumasa Iwata & Colin McKenzie & Shujiro Urata, 2018.
"Changing Global Financial and Trading Systems and Asia: Editors’ Overview,"
Asian Economic Policy Review, Japan Center for Economic Research, vol. 13(2), pages 177-191, July.
Cited by:
- Takatoshi Ito & Kazumasa Iwata & Colin McKenzie & Shujiro Urata, 2020. "Trade Wars: Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 15(1), pages 1-30, January.
- Takatoshi Ito & Kazumasa Iwata & Colin McKenzie & Shujiro Urata, 2018.
"Did Abenomics Succeed?: Editors' Overview,"
Asian Economic Policy Review, Japan Center for Economic Research, vol. 13(1), pages 1-22, January.
Cited by:
- Grabowiecki Jerzy, 2019. "Abenomics: from the “Great Stagnation” to the “Three-Arrows Strategy”," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 55(3), pages 201-211, September.
- Miguel Ángel Echarte Fernández & Sergio Luis Náñez Alonso & Ricardo Reier Forradellas & Javier Jorge-Vázquez, 2022. "From the Great Recession to the COVID-19 Pandemic: The Risk of Expansionary Monetary Policies," Risks, MDPI, vol. 10(2), pages 1-17, January.
- Takatoshi Ito, 2017.
"Growth Convergence and the Middle-Income Trap,"
Asian Development Review, MIT Press, vol. 34(1), pages 1-27, March.
Cited by:
- Cyn‐Young Park & Rogelio V. Mercado, 2020.
"Economic Convergence, Capital Accumulation, and Income Traps: Empirical Evidence,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 66(1), pages 26-58, March.
- Cyn-Young Park & Rogelio Mercado Jr., 2017. "Economic Convergence, Capital Accumulation, and Income Traps: Empirical Evidence," Trinity Economics Papers tep1117, Trinity College Dublin, Department of Economics.
- Wagner, Helmut, 2018. "Structural change, rebalancing, and the danger of a middle-income trap in China," BOFIT Policy Briefs 6/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
- Takatoshi Ito, 2018. "Changing International Financial Architecture: Growing Chinese Influence?," Asian Economic Policy Review, Japan Center for Economic Research, vol. 13(2), pages 192-214, July.
- Wagner, Helmut, 2018. "Structural change, rebalancing, and the danger of a middle-income trap in China," CEAMeS Discussion Paper Series 13/2018, University of Hagen, Center for East Asia Macro-economic Studies (CEAMeS).
- Amir Lebdioui & Keun Lee & Carlo Pietrobelli, 2021.
"Local-foreign technology interface, resource-based development, and industrial policy: how Chile and Malaysia are escaping the middle-income trap,"
The Journal of Technology Transfer, Springer, vol. 46(3), pages 660-685, June.
- Lebdioui, Amir & Lee, Keun & Pietrobelli, Carlo, 2020. "Local-foreign technology interface, resource-based development, and industrial policy: how Chile and Malaysia are escaping the middle-income trap," LSE Research Online Documents on Economics 105056, London School of Economics and Political Science, LSE Library.
- Alexandrov Nevski Sachs Semanou & Kamil Uslu, 2019. "Comparative Analysis of Growth Convergence in Selected West African Countries," Business and Economic Research, Macrothink Institute, vol. 9(3), pages 87-101, September.
- Prakarti Sharma & Nidhi Sharma, 2022. "An Examination of Per Capita Income Convergence in Emerging Market Economies," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 14(3), pages 319-347, September.
- Wiktor Błoch, 2021. "Determinants of the threat of the middle-income trap," Bank i Kredyt, Narodowy Bank Polski, vol. 52(4), pages 339-356.
- Cyn‐Young Park & Rogelio V. Mercado, 2020.
"Economic Convergence, Capital Accumulation, and Income Traps: Empirical Evidence,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 66(1), pages 26-58, March.
- Ito, Takatoshi & Yamada, Masahiro, 2017.
"Puzzles in the Tokyo fixing in the forex market: Order imbalances and Bank pricing,"
Journal of International Economics, Elsevier, vol. 109(C), pages 214-234.
See citations under working paper version above.
- Takatoshi Ito & Masahiro Yamada, 2016. "Puzzles in the Tokyo Fixing in the Forex Market: Order Imbalances and Bank Pricing," UTokyo Price Project Working Paper Series 069, University of Tokyo, Graduate School of Economics.
- Ito, Takatoshi, 2017.
"A new financial order in Asia: Will a RMB bloc emerge?,"
Journal of International Money and Finance, Elsevier, vol. 74(C), pages 232-257.
See citations under working paper version above.
- Takatoshi Ito, 2016. "A New Financial Order in Asia: Will a RMB bloc emerge?," NBER Working Papers 22755, National Bureau of Economic Research, Inc.
- Yamada, Masahiro & Ito, Takatoshi, 2017.
"The forex fixing reform and its impact on cost and risk of forex trading banks,"
Finance Research Letters, Elsevier, vol. 21(C), pages 157-162.
Cited by:
- Moeeni , Shahram & Tayebi , Komeil, 2018. "Is It Necessary to Restrict Forex Financial Trading? A Modified Model," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(1), pages 63-80, January.
- Evans, Martin D.D., 2018. "Forex trading and the WMR Fix," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 233-247.
- Martin Evans, 2014.
"Forex Trading and the WMR Fix,"
Working Papers
gueconwpa~14-14-03, Georgetown University, Department of Economics.
- Evans, Martin, 2017. "Forex Trading and the WMR Fix," MPRA Paper 81583, University Library of Munich, Germany, revised 25 Sep 2017.
- Evans, Martin, 2014. "Forex Trading and the WMR Fix," MPRA Paper 58151, University Library of Munich, Germany.
- Martinez, Valeria & Tse, Yiuman, 2019. "The impact of tick-size reductions in foreign currency futures markets," Finance Research Letters, Elsevier, vol. 28(C), pages 32-38.
- Michael Melvin & Wenqiang Pan & Petra Wikstrom, 2020.
"Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns,"
CESifo Working Paper Series
8143, CESifo.
- Melvin, Michael & Pan, Wenqiang & Wikstrom, Petra, 2020. "Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns," Journal of Financial Markets, Elsevier, vol. 51(C).
- Takatoshi Ito, 2017.
"Comment on “The Boom and Bust of the RMB's Internationalization: A Perspective from Cross-border Arbitrage”,"
Asian Economic Policy Review, Japan Center for Economic Research, vol. 12(2), pages 256-257, July.
Cited by:
- Takatoshi Ito & Kazumasa Iwata & Colin McKenzie & Shujiro Urata, 2017. "China's Financial Transformation: Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 12(2), pages 167-187, July.
- Ito, Takatoshi & Koibuchi, Satoshi & Sato, Kiyotaka & Shimizu, Junko, 2016.
"Exchange rate exposure and risk management: The case of Japanese exporting firms,"
Journal of the Japanese and International Economies, Elsevier, vol. 41(C), pages 17-29.
See citations under working paper version above.
- Takatoshi Ito & Satoshi Koibuchi & Kiyotaka Sato & Junko Shimizu, 2015. "Exchange Rate Exposure and Risk Management: The case of Japanese Exporting Firms," NBER Working Papers 21040, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2014.
"Comment on “International Transmission of People's Bank of China's Balance Sheet Expansion”,"
Asian Economic Policy Review, Japan Center for Economic Research, vol. 9(2), pages 299-300, July.
Cited by:
- Takatoshi Ito & Kazumasa Iwata & Colin McKenzie & Marcus Noland & Shujiro Urata, 2014. "China's Impact on the Rest of the World: Editors’ Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 9(2), pages 163-179, July.
- Takeo Hoshi & Takatoshi Ito, 2014.
"Defying gravity: can Japanese sovereign debt continue to increase without a crisis? [Fiscal discipline and the cost of public debt service: some estimates for OECD countries],"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 29(77), pages 5-44.
Cited by:
- Chen, Brian K. & Jalal, Hawre & Hashimoto, Hideki & Suen, Sze-chuan & Eggleston, Karen & Hurley, Michael & Schoemaker, Lena & Bhattacharya, Jay, 2016.
"Forecasting trends in disability in a super-aging society: Adapting the Future Elderly Model to Japan,"
The Journal of the Economics of Ageing, Elsevier, vol. 8(C), pages 42-51.
- Brian K. Chen & Hawre Jalal & Hideki Hashimoto & Sze-Chuan Suen & Karen Eggleston & Michael Hurley & Lena Schoemaker & Jay Bhattacharya, 2016. "Forecasting Trends in Disability in a Super-Aging Society: Adapting the Future Elderly Model to Japan," NBER Working Papers 21870, National Bureau of Economic Research, Inc.
- Randall S. Jones & Haruki Seitani, 2019. "Meeting fiscal challenges in Japan’s rapidly ageing society," OECD Economics Department Working Papers 1569, OECD Publishing.
- Selahattin İmrohoroğlu & Sagiri Kitao & Tomoaki Yamada, 2017.
"Can Guest Workers Solve Japan'S Fiscal Problems?,"
Economic Inquiry, Western Economic Association International, vol. 55(3), pages 1287-1307, July.
- Sagiri Kitao & Selahattin Imrohoroglu & Tomoaki Yamada, 2016. "Can Guest Workers Solve Japan's Fiscal Problems?," Working Papers e105, Tokyo Center for Economic Research.
- Selahattin IMROHOROGLU & KITAO Sagiri & YAMADA Tomoaki, 2015. "Can Guest Workers Solve Japan's Fiscal Problems?," Discussion papers 15129, Research Institute of Economy, Trade and Industry (RIETI).
- Boonlert Jitmaneeroj & John Ogwang, 2016. "An Empirical Analysis of Sovereign Credit Risk Co-movement between Japan and ASEAN Countries," Journal of Economics and Behavioral Studies, AMH International, vol. 8(4), pages 6-16.
- Gary D. Hansen & Selahattin Imrohoroglu, 2013.
"Fiscal Reform and Government Debt in Japan: A Neoclassical Perspective,"
IMES Discussion Paper Series
13-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Gary Hansen & Selo Imrohoroglu, 2013. "Fiscal Reform and Government Debt in Japan: A Neoclassical Perspective," NBER Working Papers 19431, National Bureau of Economic Research, Inc.
- Gary Hansen & Selahattin Imrohoroglu, 2016. "Fiscal Reform and Government Debt in Japan: A Neoclassical Perspective," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 201-224, July.
- Selahattin Imrohoroglu & Gary Hansen, 2013. "Fiscal Reform and Government Debt in Japan: A Neoclassical Perspective," 2013 Meeting Papers 697, Society for Economic Dynamics.
- Selahattin İMROHOROĞLU & KITAO Sagiri & YAMADA Tomoaki, 2018.
"Fiscal Sustainability in Japan: What to tackle?,"
Discussion papers
18064, Research Institute of Economy, Trade and Industry (RIETI).
- İmrohoroğlu, Selahattin & Kitao, Sagiri & Yamada, Tomoaki, 2019. "Fiscal sustainability in Japan: What to tackle?," The Journal of the Economics of Ageing, Elsevier, vol. 14(C).
- MIyamoto Hiroaki & Yoshino Naoyuki, 2021. "Effectiveness of Fiscal Policy in Aging Economies," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 17(3), pages 1-18, November.
- Kitao, Sagiri & Mikoshiba, Minamo, 2020.
"Females, the elderly, and also males: Demographic aging and macroeconomy in Japan,"
Journal of the Japanese and International Economies, Elsevier, vol. 56(C).
- Sagiri Kitao & Minamo Mikoshiba & Hikaru Takeuchi, 2019. "Females, the elderly, and also males: Demographic aging and macroeconomy in Japan," CAMA Working Papers 2019-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- KITAO Sagiri & MIKOSHIBA Minamo & TAKEUCHI Hikaru, 2019. "Females, the Elderly, and Also Males: Demographic Aging and Macroeconomy in Japan," Discussion papers 19039, Research Institute of Economy, Trade and Industry (RIETI).
- KITAO Sagiri, 2016.
"Policy Uncertainty and the Cost of Delaying Reform: A case of aging Japan,"
Discussion papers
16013, Research Institute of Economy, Trade and Industry (RIETI).
- Sagiri Kitao, 2018. "Policy Uncertainty and Cost of Delaying Reform: The Case of Aging Japan," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 27, pages 81-100, January.
- Junko Koeda & Yosuke Kimura, 2021.
"Government Debt Maturity in Japan: 1965 to the Present,"
Working Papers
2103, Waseda University, Faculty of Political Science and Economics.
- Junko Koeda & Yosuke Kimura, 2021. "Government Debt Maturity in Japan: 1965 to the Present," Working Papers e163, Tokyo Center for Economic Research.
- Naoyuki Yoshino & Farhad Taghizadeh-Hesary & Tetsuro Mizoguchi, 2018.
"Fiscal policy Conditions for Government Budget Stability and Economic Recovery: Comparative Analysis of Japan and Greece,"
Working Papers
id:12873, eSocialSciences.
- Yoshino, Naoyuki & Taghizadeh-Hesary, Farhad & Mizoguchi, Tetsuro, 2018. "Fiscal Policy Conditions for Government Budget Stability and Economic Recovery: Comparative Analysis of Japan and Greece," ADBI Working Papers 851, Asian Development Bank Institute.
- Shiro Armstrong and Tatsuyoshi Okimoto, 2016.
"Fiscal Sustainability in Japan,"
Asia and the Pacific Policy Studies
201620, Crawford School of Public Policy, The Australian National University.
- Shiro Armstrong & Tatsuyoshi Okimoto, 2016. "Fiscal Sustainability in Japan," Asia and the Pacific Policy Studies, Wiley Blackwell, vol. 3(2), pages 235-243, May.
- Tanweer Akram & Syed Al-Helal Uddin, 2021. "An empirical analysis of long-term Brazilian interest rates," PLOS ONE, Public Library of Science, vol. 16(9), pages 1-20, September.
- Jinho Choi & Alexander den Ruijter & Kimi Xu Jiang & Edmund Moshammer, 2022. "Japan’s sovereign rating in the post-pandemic era," Working Papers 52, European Stability Mechanism.
- Hideaki Matsuoka, 2020.
"Debt intolerance: Threshold level and composition,"
Working Papers
e147, Tokyo Center for Economic Research.
- Hideaki Matsuoka, 2020. "Debt intolerance: Threshold level and composition," Working Papers on Central Bank Communication 014, University of Tokyo, Graduate School of Economics.
- Matsuoka,Hideaki, 2020. "Debt Intolerance : Threshold Level and Composition," Policy Research Working Paper Series 9276, The World Bank.
- Hideaki Matsuoka, 2022. "Debt Intolerance: Threshold Level and Composition," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(4), pages 894-932, August.
- Naoyuki Yoshino & Tetsuro Mizoguchi & Farhad Taghizadeh-Hesary, 2017.
"Optimal Fiscal Policy Rule for Achieving Fiscal Sustainability: A Japanese Case Study,"
ADB Institute Series on Development Economics, in: Naoyuki Yoshino & Farhad Taghizadeh-Hesary (ed.), Japan’s Lost Decade, chapter 0, pages 59-75,
Springer.
- Yoshino, Naoyuki & Mizoguchi, Tetsuro & Taghizadeh-Hesary, Farhad, 2015. "Optimal Fiscal Policy Rule for Achieving Fiscal Sustainability: A Japanese Case Study," ADBI Working Papers 531, Asian Development Bank Institute.
- Sagiri Kitao & Selahattin Imrohoroglu & Tomoaki Yamada, 2013.
"Achieving Fiscal Balance in Japan,"
Economics Working Paper Archive at Hunter College
441, Hunter College Department of Economics.
- Tomoaki Yamada & Sagiri Kitao & Selahattin Imrohoroglu, 2013. "Achieving Fiscal Balance in Japan," 2013 Meeting Papers 736, Society for Economic Dynamics.
- Selahattin İmrohoroğlu & Sagiri Kitao & Tomoaki Yamada, 2016. "Achieving Fiscal Balance In Japan," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(1), pages 117-154, February.
- Selahattin Imrohoroglu, 2017. "Replacing Income Taxation with Consumption Taxation in Japan," CIGS Working Paper Series 17-008E, The Canon Institute for Global Studies.
- Akira Okamoto, 2025. "The optimum quantity of debt for an aging Japan: welfare and demographic dynamics," The Japanese Economic Review, Springer, vol. 76(1), pages 1-52, January.
- Keiichiro Kobayashi & Kozo Ueda, 2020.
"Secular stagnation and low interest rates under the fear of a government debt crisis,"
CAMA Working Papers
2020-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Keiichiro KOBAYASHI & Kozo Ueda, 2020. "Secular Stagnation and Low Interest Rates under the Fear of a Government Debt Crisis," CIGS Working Paper Series 20-008E, The Canon Institute for Global Studies.
- Keiichiro Kobayashi & Kozo Ueda, 2022. "Secular Stagnation and Low Interest Rates under the Fear of a Government Debt Crisis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(4), pages 779-824, June.
- Takatoshi Ito, 2021. "An Assessment of Abenomics: Evolution and Achievements," Asian Economic Policy Review, Japan Center for Economic Research, vol. 16(2), pages 190-219, July.
- Tomoyuki Nakajima & Shuhei Takahashi, 2017.
"The Optimum Quantity of Debt for Japan,"
UTokyo Price Project Working Paper Series
075, University of Tokyo, Graduate School of Economics.
- Nakajima, Tomoyuki & Takahashi, Shuhei, 2017. "The optimum quantity of debt for Japan," Journal of the Japanese and International Economies, Elsevier, vol. 46(C), pages 17-26.
- Tomoyuki Nakajima & Shuhei Takahashi, 2017. "The Optimum Quantity of Debt for Japan," CIGS Working Paper Series 17-009E, The Canon Institute for Global Studies.
- Tomoyuki Nakajima & Shuhei Takahashi, 2017. "The Optimum Quantity of Debt for Japan," KIER Working Papers 964, Kyoto University, Institute of Economic Research.
- J. Boeckx & P. Butzen & N. Cordemans & S. Ide, 2015. "Deflation in Japan, Abenomics and lessons for the euro area," Economic Review, National Bank of Belgium, issue i, pages 100-124, June.
- Anupam Das & Tanweer Akram, 2020. "A Keynesian analysis of Canadian government securities yields," PSL Quarterly Review, Economia civile, vol. 73(294), pages 241-260.
- Choi, Yoonseok & Hirata, Hideaki & Kim, Sunghyun Henry, 2017. "Tax reform in Japan: Is it welfare-enhancing?," Japan and the World Economy, Elsevier, vol. 42(C), pages 12-22.
- Christoph March & Robert K. Weizsäcker, 2020. "Coordinating intergenerational redistribution and the repayment of public debt: an experimental test of Tabellini (1991)," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 55(2), pages 301-323, August.
- KITAO Sagiri, 2016.
"When Do We Start? Pension reform in aging Japan,"
Discussion papers
16077, Research Institute of Economy, Trade and Industry (RIETI).
- Sagiri Kitao, 2017. "When do we Start? Pension reform in ageing Japan," The Japanese Economic Review, Springer, vol. 68(1), pages 26-47, March.
- Sagiri Kitao, 2017. "When do we Start? Pension reform in ageing Japan," The Japanese Economic Review, Japanese Economic Association, vol. 68(1), pages 26-47, March.
- Matsuoka, Hideaki, 2015. "Fiscal limits and sovereign default risk in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 38(C), pages 13-30.
- Andrea Fracasso, 2015. "Economic Rebalancing and Growth: the Japanese experience and China’s prospects," DEM Discussion Papers 2015/07, Department of Economics and Management.
- Hansen, Gary & İmrohoroğlu, Selahattin, 2018.
"Replacing income taxation with consumption taxation in Japan,"
Journal of the Japanese and International Economies, Elsevier, vol. 48(C), pages 15-28.
- Selahattin Imrohoroglu & Gary Hansen, 2017. "Replacing Income Taxation with Consumption Taxation in Japan," 2017 Meeting Papers 1114, Society for Economic Dynamics.
- Tanweer Akram & Syed Al-Helal Uddin, 2021. "The Empirics of Long-Term Mexican Government Bond Yields," Economics Working Paper Archive wp_984, Levy Economics Institute.
- Yongding Yu & Ting Lu, 2016. "China's Nonfinancial Corporate Debt Dynamics," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 24(1), pages 1-17, January.
- Noritaka Maebayashi & Kunihiko Konishi, 2016. "Sustainability of the public debt and wealth inequality in a general equilibrium model," Discussion Papers in Economics and Business 16-33, Osaka University, Graduate School of Economics.
- Tanweer Akram, 2021. "A Note Concerning the Dynamics of Government Bond Yields," The American Economist, Sage Publications, vol. 66(2), pages 323-339, October.
- Chen, Brian K. & Jalal, Hawre & Hashimoto, Hideki & Suen, Sze-chuan & Eggleston, Karen & Hurley, Michael & Schoemaker, Lena & Bhattacharya, Jay, 2016.
"Forecasting trends in disability in a super-aging society: Adapting the Future Elderly Model to Japan,"
The Journal of the Economics of Ageing, Elsevier, vol. 8(C), pages 42-51.
- Harada, Kimie & Ito, Takatoshi & Takahashi, Shuhei, 2013.
"Is the Distance to Default a good measure in predicting bank failures? A case study of Japanese major banks,"
Japan and the World Economy, Elsevier, vol. 27(C), pages 70-82.
Cited by:
- Asish Saha & Nor Hayati Ahmad & Lim Hick Eam & Siew Goh Yeok, 2019. "Assessing Bank Stability in Malaysia in the Framework of Distance to Default," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 15(2), pages 1-27.
- Sweder van Wijnbergen & Daniël Dimitrov, 2023.
"Macroprudential Regulation: A Risk Management Approach,"
Tinbergen Institute Discussion Papers
23-002/IV, Tinbergen Institute.
- Daniel Dimitrov & Sweder van Wijnbergen, 2023. "Macroprudential Regulation: A Risk Management Approach," Working Papers 765, DNB.
- Dimitrov, Daniel & van Wijnbergen, Sweder, 2023. "Macroprudential Regulation: A Risk Management Approach," CEPR Discussion Papers 17846, C.E.P.R. Discussion Papers.
- Kinateder, Harald & Choudhury, Tonmoy & Zaman, Rashid & Scagnelli, Simone D. & Sohel, Nurul, 2021. "Does boardroom gender diversity decrease credit risk in the financial sector? Worldwide evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
- Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015.
"Sovereigns and banks in the euro area: A tale of two crises,"
Working Papers
15-01, Asociación Española de Economía y Finanzas Internacionales.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015. "“Sovereigns and banks in the euro area: a tale of two crises”," IREA Working Papers 201504, University of Barcelona, Research Institute of Applied Economics, revised Jan 2015.
- Shouwei Li & Xin Sui & Tao Xu, 2015. "Loss distribution of interbank contagion risk," Applied Economics Letters, Taylor & Francis Journals, vol. 22(10), pages 830-834, July.
- Akhter, Selim & Daly, Kevin, 2017. "Contagion risk for Australian banks from global systemically important banks: Evidence from extreme events," Economic Modelling, Elsevier, vol. 63(C), pages 191-205.
- Dinh, Dung V. & Powell, Robert J. & Vo, Duc H., 2021. "Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach," Journal of Asian Economics, Elsevier, vol. 74(C).
- Kristóf, Tamás & Virág, Miklós, 2022. "EU-27 bank failure prediction with C5.0 decision trees and deep learning neural networks," Research in International Business and Finance, Elsevier, vol. 61(C).
- R.J. Powell, 2017. "New perspectives on bank risk in Malaysia," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1326217-132, January.
- Tonmoy Choudhury & Muhammad Kamran & Hadrian Geri Djajadikerta & Tapan Sarker, 2023. "Can Banks Sustain the Growth in Renewable Energy Supply? An International Evidence," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 35(1), pages 20-50, February.
- Takeo Hoshi & Takatoshi Ito, 2013.
"Is the Sky the Limit? Can Japanese Government Bonds Continue to Defy Gravity?,"
Asian Economic Policy Review, Japan Center for Economic Research, vol. 8(2), pages 218-247, December.
Cited by:
- Chalongphob Sussangkarn, 2018. "Comment on “Is Abe's Fiscal Policy Ricardian? What Does the Fiscal Theory of Prices Mean for Japan?â€," Asian Economic Policy Review, Japan Center for Economic Research, vol. 13(1), pages 64-65, January.
- Takatoshi Ito & Kazumasa Iwata & Colin McKenzie & Shujiro Urata, 2013. "Japan at the Crosswords: Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 8(2), pages 169-192, December.
- Braun, R. Anton & Joines, Douglas H., 2015. "The implications of a graying Japan for government policy," Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 1-23.
- Tanweer Akram & Syed Al-Helal Uddin, 2021. "An empirical analysis of long-term Brazilian interest rates," PLOS ONE, Public Library of Science, vol. 16(9), pages 1-20, September.
- Tanweer Akram, 2020. "A Simple Model of the Long-Term Interest Rate," Economics Working Paper Archive wp_951, Levy Economics Institute.
- Takero Doi, 2018. "Is Abe's Fiscal Policy Ricardian? What Does the Fiscal Theory of Prices Mean for Japan?," Asian Economic Policy Review, Japan Center for Economic Research, vol. 13(1), pages 46-63, January.
- Takatoshi Ito & Kazumasa Iwata & Colin McKenzie & Shujiro Urata, 2018. "Did Abenomics Succeed?: Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 13(1), pages 1-22, January.
- Tanweer Akram & Anupam Das, 2020. "The Empirics of Canadian Government Securities Yields," Economics Working Paper Archive wp_944, Levy Economics Institute.
- Takatoshi Ito, 2021. "An Assessment of Abenomics: Evolution and Achievements," Asian Economic Policy Review, Japan Center for Economic Research, vol. 16(2), pages 190-219, July.
- Tanweer Akram & Huiqing Li, 2020. "The Empirics of UK Gilts' Yields," Economics Working Paper Archive wp_969, Levy Economics Institute.
- Anupam Das & Tanweer Akram, 2020. "A Keynesian analysis of Canadian government securities yields," PSL Quarterly Review, Economia civile, vol. 73(294), pages 241-260.
- Kaoru Hosono, 2013. "Comment on “Is the Sky the Limit? Can Japanese Government Bonds Continue to Defy Gravity?”," Asian Economic Policy Review, Japan Center for Economic Research, vol. 8(2), pages 248-249, December.
- Andrea Fracasso, 2015. "Economic Rebalancing and Growth: the Japanese experience and China’s prospects," DEM Discussion Papers 2015/07, Department of Economics and Management.
- Sakuragawa, Masaya & Sakuragawa, Yukie, 2020. "Government fiscal projection and debt sustainability," Japan and the World Economy, Elsevier, vol. 54(C).
- Tanweer Akram, 2020. "A Note Concerning Government Bond Yields," Economics Working Paper Archive wp_977, Levy Economics Institute.
- Hagiwara, Reona, 2020. "Seigniorage and Japanese fiscal sustainability: Simulation analysis using an overlapping generations model," Economic Modelling, Elsevier, vol. 84(C), pages 340-356.
- Tanweer Akram, 2021. "A Note Concerning the Dynamics of Government Bond Yields," The American Economist, Sage Publications, vol. 66(2), pages 323-339, October.
- Tanweer Akram & Syed Al-Helal Uddin, 2020. "An Empirical Analysis of Long-Term Brazilian Interest Rates," Economics Working Paper Archive wp_956, Levy Economics Institute.
- R. Anton Braun & Douglas H. Joines, 2014. "The Implications of a graying japan for government policy," FRB Atlanta Working Paper 2014-18, Federal Reserve Bank of Atlanta.
- Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2012.
"Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability,"
Quantitative Finance, Taylor & Francis Journals, vol. 12(6), pages 893-905, March.
See citations under working paper version above.
- Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2008. "Random Walk or A Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability," NBER Working Papers 14160, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2012.
"Can Asia Overcome the IMF Stigma?,"
American Economic Review, American Economic Association, vol. 102(3), pages 198-202, May.
Cited by:
- Hur, Sewon & Kondo, Illenin O., 2016.
"A theory of rollover risk, sudden stops, and foreign reserves,"
Journal of International Economics, Elsevier, vol. 103(C), pages 44-63.
- Sewon Hur & Illenin O. Kondo, 2013. "A theory of rollover risk, sudden stops, and foreign reserves," International Finance Discussion Papers 1073, Board of Governors of the Federal Reserve System (U.S.).
- Takatoshi Ito, 2016.
"A New Financial Order in Asia: Will a RMB bloc emerge?,"
NBER Working Papers
22755, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 2017. "A new financial order in Asia: Will a RMB bloc emerge?," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 232-257.
- Essers, Dennis & Ide, Stefaan, 2019.
"The IMF and precautionary lending: An empirical evaluation of the selectivity and effectiveness of the Flexible Credit Line,"
Journal of International Money and Finance, Elsevier, vol. 92(C), pages 25-61.
- Dennis Essers & Stefaan Ide, 2017. "The IMF and precautionary lending : An empirical evaluation of the selectivity and effectiveness of the flexible credit line," Working Paper Research 323, National Bank of Belgium.
- Gehring, Kai & Lang, Valentin, 2020. "Stigma or cushion? IMF programs and sovereign creditworthiness," Journal of Development Economics, Elsevier, vol. 146(C).
- D. Essers & E. Vincent, 2017. "The global financial safety net :In need of repair ?," Economic Review, National Bank of Belgium, issue ii, pages 87-112, september.
- Takatoshi Ito, 2018. "Changing International Financial Architecture: Growing Chinese Influence?," Asian Economic Policy Review, Japan Center for Economic Research, vol. 13(2), pages 192-214, July.
- Kim, Hugh Hoikwang, 2020. "Information spillover of bailouts," Journal of Financial Intermediation, Elsevier, vol. 43(C).
- Beatrice D. Scheubel & Andrea Tafuro & Benjamin Vonessen, 2018. "STIGMA? WHAT STIGMA? A Contribution to the Debate on the Effectiveness of IMF Lending," CESifo Working Paper Series 7036, CESifo.
- Irina Andone & Beatrice D. Scheubel, 2017. "Memorable Encounters? Own and Neighbours' Experience with IMF Conditionality and IMF Stigma," CESifo Working Paper Series 6399, CESifo.
- Andone, Irina & Scheubel, Beatrice, 2019. "Once bitten: new evidence on the link between IMF conditionality and IMF stigma," Working Paper Series 2262, European Central Bank.
- Gurbachan Singh, 2013. "Is India Hedged Against Systemic Risk? An Attempt at an Answer," Review of Market Integration, India Development Foundation, vol. 5(1), pages 83-129, April.
- Scheubel, Beatrice & Tafuro, Andrea & Vonessen, Benjamin, 2018. "Stigma? What stigma? A contribution to the debate on financial market effects of IMF lending," Working Paper Series 2198, European Central Bank.
- Hur, Sewon & Kondo, Illenin O., 2016.
"A theory of rollover risk, sudden stops, and foreign reserves,"
Journal of International Economics, Elsevier, vol. 103(C), pages 44-63.
- Dominguez, Kathryn M.E. & Hashimoto, Yuko & Ito, Takatoshi, 2012.
"International reserves and the global financial crisis,"
Journal of International Economics, Elsevier, vol. 88(2), pages 388-406.
- Kathryn M. E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011. "International Reserves and the Global Financial Crisis," NBER Chapters, in: Global Financial Crisis, National Bureau of Economic Research, Inc.
See citations under working paper version above.- Kathryn M.E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011. "International Reserves and the Global Financial Crisis," NBER Working Papers 17362, National Bureau of Economic Research, Inc.
- Harada, Kimie & Ito, Takatoshi, 2011.
"Did mergers help Japanese mega-banks avoid failure? Analysis of the distance to default of banks,"
Journal of the Japanese and International Economies, Elsevier, vol. 25(1), pages 1-22, March.
See citations under working paper version above.
- Kimie Harada & Takatoshi Ito, 2008. "Did Mergers Help Japanese Mega-Banks Avoid Failure? Analysis of the Distance to Default of Banks," NBER Working Papers 14518, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2011.
"Reform of Financial Supervisory and Regulatory Regimes: What has Been Achieved and What is Still Missing,"
International Economic Journal, Taylor & Francis Journals, vol. 25(4), pages 553-569, December.
Cited by:
- Alex Coad & Masatoshi Kato, 2021.
"Growth paths and routes to exit: 'shadow of death' effects for new firms in Japan,"
Small Business Economics, Springer, vol. 57(3), pages 1145-1173, October.
- Alex Coad & Masatoshi Kato, 2018. "Growth paths and routes to exit: ‘Shadow of Death’ effects for new firms in Japan," Discussion Paper Series 185, School of Economics, Kwansei Gakuin University.
- Levy-Carciente, Sary & Kenett, Dror Y. & Avakian, Adam & Stanley, H. Eugene & Havlin, Shlomo, 2015. "Dynamical macroprudential stress testing using network theory," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 164-181.
- Dror Y. Kenett & Sary Levy-Carciente & Adam Avakian & H. Eugene Stanley & Shlomo Havlin, 2015. "Dynamical Macroprudential Stress Testing Using Network Theory," Working Papers 15-12, Office of Financial Research, US Department of the Treasury.
- Alex Coad & Masatoshi Kato, 2021.
"Growth paths and routes to exit: 'shadow of death' effects for new firms in Japan,"
Small Business Economics, Springer, vol. 57(3), pages 1145-1173, October.
- Takatoshi ITO & Akira KOJIMA & Colin MCKENZIE & Shujiro URATA, 2011.
"ASEAN Economy: Diversity, Disparities, and Dynamics: Editors' Overview,"
Asian Economic Policy Review, Japan Center for Economic Research, vol. 6(1), pages 1-21, June.
Cited by:
- Ergun Dogan & Koi Nyen Wong, 2020. "Sources and Channels of International Knowledge Spillovers in ASEAN‐5: The Role of Institutional Quality," Journal of International Development, John Wiley & Sons, Ltd., vol. 32(4), pages 470-486, May.
- Takatoshi ITO & Akira KOJIMA & Colin MCKENZIE & Shujiro URATA, 2010.
"The Environment and Climate Change: Editors' Overview,"
Asian Economic Policy Review, Japan Center for Economic Research, vol. 5(1), pages 1-18, June.
Cited by:
- Sassi, Maria & Cardaci, Alberto, 2013. "Impact of rainfall pattern on cereal market and food security in Sudan: Stochastic approach and CGE model," Food Policy, Elsevier, vol. 43(C), pages 321-331.
- Mah, Daphne Ngar-yin & van der Vleuten, Johannes Marinus & Hills, Peter & Tao, Julia, 2012. "Consumer perceptions of smart grid development: Results of a Hong Kong survey and policy implications," Energy Policy, Elsevier, vol. 49(C), pages 204-216.
- Hashimoto, Yuko & Ito, Takatoshi, 2010.
"Effects of Japanese macroeconomic statistic announcements on the dollar/yen exchange rate: High-resolution picture,"
Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 334-354, September.
Cited by:
- Yin-Wong Cheung & Rasmus Fatum & Yohei Yamamoto, 2017.
"The Exchange Rate Effects of Macro News after the Global Financial Crisis,"
GRU Working Paper Series
GRU_2017_007, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Cheung, Yin-Wong & Fatum, Rasmus & Yamamoto, Yohei, 2019. "The exchange rate effects of macro news after the global Financial Crisis," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 424-443.
- Yin-Wong Cheung & Rasmus Fatum & Yohei Yamamoto, 2017. "The Exchange Rate Effects of Macro News after the Global Financial Crisis," Globalization Institute Working Papers 305, Federal Reserve Bank of Dallas.
- Hutchison, Michael & Sushko, Vladyslav, 2013. "Impact of macro-economic surprises on carry trade activity," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1133-1147.
- Masahiro Yamada & Takatoshi Ito, 2020. "Price Discovery and Liquidity Recovery: Forex Market Reactions to Macro Announcements," NBER Working Papers 27036, National Bureau of Economic Research, Inc.
- Wang Tianqiong & Shu Yang & Shamila Saddique, 2017. "Effect of Economic Announcements on FX Fluctuations: Testing a Unified Approach for Prediction," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 631-640.
- Peter Koudijs, 2016. "The Boats That Did Not Sail: Asset Price Volatility in a Natural Experiment," Journal of Finance, American Finance Association, vol. 71(3), pages 1185-1226, June.
- Aki-Hiro Sato & Takaki Hayashi & Janusz A. Ho{l}yst, 2012. "Comprehensive Analysis of Market Conditions in the Foreign Exchange Market: Fluctuation Scaling and Variance-Covariance Matrix," Papers 1204.0426, arXiv.org.
- Rasmus Fatum & Michael M. Hutchison & Thomas Wu, 2010.
"Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates,"
Globalization Institute Working Papers
49, Federal Reserve Bank of Dallas.
- Fatum, Rasmus & Hutchison, Michael & Wu, Thomas, 2012. "Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates," Journal of the Japanese and International Economies, Elsevier, vol. 26(4), pages 542-560.
- Thomas Chuffart & Cyril Dell'Eva, 2020.
"The role of carry trades on the effectiveness of Japan's quantitative easing,"
Post-Print
hal-03157207, HAL.
- Thomas Chuffart & Cyril Dell'Eva, 2020. "The role of carry trades on the effectiveness of Japan's quantitative easing," International Economics, CEPII research center, issue 161, pages 30-40.
- Chuffart, Thomas & Dell'Eva, Cyril, 2020. "The role of carry trades on the effectiveness of Japan's quantitative easing," International Economics, Elsevier, vol. 161(C), pages 30-40.
- Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2012. "Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers 18541, National Bureau of Economic Research, Inc.
- Baum, Christopher F. & Kurov, Alexander & Wolfe, Marketa Halova, 2015.
"What do Chinese macro announcements tell us about the world economy?,"
Journal of International Money and Finance, Elsevier, vol. 59(C), pages 100-122.
- Christopher F Baum & Alexander Kurov & Marketa W. Halova, 2013. "What do Chinese Macro Announcements Tell Us About the World Economy?," Boston College Working Papers in Economics 834, Boston College Department of Economics, revised 01 Jun 2015.
- Takatoshi Ito & Masahiro Yamada, 2015. "Was the Forex Fixing Fixed?," NBER Working Papers 21518, National Bureau of Economic Research, Inc.
- Hattori, Takahiro & Yoshida, Jiro, 2023. "The impact of Bank of Japan’s exchange-traded fund purchases," Journal of Financial Stability, Elsevier, vol. 65(C).
- Evans, Kevin & Speight, Alan, 2010. "International macroeconomic announcements and intraday euro exchange rate volatility," Journal of the Japanese and International Economies, Elsevier, vol. 24(4), pages 552-568, December.
- Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2020. "Execution Risk and Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers 26706, National Bureau of Economic Research, Inc.
- Yamada, Masahiro & Ito, Takatoshi, 2022. "Price discovery and liquidity recovery: Forex market reactions to macro announcements," Journal of International Money and Finance, Elsevier, vol. 120(C).
- Munazza Jabeen & Abdul Rashid & Hajra Ihsan, 2022. "The news effects on exchange rate returns and volatility: Evidence from Pakistan," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 745-769, January.
- Ito, Takatoshi & Yamada, Masahiro, 2017.
"Puzzles in the Tokyo fixing in the forex market: Order imbalances and Bank pricing,"
Journal of International Economics, Elsevier, vol. 109(C), pages 214-234.
- Takatoshi Ito & Masahiro Yamada, 2016. "Puzzles in the Tokyo Fixing in the Forex Market: Order Imbalances and Bank Pricing," UTokyo Price Project Working Paper Series 069, University of Tokyo, Graduate School of Economics.
- Aki-Hiro Sato & Takaki Hayashi & Janusz Hołyst, 2012. "Comprehensive analysis of market conditions in the foreign exchange market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 7(2), pages 167-179, October.
- Takatoshi Ito & Masahiro Yamada, 2016. "Puzzles in the Forex Tokyo “Fixing”: Order Imbalances and Biased Pricing by Banks," NBER Working Papers 22820, National Bureau of Economic Research, Inc.
- Takahiro Hattori & Motoki Katano, 2020. "Do fiscal policy news shocks affect JGB yield? Evidence from COVID-19," Discussion papers ron334, Policy Research Institute, Ministry of Finance Japan.
- Firouzi, Shahrokh & Wang, Xiangning, 2021. "The interrelationship between order flow, exchange rate, and the role of American economic news," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Gau, Yin-Feng & Wu, Zhen-Xing, 2017. "Macroeconomic announcements and price discovery in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 232-254.
- Yin-Wong Cheung & Rasmus Fatum & Yohei Yamamoto, 2017.
"The Exchange Rate Effects of Macro News after the Global Financial Crisis,"
GRU Working Paper Series
GRU_2017_007, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Takatoshi ITO, 2010.
"China as Number One: How about the Renminbi?,"
Asian Economic Policy Review, Japan Center for Economic Research, vol. 5(2), pages 249-276, December.
Cited by:
- Gunther Schnabl & Kristina Spantig, 2016. "(De)Stabilizing Exchange Rate Strategies In East Asian Monetary And Economic Integration," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 61(02), pages 1-24, June.
- Marcel Fratzscher & Arnaud Mehl, 2014.
"China's Dominance Hypothesis and the Emergence of a Tri‐polar Global Currency System,"
Economic Journal, Royal Economic Society, vol. 124(581), pages 1343-1370, December.
- Fratzscher, Marcel & Mehl, Arnaud, 2011. "China's dominance hypothesis and the emergence of a tri-polar global currency system," Working Paper Series 1392, European Central Bank.
- Fratzscher, Marcel & Mehl, Arnaud, 2011. "China?s Dominance Hypothesis and the Emergence of a Tri-polar Global Currency System," CEPR Discussion Papers 8671, C.E.P.R. Discussion Papers.
- Frankel, Jeffrey A., 2012.
"Internationalization of the RMB and Historical Precedents,"
Scholarly Articles
10592469, Harvard Kennedy School of Government.
- Frankel, Jeffrey, 2012. "Internationalization of the RMB and Historical Precedents," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 27, pages 329-365.
- Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012.
"The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity,"
EconomiX Working Papers
2012-1, University of Paris Nanterre, EconomiX.
- Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012. "The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity," Post-Print hal-01385863, HAL.
- Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012. "The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity," Working Papers hal-04141141, HAL.
- Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012. "The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity," International Economics, CEPII research center, issue 132, pages 35-89.
- Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012. "The impact of external shocks in East Asia : lessons from a structural VAR model with block exogeneity," Post-Print halshs-00697310, HAL.
- Chinn, Menzie D. & Frankel, Jeffrey A. & Ito, Hiro, 2024.
"The dollar versus the euro as international reserve currencies,"
Journal of International Money and Finance, Elsevier, vol. 146(C).
- Menzie D. Chinn & Jeffrey A. Frankel & Hiro Ito, 2024. "The Dollar versus the Euro as International Reserve Currencies," NBER Working Papers 32387, National Bureau of Economic Research, Inc.
- Chow, Hwee Kwan, 2011.
"Towards an Expanded Role for Asian Currencies: Issues and Prospects,"
ADBI Working Papers
285, Asian Development Bank Institute.
- Hwee Kwan Chow, 2011. "Towards an Expanded Role for Asian Currencies : Issues and Prospects," Macroeconomics Working Papers 23251, East Asian Bureau of Economic Research.
- Hwee Kwan Chow, 2011. "Towards an Expanded Role for Asian Currencies : Issues and Prospects," Finance Working Papers 23251, East Asian Bureau of Economic Research.
- Takatoshi Ito, 2016.
"A New Financial Order in Asia: Will a RMB bloc emerge?,"
NBER Working Papers
22755, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 2017. "A new financial order in Asia: Will a RMB bloc emerge?," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 232-257.
- Fatum, Rasmus & Yamamoto, Yohei & Zhu, Guozhong, 2017.
"Is the Renminbi a safe haven?,"
Journal of International Money and Finance, Elsevier, vol. 79(C), pages 189-202.
- Rasmus Fatum & Yohei Yamamoto & Guozhong Zhu, 2016. "Is the Renminbi a safe haven?," Globalization Institute Working Papers 276, Federal Reserve Bank of Dallas.
- Rasmus Fatum & Yohei Yamamoto & Guozhong Zhu, 2016. "Is the Renminbi a Safe Haven?," Working Papers e109, Tokyo Center for Economic Research.
- Rasmas Fatum & Yohei Yamamoto & Guozhong Zhu, "undated". "Is the Renminbi a safe haven?," GRU Working Paper Series GRU_2016_018, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Metelli, Luca & Natoli, Filippo, 2017. "The effect of a Chinese slowdown on inflation in the euro area and the United States," Economic Modelling, Elsevier, vol. 62(C), pages 16-22.
- Takatoshi Ito & Kazumasa Iwata & Colin McKenzie & Marcus Noland & Shujiro Urata, 2014. "China's Impact on the Rest of the World: Editors’ Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 9(2), pages 163-179, July.
- Hyoung-kyu Chey & Yu Wai Vic Li, 2016. "Bringing the Central Bank into the Study of Currency Internationalization: Monetary Policy, Independence, and Internationalization," GRIPS Discussion Papers 15-23, National Graduate Institute for Policy Studies.
- Kunze, Frederik & Basse, Tobias & Wegener, Christoph & Spiwoks, Markus, 2018. "The emergence of the RMB: A "New Normal" for China's exchange rate system?," University of Göttingen Working Papers in Economics 348, University of Goettingen, Department of Economics.
- Hyoung-kyu Chey, 2015. "Renminbi in Ordinary Economies: A Demand-side Study of Currency Globalization," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 23(3), pages 1-21, May.
- Hyoung-kyu Chey & Geun-Young Kim & Dong Hyun Lee, 2016. "Who Are the First Users of a Newly-Emerging International Currency? A Demand-Side Study of Chinese Renminbi Internationalization," Working Papers 2016-19, Economic Research Institute, Bank of Korea.
- Balasubramaniam, Vimal & Patnaik, Ila & Shah, Ajay, 2011. "Who cares about the Chinese Yuan?," Working Papers 11/89, National Institute of Public Finance and Policy.
- Hyoung-kyu Chey, 2014. "A Demand-Side Analysis of Renminbi Internationalisation: The Renminbi in South Korea," GRIPS Discussion Papers 14-02, National Graduate Institute for Policy Studies.
- Yiping Huang & Peichu Xie & Jiao Wang, 2014. "International Transmission of the People's Bank of China's Balance Sheet Expansion," Asian Economic Policy Review, Japan Center for Economic Research, vol. 9(2), pages 276-296, July.
- Yiping Huang & Bijun Wang, 2011. "From the Asian Miracle to an Asian Century? Economic Transformation in the 2000s and Prospects for the 2010s," RBA Annual Conference Volume (Discontinued), in: Hugo Gerard & Jonathan Kearns (ed.),The Australian Economy in the 2000s, Reserve Bank of Australia.
- Takatoshi ITO, 2009.
"Comment on “Aging, Asset Markets, and Asset Returns: A View From Europe to Asia”,"
Asian Economic Policy Review, Japan Center for Economic Research, vol. 4(1), pages 93-94, June.
Cited by:
- Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2006.
"Editors’ Overview,"
Asian Economic Policy Review, Japan Center for Economic Research, vol. 1(1), pages 1-14, June.
- Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2008. "Editors’ Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 3(2), pages 163-179, December.
- Hal HILL & Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2008. "Editors’ Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 3(1), pages 1-18, June.
- Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2007. "Editors’ Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 2(2), pages 169-185, December.
- Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2006. "Editors’ Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 1(2), pages 201-214, December.
- Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2009. "Editors’ Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 4(1), pages 1-18, June.
- Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2007. "Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 2(1), pages 1-15, June.
- Prettner, Klaus & Bloom, David E. & Strulik, Holger, 2013.
"Declining fertility and economic well-being: Do education and health ride to the rescue?,"
Labour Economics, Elsevier, vol. 22(C), pages 70-79.
- Prettner, Klaus & Bloom, David E. & Strulik, Holger, 2012. "Declining Fertility and Economic Well-Being: Do Education and Health Ride to the Rescue?," IZA Discussion Papers 6527, Institute of Labor Economics (IZA).
- Klaus Prettner & David E. Bloom & Holger Strulik, 2012. "Declining fertility and economic well-being: do education and health ride to the rescue?," PGDA Working Papers 8412, Program on the Global Demography of Aging.
- Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2006.
"Editors’ Overview,"
Asian Economic Policy Review, Japan Center for Economic Research, vol. 1(1), pages 1-14, June.
- Takatoshi Ito & Keisuke Orii, 2009.
"Early Warning Systems of Currency Crises,"
Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 5(1), pages 1-24, October.
Cited by:
- Rosa Agustina Oyong & Rustam Didong & Sugiharso Safuan & Perry Warjiyo, 2018. "Early Detection of Indonesia's Vulnerability to Currency Crisis," International Journal of Economics and Financial Issues, Econjournals, vol. 8(1), pages 196-204.
- Takatoshi Ito, 2009.
"Fire, flood, and lifeboats: policy responses to the global crisis of 2007-09,"
Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 207-249.
Cited by:
- Samuel Brazys & Aidan Regan, 2016. "These Little PIIGS Went to Market: Enterprise Policy and Divergent Recovery in European Periphery," Working Papers 201517, Geary Institute, University College Dublin.
- Takaaki Ohnishi & Hideki Takayasu & Takatoshi Ito & Yuko Hashimoto & Tsutomu Watanabe & Misako Takayasu, 2008.
"Dynamics of quote and deal prices in the foreign exchange market,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 3(1), pages 99-106, June.
Cited by:
- Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2023.
"Crypto Wash Trading,"
Management Science, INFORMS, vol. 69(11), pages 6427-6454, November.
- Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2022. "Crypto Wash Trading," NBER Working Papers 30783, National Bureau of Economic Research, Inc.
- Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2021. "Crypto Wash Trading," Papers 2108.10984, arXiv.org.
- Tsuruhiko Nambu & Takaaki Ohnishi, 2010. "The dynamics and distribution of the area price in the Nord Pool," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 5(2), pages 181-189, December.
- Mehdi Lallouache & Frédéric Abergel, 2014. "Tick size reduction and price clustering in a FX order book," Post-Print hal-01006414, HAL.
- Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2023.
"Crypto Wash Trading,"
Management Science, INFORMS, vol. 69(11), pages 6427-6454, November.
- Takatoshi ITO, 2008.
"Comment on “The Role of Fiscal and Monetary Policies in Sustaining Growth With Stability in India”,"
Asian Economic Policy Review, Japan Center for Economic Research, vol. 3(2), pages 237-239, December.
Cited by:
- Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2006.
"Editors’ Overview,"
Asian Economic Policy Review, Japan Center for Economic Research, vol. 1(1), pages 1-14, June.
- Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2008. "Editors’ Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 3(2), pages 163-179, December.
- Hal HILL & Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2008. "Editors’ Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 3(1), pages 1-18, June.
- Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2007. "Editors’ Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 2(2), pages 169-185, December.
- Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2006. "Editors’ Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 1(2), pages 201-214, December.
- Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2009. "Editors’ Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 4(1), pages 1-18, June.
- Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2007. "Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 2(1), pages 1-15, June.
- Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2006.
"Editors’ Overview,"
Asian Economic Policy Review, Japan Center for Economic Research, vol. 1(1), pages 1-14, June.
- Takatoshi Ito & Kiyotaka Sato, 2008.
"Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: Vector Autoregression Analysis of the Exchange Rate Pass-Through,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(7), pages 1407-1438, October.
- Takatoshi Ito & Kiyotaka Sato, 2008. "Exchange Rate Changes and Inflation in Post‐Crisis Asian Economies: Vector Autoregression Analysis of the Exchange Rate Pass‐Through," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(7), pages 1407-1438, October.
Cited by:
- Muellbauer, John & Sinclair, Peter & Aron, Janine & Farrell, Greg, 2010. "Exchange Rate Pass-through and Monetary Policy in South Africa," CEPR Discussion Papers 8153, C.E.P.R. Discussion Papers.
- Ha,Jongrim & Stocker,Marc & Yilmazkuday,Hakan, 2019.
"Inflation and Exchange Rate Pass-Through,"
Policy Research Working Paper Series
8780, The World Bank.
- Ha, Jongrim & Marc Stocker, M. & Yilmazkuday, Hakan, 2020. "Inflation and exchange rate pass-through," Journal of International Money and Finance, Elsevier, vol. 105(C).
- Jongrim Ha & M. Marc Stocker & Hakan Yilmazkuday, 2020. "Inflation and Exchange Rate Pass-Through," Working Papers 2004, Florida International University, Department of Economics.
- Jiranyakul, Komain, 2018. "Exchange Rate Pass-through to Domestic Prices in Thailand, 2000-2017," MPRA Paper 87492, University Library of Munich, Germany.
- Tosapol Apaitan & Pym Manopimoke & Nuwat Nookhwun & Jettawat Pattararangrong, 2021. "Heterogeneity in Exchange Rate Pass-through to Import Prices in Thailand: Evidence from Micro Data," PIER Discussion Papers 167, Puey Ungphakorn Institute for Economic Research.
- Janine Aron & Ronald Macdonald & John Muellbauer, 2014. "Exchange Rate Pass-Through in Developing and Emerging Markets: A Survey of Conceptual, Methodological and Policy Issues, and Selected Empirical Findings," Journal of Development Studies, Taylor & Francis Journals, vol. 50(1), pages 101-143, January.
- Ahmad Zubaidi Baharumshah & Siew-Voon Soon & Mark E. Wohar, 2021. "Phillips Curve for the Asian Economies: A Nonlinear Perspective," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(12), pages 3508-3537, September.
- Idrisov, Georgy (Идрисов, Георгий) & Ponomarev, Yury (Пономарев, Юрий) & Pleskachev, Yury Andreevich (Плескачев, Юрий Андреевич), 2016. "Analysis of Joint Exchange Rate Pass-Through and Import Duty Rates in the Russian Economy [Анализ Совместного Эффекта Переноса Обменного Курса И Ввозных Пошлин В Цены В Российской Экономике]," Working Papers 1666, Russian Presidential Academy of National Economy and Public Administration.
- María Lorena Marí del Cristo & Marta Gómez-Puig, 2012.
"“Pass-through in dollarized countries: should Ecuador abandon the U.S. Dollar?”,"
IREA Working Papers
201216, University of Barcelona, Research Institute of Applied Economics, revised Oct 2012.
- Mar𨁌orena Mar𑁥l Cristo & Marta G -Puig, 2013. "Pass-through in dollarized countries: should Ecuador abandon the US dollar?," Applied Economics, Taylor & Francis Journals, vol. 45(31), pages 4395-4411, November.
- Etsuro Shioji, 2015.
"Time varying pass-through: Will the yen depreciation help Japan hit the inflation target?,"
UTokyo Price Project Working Paper Series
050, University of Tokyo, Graduate School of Economics.
- Shioji, Etsuro, 2015. "Time varying pass-through: Will the yen depreciation help Japan hit the inflation target?," Journal of the Japanese and International Economies, Elsevier, vol. 37(C), pages 43-58.
- Jiranyakul, Komain, 2018. "Exchange Rate Pass-through to Domestic Prices in Thailand, 2000-2017," MPRA Paper 109934, University Library of Munich, Germany.
- Etsuro Shioji, 2012. "The Evolution of the Exchange Rate Pass-Through in Japan:A Re-evaluation Based on Time-Varying Parameter VARs," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(1), pages 67-92, June.
- Christina Anderl & Guglielmo Maria Caporale, 2022.
"Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations,"
CESifo Working Paper Series
9544, CESifo.
- Anderl, Christina & Caporale, Guglielmo Maria, 2023. "Nonlinearities in the exchange rate pass-through: The role of inflation expectations," International Economics, Elsevier, vol. 173(C), pages 86-101.
- Wang, Yiwei & Wang, Ke & Chang, Chun-Ping, 2019. "The impacts of economic sanctions on exchange rate volatility," Economic Modelling, Elsevier, vol. 82(C), pages 58-65.
- Ganapati Mendali & Sanjukta Das, 2024. "Asymmetric Exchange Rate Pass-through in India: A Non-linear ARDL Approach," Foreign Trade Review, , vol. 59(3), pages 429-447, August.
- KAWASAKI Kentaro & SATO Kiyotaka, 2020.
"New Assessment of Economic Integration in East Asia: Application of Industry-Specific G-PPP Model,"
Discussion papers
20091, Research Institute of Economy, Trade and Industry (RIETI).
- Kawasaki, Kentaro & Sato, Kiyotaka, 2021. "A new assessment of economic integration in East Asia: Application of an industry-specific G-PPP model," Japan and the World Economy, Elsevier, vol. 60(C).
- Guo, Wei & Chen, Zhongfei & Šević, Aleksandar, 2021. "The political pressure from the US upon RMB exchange rate," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
- Zakaria Moussa, 2016. "How big is the comeback? Japanese exchange rate pass-through assessed by time-varying FAVAR," Post-Print hal-03714934, HAL.
- Yu Hsing, 2020. "A Simultaneous-Equation Model of Estimating the Response of the Consumer Price to Exchange Rate Movements in Thailand," Business and Economic Research, Macrothink Institute, vol. 10(1), pages 284-293, March.
- Abdul Jalil, 2020. "What Do We Know of Exchange Rate Pass Through?," PIDE Knowledge Brief 2020:5, Pakistan Institute of Development Economics.
- Mustafa Ozer & Veysel Inal & Mustafa Kirca, 2026. "The Relationship Between the Health Services Price Index and The Real Effective Exchange Rate Index in Turkey: A Frequency Domain Causality Analysis," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(36), pages 21-41, June.
- Jamilu Iliyasu & Aliyu Rafindadi Sanusi, 2023. "The role of announced exchange rate policies on exchange rate pass-through to consumer prices in an oil-based small open economy," SN Business & Economics, Springer, vol. 3(1), pages 1-20, January.
- Aubrey Poon, 2018. "The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach," Empirical Economics, Springer, vol. 55(2), pages 417-444, September.
- Afrin, Sadia, 2017. "Monetary policy transmission in Bangladesh: Exploring the lending channel," Journal of Asian Economics, Elsevier, vol. 49(C), pages 60-80.
- Law, Kai Po Jenny & Satoh, Eiji & Yoshimi, Taiyo, 2018. "Exchange rate pass-through at the individual product level: Implications for financial market integration," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 261-271.
- Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2016.
"Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach,"
Borradores de Economia
930, Banco de la Republica de Colombia.
- Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2016. "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," Borradores de Economia 14299, Banco de la Republica.
- Hernán Rincón & Norberto Rodríguez, 2016. "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," IHEID Working Papers 13-2016, Economics Section, The Graduate Institute of International Studies.
- Mohamed Ilyes Gritli, 2021. "Price inflation and exchange rate pass‐through in Tunisia," African Development Review, African Development Bank, vol. 33(4), pages 715-728, December.
- Beirne, John & Renzhi, Nuobu & Panthi, Pradeep, 2024. "Exchange rate pass-through in emerging Asia and exposure to external shocks," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1608-1624.
- Aleem, Abdul & Lahiani, Amine, 2014. "Monetary policy credibility and exchange rate pass-through: Some evidence from emerging countries," Economic Modelling, Elsevier, vol. 43(C), pages 21-29.
- Etsuro Shioji & Taisuke Uchino, 2010.
"Pass-Through of Oil Prices to Japanese Domestic Prices,"
NBER Working Papers
15888, National Bureau of Economic Research, Inc.
- Etsuro Shioji & Taisuke Uchino, 2011. "Pass-Through of Oil Prices to Japanese Domestic Prices," NBER Chapters, in: Commodity Prices and Markets, pages 155-189, National Bureau of Economic Research, Inc.
- Kurtović, Safet & Siljković, Boris & Denić, Nebojša & Petković, Dalibor & Mladenović, Svetlana Sokolov & Mladenović, Igor & Milovancevic, Milos, 2018. "Exchange rate pass-through and Southeast European economies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 400-409.
- Abbas, Syed Kanwar & Lan, Hao, 2020. "Commodity price pass-through and inflation regimes," Energy Economics, Elsevier, vol. 92(C).
- Nassar S. Al-Nassar & Abdulrahman A. Albahouth, 2023. "Inflation Spillovers among Advanced and Emerging Economies: Evidence from the G20 Group," Economies, MDPI, vol. 11(4), pages 1-25, April.
- Omer Fazil Emek & Faruk Dusunceli & Omer Doru, 2021. "Investigation of the Exchange Rate Pass-through Effect on Domestic Producer and Consumer Prices in Turkey," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 71(1), pages 163-190, June.
- Bhavesh Salunkhe & Anuradha Patnaik, 2019. "Inflation Dynamics and Monetary Policy in India: A New Keynesian Phillips Curve Perspective," South Asian Journal of Macroeconomics and Public Finance, , vol. 8(2), pages 144-179, December.
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko, 2016. "Choice of Invoice Currency in Japanese Trade: Industry and commodity level analysis," Discussion papers 16031, Research Institute of Economy, Trade and Industry (RIETI).
- Mohamed Ali Chroufa & Nouri Chtourou, 2023. "Asymmetric relationship between exchange rate and inflation in Tunisia: fresh evidence from multiple-threshold NARDL model and Granger quantile causality," SN Business & Economics, Springer, vol. 3(7), pages 1-21, July.
- Aijaz Ahmad Bhat & Javaid Iqbal Khan & Sajad Ahmad Bhat & Javed Ahmad Bhat, 2023. "Central Bank Independence and Inflation in India: The Role of Financial Development," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 47(4), pages 392-407, October.
- Williams Ohemeng & Elvis Kwame Agyapong & Kenneth Ofori-Boateng, 2021. "Exchange rate and inflation dynamics: does the month or quarter of the year matter?," SN Business & Economics, Springer, vol. 1(6), pages 1-24, June.
- Huong Le Thu HOANG & SATO Kiyotaka, 2016. "Exchange Rate Pass-through in Production Chains: Application of input-output analysis," Discussion papers 16034, Research Institute of Economy, Trade and Industry (RIETI).
- beldi, lamia & djelassi, mouldi & kadria, mohamed, 2017. "Revisiting the Exchange Rate Pass-through in Emerging Markets," MPRA Paper 80311, University Library of Munich, Germany.
- Lin, Po-Chun & Wu, Chung-Shu, 2012. "Exchange rate pass-through in deflation: The case of Taiwan," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 101-111.
- Javed Ahmad Bhat & Sajad Ahmad Bhat & Waseem Ahmad Parray, 2025. "Nonlinearity in exchange rate pass-through across BRICS: Role of business cycle and inflation," International Economics and Economic Policy, Springer, vol. 22(1), pages 1-32, February.
- Javed Ahmad Bhat & Md Zulquar Nain & Sajad Ahmad Bhat, 2024. "Exchange rate pass‐through to consumer prices in India – nonlinear evidence from a smooth transition model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 927-942, January.
- Kamal, Khnd. Md. Mostafa, 2014. "Impact of Imported Intermediate Goods on Inflation Dynamics: Evidence from India," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 37(04), pages 53-63, December.
- Nguyen Van Phuc & Vo Hong Duc, 2021.
"Macroeconomics Determinants of Exchange Rate Pass-Through: New Evidence from the Asia-Pacific Region,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(1), pages 5-20, January.
- Vo, Duc, 2019. "Macroeconomics Determinants of Exchange Rate Pass-through: New Evidence from the Asia-Pacific Region," MPRA Paper 103293, University Library of Munich, Germany.
- Muhammad, Omer & de Haan, Jakob & Scholtens, Bert, 2014.
"Impact of Interbank Liquidity on Monetary Transmission Mechanism: A Case Study of Pakistan,"
MPRA Paper
56161, University Library of Munich, Germany.
- Muhammad Omer & Jakob de Haan & Bert Scholtens, 2014. "Impact of Interbank Liquidity on Monetary Transmission Mechanism: A Case Study of Pakistan," SBP Working Paper Series 70, State Bank of Pakistan, Research Department.
- Muhammed Omar & Jakob de Hann & Bert Scholtens, 2015. "Impact of Interbank Liquidity on Monetary Transmission Mechanism: A Case Study of Pakistan," Working Papers id:6915, eSocialSciences.
- Kwon, Janghan & Shin, Woongjae, 2023. "Nonlinear exchange rate pass-through and monetary policy credibility: Evidence from Korea," Economics Letters, Elsevier, vol. 230(C).
- Sérgio Kannebley & Diogo de Prince & Felipe dos Santos Costa, 2023. "Sectoral Exchange Rate Pass-through to Manufacturing Prices: A GVAR Approach," Open Economies Review, Springer, vol. 34(4), pages 919-958, September.
- Habimana, Olivier, 2016. "Oil price, exchange rate and consumer price co-movement: A continuous-wavelet analysis," MPRA Paper 71886, University Library of Munich, Germany.
- Etsuro Shioji, 2015. "Time varying pass-through: Will the yen depreciation help Japan hit the inflation," Working Papers e092, Tokyo Center for Economic Research.
- Wei Yunjie & Sun Shaolong & Lai Kin Keung & Abbas Ghulam, 2018. "A KELM-Based Ensemble Learning Approach for Exchange Rate Forecasting," Journal of Systems Science and Information, De Gruyter, vol. 6(4), pages 289-301, August.
- Saha, Shrabani & Zhang, Zhaoyong, 2013. "Do exchange rates affect consumer prices? A comparative analysis for Australia, China and India," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 128-138.
- Vo, Duc, 2018.
"Exchange Rate Pass-through in ASEAN Countries: An Application of the SVAR Model,"
MPRA Paper
103283, University Library of Munich, Germany.
- Vo The Anh & Le Thai Thuong Quan & Nguyen Van Phuc & Ho Minh Chi & Vo Hong Duc, 2021. "Exchange Rate Pass-Through in ASEAN Countries: An Application of the SVAR Model," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(1), pages 21-34, January.
- Etsuro Shioji, 2014. "A Pass-Through Revival," Asian Economic Policy Review, Japan Center for Economic Research, vol. 9(1), pages 120-138, January.
- YOSHIDA Yushi & Weiyang ZHAI & SASAKI Yuri & Siyu ZHANG, 2022. "Exchange Rate Pass-through Under the Unconventional Monetary Policy Regime," Discussion papers 22020, Research Institute of Economy, Trade and Industry (RIETI).
- Sri Isnowati & Mulyo Budi Setiawan, 2017. "Exchange Rate Pass-through to Import Prices in Indonesia: Evidence Post Free Floating Exchange Rate," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 323-328.
- Zaichao Du & Jie Li & Pei Pei, 2021. "The impacts of China’s exchange rate regime reform in 2005: A counterfactual analysis," Review of Development Economics, Wiley Blackwell, vol. 25(1), pages 430-448, February.
- Sergio Iván Prada & Julio C. Alonso & Julián Fernández, 2019. "Exchange rate pass-through into consumer healthcare prices in Colombia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 38(77), pages 523-550, July.
- Fang Guo, 2013. "What Causes China's High Inflation? A Threshold Structural Vector Autoregression Analysis," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 21(6), pages 100-120, November.
- David Finck & Peter Tillmann, 2019. "Price-setting Behavior and Inflation Dynamics in SEACEN Member Economies and Their Implications for Inflation," Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre, number rp104.
- Sasaki, Yuri & Yoshida, Yushi & Otsubo, Piotr Kansho, 2022. "Exchange rate pass-through to Japanese prices: Import prices, producer prices, and the core CPI," Journal of International Money and Finance, Elsevier, vol. 123(C).
- Rebeca Jiménez‐Rodríguez & Amalia Morales‐Zumaquero, 2020. "BRICS: How important is the exchange rate pass‐through?," The World Economy, Wiley Blackwell, vol. 43(3), pages 781-793, March.
- Lim Chia Yien & Hussin Abdullah & Muhammad Azam, 2017. "Granger Causality Analysis between Inflation, Debt and Exchange Rate: Evidence from Malaysia," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 7(1), pages 189-196, January.
- Siew-Voon Soon & Ahmad Zubaidi Baharumshah, 2017. "Exchange Rate Pass-through (ERPT) into Domestic Prices: Evidence from a Nonlinear Perspective," Economics Bulletin, AccessEcon, vol. 37(2), pages 1160-1167.
- Nidhaleddine Ben Cheikh & Waël Louhichi, 2014. "Measuring the Impact of Exchange Rate Movements on Domestic Prices: A Cointegrated VAR Analysis," Working Papers halshs-00879270, HAL.
- Askar Akaev & Alexander Zvyagintsev & Tessaleno Devezas & Askar Sarygulov & Andrea Tick, 2023. "Mathematical Models for Forecasting Unstable Economic Processes in the Eurozone," Mathematics, MDPI, vol. 11(21), pages 1-14, November.
- Biing-Shen Kuo & Su-Ling Peng, 2011. "Price Pass-Through, Household Expenditure, and Industrial Structure: The Case of Taiwan," NBER Chapters, in: Commodity Prices and Markets, pages 237-255, National Bureau of Economic Research, Inc.
- Shinji Takagi & Vitalie Ciubotaru, 2013. "Putting the Pieces Together: The Moldovan Exchange Rate Policy Puzzle," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 5(1).
- Baharumshah, Ahmad Zubaidi & Sirag, Abdalla & Soon, Siew-Voon, 2017. "Asymmetric exchange rate pass-through in an emerging market economy: The case of Mexico," Research in International Business and Finance, Elsevier, vol. 41(C), pages 247-259.
- Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2018. "Nonlinear state and shock dependence of exchange rate pass through on prices," BIS Working Papers 690, Bank for International Settlements.
- Hayakawa, Kazunobu & Kim, HanSung & Yoshimi, Taiyo, 2015. "FTA in international finance : impacts of exchange rates on FTA utilization," IDE Discussion Papers 494, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Tunç, Cengiz, 2017. "A Survey on Exchange Rate Pass through in Emerging Markets," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 2(3), pages 205-233, July-Sept.
- Ben Cheikh, Nidhaleddine, 2013. "Exchange Rate and Consumer Prices in the Euro Area: A Cointegrated VAR Analysis," MPRA Paper 51162, University Library of Munich, Germany.
- Jiang, Jiadan & Kim, David, 2013. "Exchange rate pass-through to inflation in China," Economic Modelling, Elsevier, vol. 33(C), pages 900-912.
- Weera Prasertnukul & Donghun Kim & Makoto Kakinaka, 2010.
"Exchange Rates, Price Levels, and Inflation Targeting: Evidence from Asian Countries,"
Working Papers
EMS_2010_03, Research Institute, International University of Japan.
- Prasertnukul, Weera & Kim, Donghun & Kakinaka, Makoto, 2010. "Exchange rates, price levels, and inflation targeting: Evidence from Asian countries," Japan and the World Economy, Elsevier, vol. 22(3), pages 173-182, August.
- HAYAKAWA Kazunobu & Han-Sung KIM & YOSHIMI Taiyo, 2017.
"Exchange Rate and Utilization of Free Trade Agreements: Focus on rules of origin,"
Discussion papers
17007, Research Institute of Economy, Trade and Industry (RIETI).
- Hayakawa, Kazunobu & Kim, Han-Sung & Yoshimi, Taiyo, 2017. "Exchange rate and utilization of free trade agreements: Focus on rules of origin," Journal of International Money and Finance, Elsevier, vol. 75(C), pages 93-108.
- Konopczak, Karolina, 2019. "Can inaction account for the incomplete exchangerate pass-through? Evidence from threshold ARDL model," MF Working Papers 37, Ministry of Finance in Poland.
- Ganapati Mendali & Sanjukta Das, 2017. "Exchange Rate Pass-through to Domestic Prices," Foreign Trade Review, , vol. 52(3), pages 135-156, August.
- Köse, Nezir & Ünal, Emre, 2021. "The effects of the oil price and oil price volatility on inflation in Turkey," Energy, Elsevier, vol. 226(C).
- Zakaria Moussa, 2016. "How big is the comeback? Japanese exchange rate pass-through assessed by Time-Varying FAVAR," Working Papers hal-01282811, HAL.
- Harold Glenn A. Valera & Mark J. Holmes & Gazi M. Hassan, 2018. "Is inflation targeting credible in Asia? A panel GARCH approach," Empirical Economics, Springer, vol. 54(2), pages 523-546, March.
- Bussi re, M. & Delle Chiaie, S. & Peltonen, T. A., 2013. "Exchange Rate Pass-Through in the Global Economy," Working papers 424, Banque de France.
- Mingming Li & Fengming Qin & Zhaoyong Zhang, 2021. "Short-Term Capital Flows, Exchange Rate Expectation and Currency Internationalization: Evidence from China," JRFM, MDPI, vol. 14(5), pages 1-15, May.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2017. "Shocks versus structure: explaining differences in exchange rate pass-through across countries and time," Discussion Papers 50, Monetary Policy Committee Unit, Bank of England.
- Sarra Majoul Smaili & Mohamed safouane Ben aissa, 2018. "Exchange rate passthrough to domestic prices in some MENA countries," Economics Bulletin, AccessEcon, vol. 38(2), pages 1028-1037.
- Takatoshi ITO, 2007.
"Asian Currency Crisis and the International Monetary Fund, 10 Years Later: Overview,"
Asian Economic Policy Review, Japan Center for Economic Research, vol. 2(1), pages 16-49, June.
Cited by:
- De Resende, Carlos & Takagi, Shinji, 2018.
"Assessing the Effectiveness of IMF Programs Following the Global Financial Crisis: How Did It Change Since the Asian Crisis?,"
ADBI Working Papers
838, Asian Development Bank Institute.
- Carlos De Resende & Shinji Takagi, 2018. "Assessing the Effectiveness of IMF Programs Following the Global Financial Crisis: How Did It Change Since the Asian Crisis?," Working Papers id:12819, eSocialSciences.
- Morris GOLDSTEIN & Daniel XIE, 2009. "US Credit Crisis and Spillovers to Asia," Asian Economic Policy Review, Japan Center for Economic Research, vol. 4(2), pages 204-222, December.
- Shinji Takagi, 2010. "Applying the Lessons of Asia: The IMF’s Crisis Management Strategy in 2008," Working Papers id:3006, eSocialSciences.
- Marek A. Dąbrowski, 2015. "Jakość danych o rezerwach dewizowych a kryzysy finansowe w gospodarkach wschodzących," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 49-78.
- ORASTEAN Ramona, 2014. "The Lending Arrangements Of The Imf In European Union In Times Of Crisis – Characteristics And Evolutions," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 9(1), pages 134-141, April.
- KAWASAKI Kentaro & SATO Kiyotaka, 2020.
"New Assessment of Economic Integration in East Asia: Application of Industry-Specific G-PPP Model,"
Discussion papers
20091, Research Institute of Economy, Trade and Industry (RIETI).
- Kawasaki, Kentaro & Sato, Kiyotaka, 2021. "A new assessment of economic integration in East Asia: Application of an industry-specific G-PPP model," Japan and the World Economy, Elsevier, vol. 60(C).
- Baur, Dirk G. & Fry, Renée A., 2009. "Multivariate contagion and interdependence," Journal of Asian Economics, Elsevier, vol. 20(4), pages 353-366, September.
- Hal Hill, 2018.
"Asia’s third giant: A survey of the Indonesian economy,"
Departmental Working Papers
2018-21, The Australian National University, Arndt-Corden Department of Economics.
- Hal Hill, 2018. "Asia's Third Giant: A Survey of the Indonesian Economy," The Economic Record, The Economic Society of Australia, vol. 94(307), pages 469-499, December.
- Stephen GRENVILLE, 2007. "Regional and Global Responses to the Asian Crisis," Asian Economic Policy Review, Japan Center for Economic Research, vol. 2(1), pages 54-70, June.
- Wendy DOBSON, 2009. "Window of Opportunity Opens: Asian and American Views of the International Economic Architecture," Asian Economic Policy Review, Japan Center for Economic Research, vol. 4(2), pages 271-287, December.
- Takatoshi Ito, 2012. "Can Asia Overcome the IMF Stigma?," American Economic Review, American Economic Association, vol. 102(3), pages 198-202, May.
- Masahiro Kawai, 2010.
"Reform of the International Financial Architecture: An Asian Perspective,"
Working Papers
id:3066, eSocialSciences.
- Masahiro Kawai, 2010. "Reform Of The International Financial Architecture: An Asian Perspective," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 55(01), pages 207-242.
- Kawai, Masahiro, 2009. "Reform of the International Financial Architecture: An Asian Perspective," ADBI Working Papers 167, Asian Development Bank Institute.
- Josef T. Yap, 2007. "Ten Years After : Financial Crisis Redux or Constructive Regional Financial and Monetary Cooperation?," Development Economics Working Papers 22702, East Asian Bureau of Economic Research.
- Tsukuda, Yoshihiko & Shimada, Junji & Miyakoshi, Tatsuyoshi, 2017. "Bond market integration in East Asia: Multivariate GARCH with dynamic conditional correlations approach," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 193-213.
- Shinji Takagi, 2010. "Applying the Lessons of Asia : The IMF’s Crisis Management Strategy in 2008," Macroeconomics Working Papers 22822, East Asian Bureau of Economic Research.
- Morris Goldstein & Daniel Xie, 2009.
"The impact of the financial crisis on emerging Asia,"
Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 27-80.
- Morris Goldstein & Daniel Xie, 2009. "The Impact of the Financial Crisis on Emerging Asia," Working Paper Series WP09-11, Peterson Institute for International Economics.
- Hu, Yang & Oxley, Les, 2017. "Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies," Economic Modelling, Elsevier, vol. 64(C), pages 419-442.
- Danny Quah, 2010. "Post-1990s’ East Asian Economic Growth," Chapters, in: Takatoshi Ito & Chin Hee Hahn (ed.), The Rise of China and Structural Changes in Korea and Asia, chapter 1, Edward Elgar Publishing.
- Giampiero M. Gallo & Margherita Velucchi, 2009. "Market interdependence and financial volatility transmission in East Asia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(1), pages 24-44.
- Chang, Shu-Sen & Gunnell, David & Sterne, Jonathan A.C. & Lu, Tsung-Hsueh & Cheng, Andrew T.A., 2009. "Was the economic crisis 1997-1998 responsible for rising suicide rates in East/Southeast Asia? A time-trend analysis for Japan, Hong Kong, South Korea, Taiwan, Singapore and Thailand," Social Science & Medicine, Elsevier, vol. 68(7), pages 1322-1331, April.
- Wendy Dobson, 2011. "History Matters: China and Global Governance," Working Papers id:4515, eSocialSciences.
- Hadiwibowo, Yuniarto & Komatsu, Masaaki, 2011. "Trilemma and macroeconomic policies under different financial structures in Indonesia," Journal of Asian Economics, Elsevier, vol. 22(4), pages 302-310, August.
- Rathin Roy & Raquel Almeida Ramos, 2012. "IMF Article IV Reports: An Analysis of Policy Recommendations," Working Papers 86, International Policy Centre for Inclusive Growth.
- Miyakoshi, Tatsuyoshi & Shimada, Junji, 2022. "Network analysis of local currency Asian government bond markets: Assessments of the ABFI and the ABMI," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Fumiharu Mieno, 2013. "Toward Myanmar's New Stage of Development: Transition from Military Rule to the Market," Asian Economic Policy Review, Japan Center for Economic Research, vol. 8(1), pages 94-117, June.
- Barry Eichengreen, 2009. "The financial crisis and global policy reforms," Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 299-334.
- Hal Hill, 2018. "Southeast Asia in the global economy: a selective analytical survey," Departmental Working Papers 2018-12, The Australian National University, Arndt-Corden Department of Economics.
- Yang Hu & Les Oxley, 2016. "Are there Bubbles in Exchange Rates? Some New Evidence from G10 and Emerging Markets Countries," Working Papers in Economics 16/05, University of Waikato.
- Yap, Josef T., 2007. "Ten Years After: Financial Crisis Redux or Constructive Regional Financial and Monetary Cooperation?," Discussion Papers DP 2007-05, Philippine Institute for Development Studies.
- Dinh, Dung V. & Powell, Robert J. & Vo, Duc H., 2021. "Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach," Journal of Asian Economics, Elsevier, vol. 74(C).
- Takatoshi Ito, 2009. "Fire, flood, and lifeboats: policy responses to the global crisis of 2007-09," Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 207-249.
- De Resende, Carlos & Takagi, Shinji, 2018.
"Assessing the Effectiveness of IMF Programs Following the Global Financial Crisis: How Did It Change Since the Asian Crisis?,"
ADBI Working Papers
838, Asian Development Bank Institute.
- Takatoshi Ito, 2007.
"Myths and reality of foreign exchange interventions: an application to Japan,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 133-154.
Cited by:
- Mark Gertler & Nobuhiro Kiyotaki, 2013.
"Banking, Liquidity and Bank Runs in an Infinite Horizon Economy,"
2013 Meeting Papers
59, Society for Economic Dynamics.
- Mark Gertler & Nobuhiro Kiyotaki, 2015. "Banking, Liquidity, and Bank Runs in an Infinite Horizon Economy," American Economic Review, American Economic Association, vol. 105(7), pages 2011-2043, July.
- Mark Gertler & Nobuhiro Kiyotaki, 2014. "Banking, Liquidity and Bank Runs in an Infinite Horizon Economy," IMES Discussion Paper Series 14-E-05, Institute for Monetary and Economic Studies, Bank of Japan.
- Mark Gertler & Nobuhiro Kiyotaki, 2013. "Banking, Liquidity and Bank Runs in an Infinite-Horizon Economy," NBER Working Papers 19129, National Bureau of Economic Research, Inc.
- Kalyvitis, Sarantis & Skotida, Ifigeneia, 2010.
"Some empirical evidence on the effects of U.S. monetary policy shocks on cross exchange rates,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 50(3), pages 386-394, August.
- Sarantis Kalyvitis & Ifigeneia Skotida, 2008. "Some Empirical Evidence on the Effects of U.S. Monetary Policy Shocks on Cross Exchange Rates," Working Papers 65, Bank of Greece.
- Melvin, Michael & Menkhoff, Lukas & Schmeling, Maik, 2009.
"Exchange rate management in emerging markets: Intervention via an electronic limit order book,"
Journal of International Economics, Elsevier, vol. 79(1), pages 54-63, September.
- Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2009. "Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book," CESifo Working Paper Series 2656, CESifo.
- Kitamura, Yoshihiro, 2017. "A stopping time approach to assessing the effectiveness of foreign exchange intervention: An application to Japanese data," Journal of International Money and Finance, Elsevier, vol. 75(C), pages 32-46.
- Leonidas Tsiaras, 2010. "Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns," CREATES Research Papers 2010-35, Department of Economics and Business Economics, Aarhus University.
- He Li & Zhixiang Yu & Chuanjie Zhang & Zhuang Zhang, 2017. "Determination of China’s foreign exchange intervention: evidence from the Yuan/Dollar market," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 34(1), pages 62-81, March.
- Rasmus Fatum, 2009.
"Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective, and through Which Channel Does It Work?,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 27(1), pages 75-98, November.
- Rasmus Fatum, "undated". "Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?," EPRU Working Paper Series 2009-02, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Jan 2009.
- Rasmus Fatum, 2009. "Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?," IMES Discussion Paper Series 09-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
- Michael D. Bordo & Owen F. Humpage & Anna J. Schwartz, 2012.
"The Federal Reserve as an Informed Foreign Exchange Trader: 1973–1995,"
International Journal of Central Banking, International Journal of Central Banking, vol. 8(1), pages 127-160, March.
- Michael D. Bordo & Owen F. Humpage & Anna J. Schwartz, 2011. "The Federal Reserve as an Informed Foreign Exchange Trader: 1973 - 1995," NBER Working Papers 17425, National Bureau of Economic Research, Inc.
- Michael D. Bordo & Owen F. Humpage & Anna J. Schwartz, 2011. "The Federal Reserve as an informed foreign-exchange trader: 1973-1995," Working Papers (Old Series) 1118, Federal Reserve Bank of Cleveland.
- Hsiao, Yu-Ming & Pan, Sheng-Chieh & Wu, Po-Chin, 2012. "Does the central bank's intervention benefit trade balance? Empirical evidence from China," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 130-139.
- Jean-Yves Gnabo & J�rôme Lahaye & S�bastien Laurent & Christelle Lecourt, 2012. "Do jumps mislead the FX market?," Quantitative Finance, Taylor & Francis Journals, vol. 12(10), pages 1521-1532, October.
- Beine, Michel & Janssen, Gust & Lecourt, Christelle, 2009. "Should central bankers talk to the foreign exchange markets?," Journal of International Money and Finance, Elsevier, vol. 28(5), pages 776-803, September.
- Jean-Yves Gnabo & Christelle Lecourt, 2008. "Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan," Economie Internationale, CEPII research center, issue 113, pages 5-34.
- Pontines, Victor, 2018. "Self-selection and treatment effects: Revisiting the effectiveness of foreign exchange intervention," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 299-316.
- Cavusoglu Nevin, 2011. "Exchange Rates and the Effectiveness of Actual and Oral Official Interventions: A Survey on Findings, Issues and Policy Implications," Global Economy Journal, De Gruyter, vol. 10(4), pages 1-42, January.
- Joscha Beckmann & Michael Kühl, 2017. "The Role for Long-run Target Values of the Exchange Rate in the Bank of Japan's Policy Reaction Function," The World Economy, Wiley Blackwell, vol. 40(9), pages 1836-1865, September.
- Shinji Takagi & Hiroki Okada, 2013. "Central Bank Independence and the Signaling Effect of Intervention: A Preliminary Exploration," Discussion Papers in Economics and Business 13-04, Osaka University, Graduate School of Economics.
- Beine, Michel & Laurent, Sébastien & Palm, Franz C., 2009.
"Central bank FOREX interventions assessed using realized moments,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 112-127, February.
- BEINE, Michel & LAURENT, Sébastien & PALM, Franz C., 2009. "Central bank FOREX interventions assessed using realized moments," LIDAM Reprints CORE 2135, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Beine, M. & Laurent, S. & Palm, F.C., 2003. "Central bank FOREX interventions assessed using realized moments," Research Memorandum 043, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- BEINE, Michel & LAURENT, Sébastien & PALM, Franz, 2004. "Central Bank forex interventions assessed using realized moments," LIDAM Discussion Papers CORE 2004001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2009.
"A New Method for Identifying the Effects of Foreign Exchange Interventions,"
IMES Discussion Paper Series
09-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
- Chih-Nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2012. "A New Method for Identifying the Effects of Foreign Exchange Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1507-1533, December.
- Chih‐Nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2012. "A New Method for Identifying the Effects of Foreign Exchange Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1507-1533, December.
- Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2008. "Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book," CESifo Working Paper Series 2221, CESifo.
- Reitz, Stefan & Taylor, Mark P., 2006.
"The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis,"
Discussion Paper Series 1: Economic Studies
2006,08, Deutsche Bundesbank.
- Reitz, Stefan & Taylor, Mark P., 2008. "The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis," European Economic Review, Elsevier, vol. 52(1), pages 55-76, January.
- Kathryn M. E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011.
"International Reserves and the Global Financial Crisis,"
NBER Chapters, in: Global Financial Crisis,
National Bureau of Economic Research, Inc.
- Kathryn M.E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011. "International Reserves and the Global Financial Crisis," NBER Working Papers 17362, National Bureau of Economic Research, Inc.
- Dominguez, Kathryn M.E. & Hashimoto, Yuko & Ito, Takatoshi, 2012. "International reserves and the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 388-406.
- Ronald McDonald & Xuxin Mao, 2016. "Japan's Currency Intervention Regimes: A Microstructural Analysis with Speculation and Sentiment," Working Papers 2016_06, Business School - Economics, University of Glasgow.
- Yu-Ming Hsiao & Sheng-Chieh Pan & Po-Chin Wu, 2010. "Can intervention indices detect central bank's actual intervention behaviour?," Applied Economics Letters, Taylor & Francis Journals, vol. 17(15), pages 1525-1530.
- Val Lambson & Shinji Takagi & Issei Kozuru, 2014. "Foreign Exchange Intervention and Monetary Policy: A Tale of Two Agencies with Conflicting Objectives," Review of International Economics, Wiley Blackwell, vol. 22(5), pages 976-991, November.
- Ito, Takatoshi & Yabu, Tomoyoshi, 2020.
"Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy,"
Journal of the Japanese and International Economies, Elsevier, vol. 58(C).
- Takatoshi Ito & Tomoyoshi Yabu, 2020. "Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy," NBER Working Papers 26644, National Bureau of Economic Research, Inc.
- Gnabo, Jean-Yves & Laurent, Sébastien & Lecourt, Christelle, 2009.
"Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 94-111, February.
- GNABO, Jean-Yves & LAURENT, Sébastien & LECOURT, Christelle, 2009. "Does transparency in central bank intervention policy bring noise to the FX market? The case of the Bank of Japan," LIDAM Reprints CORE 2136, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Mr. Dennis P Botman & Mr. Irineu E de Carvalho Filho & Mr. Waikei R Lam, 2013. "The Curious Case of the Yen as a Safe Haven Currency: A Forensic Analysis," IMF Working Papers 2013/228, International Monetary Fund.
- Mark Gertler & Nobuhiro Kiyotaki, 2013.
"Banking, Liquidity and Bank Runs in an Infinite Horizon Economy,"
2013 Meeting Papers
59, Society for Economic Dynamics.
- Ito, Takatoshi & Yabu, Tomoyoshi, 2007.
"What prompts Japan to intervene in the Forex market? A new approach to a reaction function,"
Journal of International Money and Finance, Elsevier, vol. 26(2), pages 193-212, March.
See citations under working paper version above.
- Takatoshi Ito & Tomoyoshi Yabu, 2004. "What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function," NBER Working Papers 10456, National Bureau of Economic Research, Inc.
- Fukuda, Shin-ichi & Hoshi, Takeo & Ito, Takatoshi & Rose, Andrew, 2006.
"International Finance,"
Journal of the Japanese and International Economies, Elsevier, vol. 20(4), pages 455-458, December.
Cited by:
- Eswar Prasad & Shang-Jin Wei, 2005.
"The Chinese Approach to Capital Inflows: Patterns and Possible Explanations,"
NBER Working Papers
11306, National Bureau of Economic Research, Inc.
- Eswar Prasad & Shang-Jin Wei, 2007. "The Chinese Approach to Capital Inflows: Patterns and Possible Explanations," NBER Chapters, in: Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences, pages 421-480, National Bureau of Economic Research, Inc.
- Shang-Jin Wei & Mr. Eswar S Prasad, 2005. "The Chinese Approach to Capital Inflows: Patterns and Possible Explanations," IMF Working Papers 2005/079, International Monetary Fund.
- Francois, Joseph & Wörz, Julia, 2006.
"Rags in the High Rent District: The Evolution of Quota Rents in Textiles and Clothing,"
CEPR Discussion Papers
5477, C.E.P.R. Discussion Papers.
- Joseph Francois & Julia Woerz, 0000. "Rags in the High Rent District: the Evolution of Quota Rents in Textiles and Clothing," Tinbergen Institute Discussion Papers 06-007/2, Tinbergen Institute.
- Joseph F. Francois & Julia Wörz, 2006. "Rags in the High Rent District: The Evolution of Quota Rents in Textiles and Clothing," wiiw Working Papers 37, The Vienna Institute for International Economic Studies, wiiw.
- Joseph Francois & Julia Woerz, 2006. "Rags in the High Rent District: the Evolution of Quota Rents in Textiles and Clothing," The Institute for International Integration Studies Discussion Paper Series iiisdp121, IIIS.
- Sangeeta Pratap & Carlos Urrutia, 2004.
"Firm Dynamics, Investment, and Debt Portfolio: Balance Sheet Effects of the Mexican Crisis of 1994,"
NBER Working Papers
10523, National Bureau of Economic Research, Inc.
- Sangeeta Pratap & Carlos Urrutia, 2004. "Firm Dynamics, Investment and Debt Portfolio: Balance Sheet Effects of the Mexican Crisis of 1994," 2004 Meeting Papers 462, Society for Economic Dynamics.
- Sangeeta Pratap & Carlos Urrutia, 2004. "Firm Dynamics, Investment, and Debt Portfolio: Balance Sheet Effects of the Mexican Crisis of 1994," Working Papers 0406, Centro de Investigacion Economica, ITAM.
- Pratap, Sangeeta & Urrutia, Carlos, 2004. "Firm dynamics, investment and debt portfolio: balance sheet effects of the Mexican crisis of 1994," Journal of Development Economics, Elsevier, vol. 75(2), pages 535-563, December.
- Margarida Duarte, 2003. "The euro and inflation divergence in Europe," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 89(Sum), pages 53-70.
- Michele Fratianni & John Pattison, 2004.
"Who is Running the IMF: Critical Shareholders or the Staff?,"
Working Papers
2004-06, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
- M. Fratianni & J. Pattison, 2005. "Who is Running the IMF: Crtical Shareholders or the Staff?," Springer Books, in: Peter Gijsel & Hans Schenk (ed.), Multidisciplinary Economics, pages 279-292, Springer.
- Michele FRATIANNI & John PATTISON, 2007. "Who Is Runninc the IMF: Critical Shareholders or the Staff?," Working Papers 279, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Elizabeth Gammie & Bob Gammie & Fiona Duncan, 2001. "The development, implementation and operation of an undergraduate distance learning module in auditing: a teaching note," Accounting Education, Taylor & Francis Journals, vol. 10(4), pages 403-412.
- Moore, Michael J. & Roche, Maurice J., 2002.
"Less of a puzzle: a new look at the forward forex market,"
Journal of International Economics, Elsevier, vol. 58(2), pages 387-411, December.
- Maurice J. Roche & Michael J. Moore, "undated". "Less of a puzzle: a new look at the forward forex market," Economics Department Working Paper Series n, Department of Economics, National University of Ireland - Maynooth.
- Maurice J. Roche & Michael J. Moore, 1999. "Less of a puzzle: a new look at the forward forex market," Economics Department Working Paper Series n910799, Department of Economics, National University of Ireland - Maynooth.
- Eduardo A. Cavallo & Jeffrey Frankel, 2007.
"Does Openness to Trade Make Countries More Vulnerable to Sudden Stops, or Less? Using Gravity to Establish Causality,"
Research Department Publications
4544, Inter-American Development Bank, Research Department.
- Frankel, Jeffrey & Cavallo, Eduardo, 2004. "Does Openness to Trade Make Countries More Vulnerable to Sudden Stops, or Less? Using Gravity to Establish Causality," Working Paper Series rwp04-038, Harvard University, John F. Kennedy School of Government.
- Jeffrey A. Frankel & Eduardo A. Cavallo, 2004. "Does Openness to Trade Make Countries More Vulnerable to Sudden Stops, Or Less? Using Gravity to Establish Causality," NBER Working Papers 10957, National Bureau of Economic Research, Inc.
- Cavallo, Eduardo A. & Frankel, Jeffrey A., 2008. "Does openness to trade make countries more vulnerable to sudden stops, or less? Using gravity to establish causality," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1430-1452, December.
- Wall, Howard-J, 2002.
"Has Japan Been Left Out in the Cold by Regional Integration?,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 20(2), pages 117-134, April.
- Howard J. Wall, 2002. "Has Japan been left out in the cold by regional integration?," Review, Federal Reserve Bank of St. Louis, vol. 84(Sep), pages 25-36.
- Mishkin,Frederic S., 2001. "Financial policies and the prevention of financial crises in emerging market economies," Policy Research Working Paper Series 2683, The World Bank.
- Gerald Caprio & Michael Dooley & Danny Leipziger & Carl Walsh, 1996.
"The lender of last resort function under a currency board: The case of Argentina,"
Open Economies Review, Springer, vol. 7(1), pages 625-650, March.
- Caprio, Gerard Jr. & Dooley, Michael & Leipziger, Danny & Walsh, Carl, 1996. "The lender of last resort function under a currency board : the case of Argentina," Policy Research Working Paper Series 1648, The World Bank.
- Marcel Fratzscher, 2011.
"Capital Flows, Push versus Pull Factors and the Global Financial Crisis,"
NBER Working Papers
17357, National Bureau of Economic Research, Inc.
- Fratzscher, Marcel, 2012. "Capital flows, push versus pull factors and the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 341-356.
- Marcel Fratzscher, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Chapters, in: Global Financial Crisis, National Bureau of Economic Research, Inc.
- Fratzscher, Marcel, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," CEPR Discussion Papers 8496, C.E.P.R. Discussion Papers.
- Fratzscher, Marcel, 2011. "Capital flows, push versus pull factors and the global financial crisis," Working Paper Series 1364, European Central Bank.
- Wohltmann, Hans-Werner, 2005. "Dynamische Effekte der Geld-und Fiskalpolitik in einem asymmetrischen Drei-Länder-Modell mit einer Währungsunion," Economics Working Papers 2005-19, Christian-Albrechts-University of Kiel, Department of Economics.
- Joshua Aizenman & Nancy P. Marion, 1999.
"Uncertainty and the Disappearance of International Credit,"
NBER Working Papers
7389, National Bureau of Economic Research, Inc.
- Joshua Aizenman & Nancy P. Marion, 1999. "Uncertainty and the disappearance of international credit," Proceedings, Federal Reserve Bank of San Francisco, issue Sep.
- Carmen M. Reinhart & Graciela L. Kaminsky, 1999.
"The Twin Crises: The Causes of Banking and Balance-of-Payments Problems,"
American Economic Review, American Economic Association, vol. 89(3), pages 473-500, June.
- Graciela L. Kaminsky & Carmen M. Reinhart, 1996. "The twin crises: the causes of banking and balance-of-payments problems," International Finance Discussion Papers 544, Board of Governors of the Federal Reserve System (U.S.).
- Reinhart, Carmen & Kaminsky, Graciela, 1999. "The twin crises: The causes of banking and balance of payments problems," MPRA Paper 14081, University Library of Munich, Germany.
- Reinhart, Carmen & Kaminsky, Graciela, 2000. "Las crisis gemelas: las causas de los problemas bancarios y de balanza de pagos [The twin crises: Te causes of banking and balance of payments problems]," MPRA Paper 13842, University Library of Munich, Germany.
- Javier Gómez Pineda, 2004.
"A Framework for Macroeconomic Stability in Emerging Market Economies,"
Borradores de Economia
1915, Banco de la Republica.
- Javier Gómez Pineda, 2004. "A Framework for Macroeconomic Stability in Emerging Market Economies," Borradores de Economia 320, Banco de la Republica de Colombia.
- Demir, Firat, 2010.
"Exchange Rate Volatility and Employment Growth in Developing Countries: Evidence from Turkey,"
World Development, Elsevier, vol. 38(8), pages 1127-1140, August.
- Demir, Firat, 2010. "Exchange Rate Volatility and Employment Growth in Developing Countries: Evidence from Turkey," MPRA Paper 24477, University Library of Munich, Germany.
- Medvedev, Denis, 2006.
"Preferential trade agreements and their role in world trade,"
Policy Research Working Paper Series
4038, The World Bank.
- Denis Medvedev, 2010. "Preferential trade agreements and their role in world trade," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 146(2), pages 199-222, June.
- Batini, Nicoletta & Yates, Anthony, 2003.
"Hybrid Inflation and Price-Level Targeting,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(3), pages 283-300, June.
- Nicoletta Batini & Anthony Yates, 2001. "Hybrid inflation and price level targeting," Bank of England working papers 135, Bank of England.
- Pelin Berkmen & Eduardo A. Cavallo, 2007. "Exchange Rate Policy and Liability Dollarization: An Empirical Study," IMF Working Papers 2007/033, International Monetary Fund.
- Eduardo A. Cavallo, 2006.
"Trade, Gravity and Sudden Stops: On How Commercial Trade Can Increase the Stability of Capital Flows,"
Research Department Publications
4491, Inter-American Development Bank, Research Department.
- Cavallo, Eduardo A., 2006. "Trade, Gravity and Sudden Stops: On How Commercial Trade Can Increase the Stability of Capital Flows," IDB Publications (Working Papers) 1945, Inter-American Development Bank.
- Eduardo A. Cavallo, 2005. "Trade, gravity, and sudden stops: on how commercial trade can increase the stability of capital flows," FRB Atlanta Working Paper 2005-23, Federal Reserve Bank of Atlanta.
- Jong-Wha Lee & Kwanho Shin, 2005.
"IMF Bailouts and Moral Hazard,"
International Finance
0501005, University Library of Munich, Germany.
- Lee, Jong-Wha & Shin, Kwanho, 2008. "IMF bailouts and moral hazard," Journal of International Money and Finance, Elsevier, vol. 27(5), pages 816-830, September.
- Mei Li, 2007.
"Investment Complementarities, Coordination Failure And Systemic Bankruptcy,"
Working Paper
1149, Economics Department, Queen's University.
- Mei Li, 2013. "Investment complementarities, coordination failure, and systemic bankruptcy," Oxford Economic Papers, Oxford University Press, vol. 65(4), pages 767-788, October.
- Bennett T. McCallum & Edward Nelson, 2004.
"Timeless perspective vs. discretionary monetary policy in forward-looking models,"
Review, Federal Reserve Bank of St. Louis, vol. 86(Mar), pages 43-56.
- McCallum, Bennett T & Nelson, Edward, 2001. "Timeless Perspective Vs Discretionary Monetary Policy in Forward-Looking Models," CEPR Discussion Papers 2752, C.E.P.R. Discussion Papers.
- Bennett T. McCallum & Edward Nelson, 2000. "Timeless Perspectives vs. Discretionary Monetary Policy In Forward-Looking Models," NBER Working Papers 7915, National Bureau of Economic Research, Inc.
- Mr. Juan Zalduendo, 2008. "Bivariate Assessments of Real Exchange Rates Using PPP Data," IMF Working Papers 2008/153, International Monetary Fund.
- Arturo Galindo & Alejandro Izquierdo & José M. Montero, 2006.
"Real exchange rates, dollarization and industrial employment in Latin America,"
Working Papers
0601, Banco de España.
- Galindo, Arturo & Izquierdo, Alejandro & Montero, Jose Manuel, 2007. "Real exchange rates, dollarization and industrial employment in Latin America," Emerging Markets Review, Elsevier, vol. 8(4), pages 284-298, December.
- Arturo Galindo & Alejandro Izquierdo & José Manuel Montero, 2006. "Real Exchange Rates, Dollarization and Industrial Employment in Latin America," Research Department Publications 4478, Inter-American Development Bank, Research Department.
- Galindo, Arturo & Izquierdo, Alejandro & Montero, José Manuel, 2006. "Real Exchange Rates, Dollarization and Industrial Employment in Latin America," IDB Publications (Working Papers) 1943, Inter-American Development Bank.
- James Harrigan & Geoffrey Barrows, 2006.
"Testing the Theory of Trade Policy: Evidence from the Abrupt End of the Multifibre Arrangement,"
NBER Working Papers
12579, National Bureau of Economic Research, Inc.
- James Harrigan & Geoffrey Barrows, 2009. "Testing the Theory of Trade Policy: Evidence from the Abrupt End of the Multifiber Arrangement," The Review of Economics and Statistics, MIT Press, vol. 91(2), pages 282-294, May.
- Joshua Aizenman & Brian Pinto, 2013.
"Managing Financial Integration and Capital Mobility—Policy Lessons from the Past Two Decades,"
Review of International Economics, Wiley Blackwell, vol. 21(4), pages 636-653, September.
- Aizenman, Joshua & Pinto, Brian, 2011. "Managing financial integration and capital mobility -- policy lessons from the past two decades," Policy Research Working Paper Series 5786, The World Bank.
- Aizenman, Joshua & Pinto, Brian, 2011. "Managing Financial Integration and Capital Mobility— Policy lessons from the past two decades," Santa Cruz Department of Economics, Working Paper Series qt9j53m1tp, Department of Economics, UC Santa Cruz.
- Galindo, Arturo & Panizza, Ugo & Schiantarelli, Fabio, 2003. "Debt composition and balance sheet effects of currency depreciation: a summary of the micro evidence," Emerging Markets Review, Elsevier, vol. 4(4), pages 330-339, December.
- Shang-Jin Wei, 2000. "Corruption, composition of capital flows, and currency crises," Policy Research Working Paper Series 2429, The World Bank.
- Santiago L.E. Acosta Ormaechea, 2007. "A Small Open Economy Model with Currency Mismactches and a Financial Accelerator Mechanism," DEGIT Conference Papers c012_035, DEGIT, Dynamics, Economic Growth, and International Trade.
- Bernardo Guimaraes, 2008.
"Vulnerability of Currency Pegs: Evidence from Brazil,"
CEP Discussion Papers
dp0871, Centre for Economic Performance, LSE.
- Guimaraes, Bernardo, 2008. "Vulnerability of currency pegs: evidence from Brazil," LSE Research Online Documents on Economics 4909, London School of Economics and Political Science, LSE Library.
- Renato Filosa, 2007. "Stress testing of the stability of the Italian banking system: a VAR approach," Heterogeneity and monetary policy 0703, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
- Cristiana Mammana & Elisabetta Michetti, 2003. "Chaos in credit–constrained emerging economies with Leontief technology," Working Papers 17-2003, Macerata University, Department of Finance and Economic Sciences, revised Oct 2008.
- Assaf Razin & Efraim Sadka & Tarek Coury, 2002.
"Trade Openness, Investment Instability and Terms-of-Trade Volatility,"
NBER Working Papers
9332, National Bureau of Economic Research, Inc.
- Razin, Assaf & Sadka, Efraim & Coury, Tarek, 2003. "Trade openness, investment instability and terms-of-trade volatility," Journal of International Economics, Elsevier, vol. 61(2), pages 285-306, December.
- William C. Gruben & Robert P. McComb, 1999.
"Privatization, competition, and supercompetition in the Mexican commercial banking system,"
Center for Latin America Working Papers
0199, Federal Reserve Bank of Dallas.
- Gruben, William C. & McComb, Robert P., 2003. "Privatization, competition, and supercompetition in the Mexican commercial banking system," Journal of Banking & Finance, Elsevier, vol. 27(2), pages 229-249, February.
- William C. Gruben & Robert P. McComb, 1999. "Privatization, competition, and supercompetition in the Mexican commercial banking system," Working Papers 9904, Federal Reserve Bank of Dallas.
- Jose M. Berrospide, 2008. "Exchange rates, optimal debt composition, and hedging in small open economies," Finance and Economics Discussion Series 2008-18, Board of Governors of the Federal Reserve System (U.S.).
- Assaf Razin & Yona Rubinstein, 2004.
"Growth Effects of the Exchange-Rate Regime and the Capital-Account Openness in A Crisis-Prone World Market: A Nuanced View,"
NBER Working Papers
10555, National Bureau of Economic Research, Inc.
- Razin, Assaf & Rubinstein, Yona, 2004. "Growth Effects of the Exchange-Rate Regime and the Capital Account Openness in A Crisis-Prone World Market: A Nuanced View," CEPR Discussion Papers 4475, C.E.P.R. Discussion Papers.
- Gert-Jan M. Linders, 2005. "Distance Decay in International Trade Patterns - a Meta-analysis," ERSA conference papers ersa05p679, European Regional Science Association.
- Bordo, Michael D. & Meissner, Christopher M. & Stuckler, David, 2010.
"Foreign currency debt, financial crises and economic growth: A long-run view,"
Journal of International Money and Finance, Elsevier, vol. 29(4), pages 642-665, June.
- Michael D. Bordo & Christopher M. Meissner & David Stuckler, 2009. "Foreign Currency Debt, Financial Crises and Economic Growth: A Long Run View," NBER Working Papers 15534, National Bureau of Economic Research, Inc.
- Chris Meissner & Michael Bordo & David Stuckler, 2009. "Foreign Currency Debt, Financial Crises and Economic Growth: A Long Run View," Working Papers 291, University of California, Davis, Department of Economics.
- Ffrench-Davis, Ricardo, 2003.
"Financial crisis and national policy issues: an overview,"
Copublicaciones,
Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 1785.
- Ricardo Ffrench-Davis, 2002. "Financial Crises and National Policy Issues: An Overview," WIDER Working Paper Series DP2002-81, World Institute for Development Economic Research (UNU-WIDER).
- Ffrench-Davis, Ricardo, 2003. "Financial crisis and national policy issues: an overview," Series Históricas 7799, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- Adam Rose & Erwin Bulte & Henk Folmer, 1999. "Long-Run Implications for Developing Countries of Joint Implementation of Greenhouse Gas Mitigation," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 14(1), pages 19-31, July.
- Marcus Noland, 2005.
"South Korea's Experience with International Capital Flows,"
NBER Working Papers
11381, National Bureau of Economic Research, Inc.
- Marcus Noland, 2007. "South Korea's Experience with International Capital Flows," NBER Chapters, in: Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences, pages 481-528, National Bureau of Economic Research, Inc.
- Marcus Noland, 2005. "South Korea's Experience with International Capital Flows," Working Paper Series WP05-4, Peterson Institute for International Economics.
- Schnabl, Gunther, 2003.
"De jure versus de facto: Exchange rate stabilization in Central and Eastern Europe,"
Tübinger Diskussionsbeiträge
269, University of Tübingen, School of Business and Economics.
- Gunther Schnabl, 2004. "De jure versus de facto Exchange Rate Stabilization in Central and Eastern Europe," International Finance 0404013, University Library of Munich, Germany.
- Gunther Schnabl, 2004. "De jure versus de facto Exchange Rate Stabilization in Central and Eastern Europe," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 59(02), pages 171-190, June.
- John D. Burger & Francis E. Warnock, 2006.
"Local Currency Bond Markets,"
IMF Staff Papers, Palgrave Macmillan, vol. 53(si), pages 1-7.
- John D. Burger & Francis E. Warnock, 2006. "Local Currency Bond Markets," NBER Working Papers 12552, National Bureau of Economic Research, Inc.
- Lee, Hiro & Owen, Robert F. & van der Mensbrugghe, Dominique, 2009.
"Regional integration in Asia and its effects on the EU and North America,"
Journal of Asian Economics, Elsevier, vol. 20(3), pages 240-254, May.
- Hiro Lee & Robert F. Owen & Dominique van der Mensbrugghe, 2008. "Regional Integration in Asia and Its Effects on the EU and North America," OSIPP Discussion Paper 08E012, Osaka School of International Public Policy, Osaka University.
- Robert Dekle & Kenneth M. Kletzer, 2001.
"Domestic Bank Regulation and Financial Crises: Theory and Empirical Evidence from East Asia,"
NBER Working Papers
8322, National Bureau of Economic Research, Inc.
- Robert Dekle & Kenneth Kletzer, 2002. "Domestic Bank Regulation and Financial Crises: Theory and Empirical Evidence from East Asia," NBER Chapters, in: Preventing Currency Crises in Emerging Markets, pages 507-558, National Bureau of Economic Research, Inc.
- Kenneth Kletzer & Mr. Robert Dekle, 2001. "Domestic Bank Regulation and Financial Crises: Theory and Empirical Evidence From East Asia," IMF Working Papers 2001/063, International Monetary Fund.
- Olivier Loisel, 2004. "Monetary policy rules to preclude booms and busts," Money Macro and Finance (MMF) Research Group Conference 2003 56, Money Macro and Finance Research Group.
- Taylor, Mark & Mody, Ashoka, 2003. "Common Vulnerabilities," CEPR Discussion Papers 3759, C.E.P.R. Discussion Papers.
- Kee-Hong Bae & G. Andrew Karolyi & Rene M. Stulz, 2000.
"A New Approach to Measuring Financial Contagion,"
NBER Working Papers
7913, National Bureau of Economic Research, Inc.
- Kee-Hong Bae & G. Andrew Karolyi & René M. Stulz, 2003. "A New Approach to Measuring Financial Contagion," The Review of Financial Studies, Society for Financial Studies, vol. 16(3), pages 717-763, July.
- Kee-Hong Bae & G. Andrew Karolyi & Rene M. Stulz, 2001. "A new approach to measuring financial contagion," Proceedings 743, Federal Reserve Bank of Chicago.
- Javier Guillermo Gómez, 2006.
"Capital Flows and Monetary Policy,"
Borradores de Economia
2097, Banco de la Republica.
- Javier Gómez Pineda, 2006. "Capital Flows and Monetary Policy," Borradores de Economia 395, Banco de la Republica de Colombia.
- Assaf Razin & Yona Rubinstein, 2005.
"Evaluation of Exchange-Rate, Capital Market, and Dollarization Regimes in the Presence of Sudden Stops,"
NBER Working Papers
11131, National Bureau of Economic Research, Inc.
- Assaf Razin & Yona Rubinstein, 2005. "Evaluation of Exchange-Rate, Capital-Market, and Dollarization Regimes in the Presence of Sudden Stops," Working Papers 042005, Hong Kong Institute for Monetary Research.
- Spiros Bougheasa & Paul Mizena & Cihan Yalcina, 2007.
"An Open Economy Model of the Credit Channel Applied to Four Asian Economies,"
Discussion Papers
07/09, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Spiros Bougheas & Paul Mizen & Cihan Yalcin, 2007. "An Open Economy Model of the Credit Channel Applied to Four Asian Economies," Working Papers 082007, Hong Kong Institute for Monetary Research.
- Alberto Alesina & Robert J. Barro & Silvana Tenreyro, 2002.
"Optimal Currency Areas,"
NBER Working Papers
9072, National Bureau of Economic Research, Inc.
- Tenreyro, Silvana & Barro, Robert & Alesina, Alberto, 2002. "Optimal Currency Areas," Scholarly Articles 4553033, Harvard University Department of Economics.
- Alberto Alesina & Robert Barro & Silvana Tenreyro, 2002. "Optimal Currency Areas," Harvard Institute of Economic Research Working Papers 1958, Harvard - Institute of Economic Research.
- Alberto Alesina & Robert J. Barro & Silvana Tenreyro, 2003. "Optimal Currency Areas," NBER Chapters, in: NBER Macroeconomics Annual 2002, Volume 17, pages 301-356, National Bureau of Economic Research, Inc.
- Reuven Glick & Ramon Moreno, 1999.
"Money and credit, competitiveness, and currency crises in Asia and Latin America,"
Pacific Basin Working Paper Series
99-01, Federal Reserve Bank of San Francisco.
- Glick, R. & Moreno, R., 1999. "Money and Credit, Competitiveness, and Currency Crises in Asia and Latin America," Papers 99-01, Economisch Institut voor het Midden en Kleinbedrijf-.
- Leiderman, Leonardo & Maino, Rodolfo & Parrado, Eric, 2006.
"Inflation Targeting in Dollarized Economies,"
Foerder Institute for Economic Research Working Papers
275699, Tel-Aviv University > Foerder Institute for Economic Research.
- Leonardo Leiderman & Rodolfo Maino & Eric Parrado, 2006. "Inflation Targeting in Dollarized Economies," Working Papers Central Bank of Chile 368, Central Bank of Chile.
- Mr. Leonardo Leiderman & Mr. Rodolfo Maino & Mr. Eric Parrado, 2006. "Inflation Targeting in Dollarized Economies," IMF Working Papers 2006/157, International Monetary Fund.
- corrinne ho & robert n mccauley, 2004. "Living with flexible exchange rates:," International Finance 0411003, University Library of Munich, Germany.
- Rich Lyons & Martin Evans, 2004.
"A New Micro Model of Exchange Rate Dynamics,"
Econometric Society 2004 North American Winter Meetings
622, Econometric Society.
- Martin D.D. Evans & Richard K. Lyons, 2004. "A New Micro Model of Exchange Rate Dynamics," NBER Working Papers 10379, National Bureau of Economic Research, Inc.
- Assaf Razin & Efraim Sadka & Tarek Coury, 2002.
"Trade Openness and Investment Instability,"
NBER Working Papers
8827, National Bureau of Economic Research, Inc.
- Razin, Assaf & Sadka, Efraim & Coury, Tarek, 2002. "Trade Openness and Investment Instability," CEPR Discussion Papers 3259, C.E.P.R. Discussion Papers.
- Hoel,M., 2001. "Domestic inefficiencies caused by transboundary pollution problems when there is no international coordination of environmental policies," Memorandum 17/2001, Oslo University, Department of Economics.
- Juan Carlos Echeverry & Roberto Steiner & Leopoldo Ferguson, "undated". "Hell, Heaven or Hedged: Debt Devaluation and Firm Investment in Colombia," DCBSLA Series 5, Inter-American Development Bank, Research Department.
- Mark D. Partridge & Dan S. Rickman, 2007.
"CGE Modeling for Regional Economic Development Analysis,"
Economics Working Paper Series
0706, Oklahoma State University, Department of Economics and Legal Studies in Business.
- Mark Partridge & Dan Rickman, 2010. "Computable General Equilibrium (CGE) Modelling for Regional Economic Development Analysis," Regional Studies, Taylor & Francis Journals, vol. 44(10), pages 1311-1328.
- Tak-Kuen Siu & Wai-Ki Ching & Eric Fung & Michael Ng, 2007.
"Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models,"
Computational Economics, Springer;Society for Computational Economics, vol. 29(3), pages 425-425, May.
- Tak-Kuen Siu & Wai-Ki Ching & Eric Fung & Michael Ng, 2005. "Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models," Computational Economics, Springer;Society for Computational Economics, vol. 26(3), pages 69-102, November.
- Simonis, Dominique, 2000. "Export Performance In Eastern Europe," ERSA conference papers ersa00p176, European Regional Science Association.
- Maurice Obstfeld, 2003.
"International Macroeconomics: Beyond the Mundell-Fleming Model,"
International Finance
0303006, University Library of Munich, Germany.
- Obstfeld, Maurice, 2001. "International Macroeconomics: Beyond the Mundell-Fleming Model," Center for International and Development Economics Research, Working Paper Series qt6796n8s0, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- Obstfeld, Maurice, 2001. "International Macroeconomics: Beyond the Mundell-Fleming Model," Department of Economics, Working Paper Series qt6796n8s0, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Maurice Obstfeld., 2001. "International Macroeconomics: Beyond the Mundell-Fleming Model," Center for International and Development Economics Research (CIDER) Working Papers C01-121, University of California at Berkeley.
- Maurice Obstfeld, 2001. "International Macroeconomics: Beyond the Mundell-Fleming Model," NBER Working Papers 8369, National Bureau of Economic Research, Inc.
- Isard, Peter & Laxton, Douglas & Eliasson, Ann-Charlotte, 2001.
"Inflation targeting with NAIRU uncertainty and endogenous policy credibility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 25(1-2), pages 115-148, January.
- Mr. Peter Isard & Mr. Douglas Laxton & Ann-Charlotte Eliasson, 2001. "Inflation Targeting with NAIRU Uncertainty and Endogenous Policy Credibility," IMF Working Papers 2001/007, International Monetary Fund.
- Galindo, Arturo & Leiderman, Leonardo, 2005.
"Living with Dollarization and the Route to Dedollarization,"
IDB Publications (Working Papers)
1553, Inter-American Development Bank.
- Arturo Galindo & Leonardo Leiderman, 2005. "Living with Dollarization and the Route to Dedollarization," Research Department Publications 4397, Inter-American Development Bank, Research Department.
- Zsolt Darvas & György Szapáry, 2008.
"Business Cycle Synchronization in the Enlarged EU,"
Open Economies Review, Springer, vol. 19(1), pages 1-19, February.
- Zsolt Darvas & György Szapáry, 2006. "Business Cycle Synchronization in the Enlarged EU," Working Papers 0604, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest.
- Szapáry, György & Darvas, Zsolt, 2005. "Business Cycle Sychronization in the Enlarged EU," CEPR Discussion Papers 5179, C.E.P.R. Discussion Papers.
- Yuko Hashimoto & Takatoshi Ito, 2009. "Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture," NBER Working Papers 15020, National Bureau of Economic Research, Inc.
- Luis Felipe Céspedes; & Roberto Chang & Andrés Velasco, 2003. "Must Original Sin Cause Macroeconomic Damnation?," Working Papers Central Bank of Chile 234, Central Bank of Chile.
- Mehl, Arnaud & Eichengreen, Barry & Chiţu, Livia, 2012.
"History, gravity and international finance,"
Working Paper Series
1466, European Central Bank.
- Livia Chițu & Barry Eichengreen & Arnaud J. Mehl, 2013. "History, Gravity and International Finance," NBER Working Papers 18697, National Bureau of Economic Research, Inc.
- Chiţu, Livia & Eichengreen, Barry & Mehl, Arnaud, 2014. "History, gravity and international finance," Journal of International Money and Finance, Elsevier, vol. 46(C), pages 104-129.
- Alain Ize & Eduardo Levy Yeyati, 2005.
"Financial De-Dollarization: Is It for Real?,"
Business School Working Papers
isitforreal, Universidad Torcuato Di Tella.
- Mr. Eduardo Levy Yeyati & Mr. Alain Ize, 2005. "Financial De-Dollarization: Is it for Real?," IMF Working Papers 2005/187, International Monetary Fund.
- Peter Blair Henry, 2006.
"Capital Account Liberalization: Theory, Evidence, and Speculation,"
NBER Working Papers
12698, National Bureau of Economic Research, Inc.
- Peter Blair Henry, 2007. "Capital Account Liberalization: Theory, Evidence, and Speculation," Journal of Economic Literature, American Economic Association, vol. 45(4), pages 887-935, December.
- Henry, Peter B., 2007. "Capital Account Liberalization: Theory, Evidence, and Speculation," Research Papers 1974, Stanford University, Graduate School of Business.
- Henry, Peter B., 2006. "Capital Account Liberalization: Theory, Evidence, and Speculation," Research Papers 1951, Stanford University, Graduate School of Business.
- Peter Blair Henry, 2006. "Capital account liberalization: theory, evidence, and speculation," Working Paper Series 2007-32, Federal Reserve Bank of San Francisco.
- Eric Zitzewitz, 2003.
"Who Cares About Shareholders? Arbitrage-Proofing Mutual Funds,"
The Journal of Law, Economics, and Organization, Oxford University Press, vol. 19(2), pages 245-280, October.
- Zitzewitz, Eric, 2002. "Who Cares About Shareholders? Arbitrage-Proofing Mutual Funds," Research Papers 1749, Stanford University, Graduate School of Business.
- Michael Berlemann & Kalin Hristov & Nikolay Nenovsky, 2002.
"Lending of Last Resort, Moral Hazard and Twin Crises: Lessons from the Bulgarian Financial Crisis 1996/1997,"
William Davidson Institute Working Papers Series
464, William Davidson Institute at the University of Michigan.
- M. Berlemann & K. Hristov & Nikolay Nenovsky, 2002. "Lending of last resort, moral hazard and twin crises. Lessons from the Bulgarian financial crises 1996/1997," Post-Print halshs-00260052, HAL.
- Joseph A. Whitt, 1996. "The Mexican peso crisis," Economic Review, Federal Reserve Bank of Atlanta, vol. 80(Jan), pages 1-20.
- Robert Chang & Andres Velasco, 2004. "Endogenous dollarization, expectations, and equilibrium monetary policy," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
- Ellen E. Meade & Charles P. Thomas, 1991. "Using external sustainability to forecast the dollar," International Finance Discussion Papers 398, Board of Governors of the Federal Reserve System (U.S.).
- Saki Bigio & Marco Vega, 2006. "Monetary Policy under Balance Sheet Uncertainty," Computing in Economics and Finance 2006 157, Society for Computational Economics.
- John Whalley, 2005.
"Pitfalls in the Use of Ad valorem Equivalent Representations of the Trade Impacts of Domestic Policies,"
CESifo Working Paper Series
1480, CESifo.
- Whalley, John, 2005. "Pitfalls in the Use of Ad valorem Equivalent Representations of the Trade Impacts of Domestic Policies," Commissioned Papers 24164, Canadian Agricultural Trade Policy Research Network.
- Adam Rose & Zhong Zhang, 2004.
"Interregional burden-sharing of greenhouse gas mitigation in the United States,"
Mitigation and Adaptation Strategies for Global Change, Springer, vol. 9(4), pages 477-500, October.
- Rose, Adam & Zhang, ZhongXiang, 2003. "Interregional burden-sharing of greenhouse gas mitigation in the United States," MPRA Paper 12893, University Library of Munich, Germany.
- Demir, Firat & Dahi, Omar S., 2009.
"Asymmetric Effects of Financial Development on South-South and South-North Trade: Panel Data Evidence from Emerging Markets,"
MPRA Paper
19177, University Library of Munich, Germany.
- Demir, FIrat & Dahi, Omar S., 2011. "Asymmetric effects of financial development on South-South and South-North trade: Panel data evidence from emerging markets," Journal of Development Economics, Elsevier, vol. 94(1), pages 139-149, January.
- Julien Reynaud & Fabien Lange & Łukasz Gątarek & Christian Thimann, 2011.
"Proximity in Coalition Building,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 3(3), pages 111-132, September.
- Julien Reynaud & Fabien Lange & Lukasz Gatarek & Christian Thimann, 2007. "Proximity in coalition building," Working Paper Series 0808, Óbuda University, Keleti Faculty of Business and Management, revised Jul 2008.
- Fabrizio Carmignani & Abdur Chowdhury, 2005. "The Impact of Financial Openness on Economic Integration: Evidence from the Europe and the Cis," Working Papers 88, University of Milano-Bicocca, Department of Economics, revised Apr 2005.
- Kern Alexander, 2000. "The Role of the Basle Standards in International Banking Supervision," Working Papers wp153, Centre for Business Research, University of Cambridge.
- Yifan Hu, 2003. "Empirical Investigations of Inflation Targeting," Working Paper Series WP03-6, Peterson Institute for International Economics.
- Roberto Frankel & Martín Rapetti, 2010.
"A Concise History of Exchange Rate Regimes in Latin America,"
CEPR Reports and Issue Briefs
2010-11, Center for Economic and Policy Research (CEPR).
- Roberto Frenkel & Martin Rapetti, 2010. "A Concise History of Exchange Rate Regimes in Latin America," UMASS Amherst Economics Working Papers 2010-01, University of Massachusetts Amherst, Department of Economics.
- Dale Henderson & Jinill Kim, 1999.
"Exact Utilities under Alternative Monetary Rules in a Simple Macro Model with Optimizing Agents,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 6(4), pages 507-535, November.
- Dale W. Henderson & Jinill Kim, 1999. "Exact utilities under alternative monetary rules in a simple macro model with optimizing agents," International Finance Discussion Papers 635, Board of Governors of the Federal Reserve System (U.S.).
- Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005. "A New Micro Model of Exchange Rate Dynamics (March 2004)," Working Papers gueconwpa~05-05-04, Georgetown University, Department of Economics.
- Böwer, Uwe & Guillemineau, Catherine, 2006. "Determinants of business cycle synchronisation across euro area countries," Working Paper Series 587, European Central Bank.
- Reuven Glick, 1998. "Thoughts on the origins of the Asia crisis: impulses and propagation mechanisms," Pacific Basin Working Paper Series 98-07, Federal Reserve Bank of San Francisco.
- Paul R. Bergin & Robert C. Feenstra, 2009.
"Pass-Through of Exchange Rates and Competition between Floaters and Fixers,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 35-70, February.
- Paul R. Bergin & Robert C. Feenstra, 2009. "Pass‐Through of Exchange Rates and Competition between Floaters and Fixers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 35-70, February.
- Paul R. Bergin & Robert C. Feenstra, 2007. "Pass-through of Exchange Rates and Competition Between Floaters and Fixers," NBER Working Papers 13620, National Bureau of Economic Research, Inc.
- Wohltmann, Hans-Werner & Winkler, Roland C., 2005. "Dynamic Effects of Raw Materials Price Shocks for Large Oil-Dependent Economies," Economics Working Papers 2005-01, Christian-Albrechts-University of Kiel, Department of Economics.
- Goldstein, Morris, 1995. "Coping with too much of a good thing : policy responses for large capital inflows in developing countries," Policy Research Working Paper Series 1507, The World Bank.
- Sweta Saxena & Kar-yiu Wong, 1999.
"Currency Crises and Capital Control: A Survey,"
Working Papers
0045, University of Washington, Department of Economics.
- Sweta Saxena & Kar-yiu Wong, 1999. "Currency Crises and Capital Control: A Survey," Discussion Papers in Economics at the University of Washington 0045, Department of Economics at the University of Washington.
- Graham Bird & Ramkishen S. Rajan, 2004. "Does devaluation lead to economic recovery or contraction? Theory and policy with reference to Thailand," Journal of International Development, John Wiley & Sons, Ltd., vol. 16(2), pages 141-156.
- Gilles De Truchis & Benjamin Keddad, 2013.
"Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates,"
Post-Print
hal-01498261, HAL.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," Working Papers halshs-00793503, HAL.
- de Truchis, Gilles & Keddad, Benjamin, 2013. "Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 394-412.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," AMSE Working Papers 1229, Aix-Marseille School of Economics, France, revised 05 Nov 2012.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," William Davidson Institute Working Papers Series wp1039, William Davidson Institute at the University of Michigan.
- Devereux, Michael B, 2001.
"International Risk-Sharing and the Exchange Rate: Re-evaluating the Case for Flexible Exchange Rates,"
CEPR Discussion Papers
2900, C.E.P.R. Discussion Papers.
- Michael B. Devereux, 2001. "International Risk-Sharing and the Exchange Rate: Re-evaluating the Case for Flexible Exchange Rates," Working Papers 122001, Hong Kong Institute for Monetary Research.
- Bennett T. McCallum, 1999. "Theoretical Issues Pertaining to Monetary Unions," NBER Working Papers 7393, National Bureau of Economic Research, Inc.
- McKinnon, Ronald I. & Pill, Huw, 1998.
"International Overborrowing: A Decomposition of Credit and Currency Risks,"
World Development, Elsevier, vol. 26(7), pages 1267-1282, July.
- Ronald I. McKinnon & Huw Pill, 1998. "International Overborrowing: A Decomposition of Credit and Currency Risks," Working Papers 98004, Stanford University, Department of Economics.
- William C. Gruben & Jahyeong Koo & Robert R. Moore, 2003. "Financial liberalization, market discipline and bank risk," Center for Latin America Working Papers 0303, Federal Reserve Bank of Dallas.
- Rutger Hoekstra & Jeroen van den Bergh, 2002. "Structural Decomposition Analysis of Physical Flows in the Economy," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 23(3), pages 357-378, November.
- John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock, 2010.
"External Capital Structures and Oil Price Volatility,"
Research Department Publications
4667, Inter-American Development Bank, Research Department.
- John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock, 2010. "External Capital Structures and Oil Price Volatility," NBER Working Papers 16052, National Bureau of Economic Research, Inc.
- Burger, John D. & Rebucci, Alessandro & Warnock, Francis E. & Cacdac Warnock, Veronica, 2010. "External Capital Structures and Oil Price Volatility," IDB Publications (Working Papers) 1127, Inter-American Development Bank.
- Michele Cavallo & Kate Kisselev & Fabrizio Perri & Nouriel Roubini, 2004.
"Exchange rate overshooting and the costs of floating,"
Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
- Nouriel Roubini & Michele Cavallo & Kate Kisselev, 2004. "Exchange rate overshooting and the costs of floating," 2004 Meeting Papers 766, Society for Economic Dynamics.
- Nouriel Roubini & Michele Cavallo & Kate Kisselev, 2004. "Exchange rate overshooting and the costs of floating," Computing in Economics and Finance 2004 62, Society for Computational Economics.
- Michele Cavallo & Kate Kisselev & Fabrizio Perri & Nouriel Roubini, 2005. "Exchange rate overshooting and the costs of floating," Working Paper Series 2005-07, Federal Reserve Bank of San Francisco.
- Sergio Nardis & Claudio Vicarelli, 2003. "Currency unions and trade: The special case of EMU," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 139(4), pages 625-649, December.
- Yin-wong Cheung & Hiro Ito, 2008. "Hoarding of International Reserves: A Comparison of the Asian and Latin American Experiences," Working Papers 072008, Hong Kong Institute for Monetary Research.
- Michele Fratianni & Francesco Marchionne, 2008. "Trade Costs and Provincial Heterogeneity in Italy," Working Papers 2008-03, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
- Yin-Wong Cheung & Hiro Ito, 2009.
"A Cross-Country Empirical Analysis of International Reserves,"
International Economic Journal, Taylor & Francis Journals, vol. 23(4), pages 447-481.
- Yin-Wong Cheung & Hiro Ito, 2009. "A Cross-Country Empirical Analysis of International Reserves," CESifo Working Paper Series 2654, CESifo.
- Luis Felipe Cespedes & Roberto Chang & Andres Velasco, 2000.
"Balance Sheets and Exchange Rate Policy,"
NBER Working Papers
7840, National Bureau of Economic Research, Inc.
- Luis Felipe Céspedes & Roberto Chang & Andrés Velasco, 2004. "Balance Sheets and Exchange Rate Policy," American Economic Review, American Economic Association, vol. 94(4), pages 1183-1193, September.
- Frankel, Jeffrey, 2005.
"Contractionary Currency Crashes In Developing Countries,"
Working Paper Series
rwp05-017, Harvard University, John F. Kennedy School of Government.
- Jeffrey Frankel, 2005. "Contractionary Currency Crashes In Developing Countries," CID Working Papers 117, Center for International Development at Harvard University.
- Jeffrey A. Frankel, 2005. "Contractionary Currency Crashes in Developing Countries," NBER Working Papers 11508, National Bureau of Economic Research, Inc.
- Fernando Tenjo Galarza & Enrique López Enciso, 2002.
"Burbuja Y Estancamiento Del Credito En Colombia,"
Borradores de Economia
2072, Banco de la Republica.
- Fernando Tenjo & Enrique López, 2002. "Burbuja y Estancamiento del Crédito en Colombia," Borradores de Economia 215, Banco de la Republica de Colombia.
- Fernando Tenjo G. & Enrique López E., 2002. "Burbuja y estancamiento del crédito en Colombia," Coyuntura Económica, Fedesarrollo, December.
- Daniel J. Henderson & Daniel L. Millimet, 2008.
"Is gravity linear?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 137-172.
- Millimet, Daniel & Henderson, Daniel, 2006. "Is Gravity Linear?," Departmental Working Papers 0517, Southern Methodist University, Department of Economics.
- Ari, Ali & Dagtekin, Rustem, 2007. "Early Warning Signals of the 2000/2001 Turkish Financial Crisis," MPRA Paper 25857, University Library of Munich, Germany.
- Kharroubi, E., 2006. "Financial (Dis)Integration," Working papers 149, Banque de France.
- Robert E. Lipsey, 2001. "Foreign Direct Investors in Three Financial Crises," NBER Working Papers 8084, National Bureau of Economic Research, Inc.
- Moura, Guilherme V. & Richard, Jean-François & Liesenfeld, Roman, 2007.
"Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation,"
Economics Working Papers
2007-11, Christian-Albrechts-University of Kiel, Department of Economics.
- Guilherme Valle Moura & Roman Liesenfeld & Jean-Francois Richard, 2008. "Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807141048250, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Iancu, Aurel, 2011. "Financial System Fragility Models," Working Papers of National Institute for Economic Research 110211, Institutul National de Cercetari Economice (INCE).
- Knetsch, Thomas A., 2004. "The Inventory Cycle of the German Economy," Discussion Paper Series 1: Economic Studies 2004,09, Deutsche Bundesbank.
- Frappa, S. & M sonnier, J-S., 2009. "The housing price boom of the late 90s: did inflation targeting matter?," Working papers 255, Banque de France.
- Koichi Hamada, 1998. "The Choice of International Monetary Regimes in a Context of Repeated Games," Open Economies Review, Springer, vol. 9(1), pages 417-446, January.
- Montiel, Peter & Serven, Luis, 2004.
"Macroeconomic stability in developing countries - How much is enough?,"
Policy Research Working Paper Series
3456, The World Bank.
- Peter Montiel & Luis Servén, 2006. "Macroeconomic Stability in Developing Countries: How Much Is Enough?," The World Bank Research Observer, World Bank, vol. 21(2), pages 151-178.
- Marco A. Espinosa-Vega & Steven Russell, 1996. "The Mexican economic crisis: alternative views," Economic Review, Federal Reserve Bank of Atlanta, vol. 80(Jan), pages 21-44.
- Han-Min Hsing & Andreas Savvides, 1996. "Does a J-curve exist for Korea and Taiwan?," Open Economies Review, Springer, vol. 7(2), pages 127-145, April.
- Marion Pircher, 2008. "What Lessons have been learnt since the East Asian Crisis in 1997/98?: CIBS, Capital Flows, and Exchange Rates," WIDER Working Paper Series RP2008-73, World Institute for Development Economic Research (UNU-WIDER).
- Jensen, Christian & McCallum, Bennett T., 2002.
"The non-optimality of proposed monetary policy rules under timeless perspective commitment,"
Economics Letters, Elsevier, vol. 77(2), pages 163-168, October.
- Christian Jensen & Bennett C. McCallum, 2002. "The Non-Optimality of Proposed Monetary Policy Rules Under Timeless-Perspective Commitment," NBER Working Papers 8882, National Bureau of Economic Research, Inc.
- Luis-Felipe Zanna, 2006. "Fighting against currency depreciation, macroeconomic instability and sudden stops," International Finance Discussion Papers 848, Board of Governors of the Federal Reserve System (U.S.).
- Kristin J. Forbes, 2002.
"Are Trade Linkages Important Determinants of Country Vulnerability to Crises?,"
NBER Chapters, in: Preventing Currency Crises in Emerging Markets, pages 77-132,
National Bureau of Economic Research, Inc.
- Kristin J. Forbes, 2001. "Are Trade Linkages Important Determinants of Country Vulnerability to Crises?," NBER Working Papers 8194, National Bureau of Economic Research, Inc.
- Douglas Marcouiller, S.J., 2000. "Hijacking, Hold-Up, and International Trade," Boston College Working Papers in Economics 477, Boston College Department of Economics.
- Charles Wyplosz, 2007. "Is East Asia Safe from Financial Crises?," IHEID Working Papers 02-2007, Economics Section, The Graduate Institute of International Studies.
- Kawai, Masahiro & Takagi, Shinji, 2000. "Proposed strategy for a regional exchange rate arrangement in post-crisis East Asia," Policy Research Working Paper Series 2503, The World Bank.
- Peter Bohm & Björn Carlén, 2002. "A Cost-effective Approach to Attracting Low-income Countries to International Emissions Trading: Theory and Experiments," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 23(2), pages 187-211, October.
- Balogun, Emmanuel Dele, 2007. "Effects of exchange rate policy on bilateral export trade of WAMZ countries," MPRA Paper 6234, University Library of Munich, Germany.
- Clausen, Volker & Wohltmann, Hans-Werner, 2005. "Monetary and Fiscal Policy in a Large Asymmetric Monetary Union - A Dynamic Three-Country Analysis," Economics Working Papers 2005-18, Christian-Albrechts-University of Kiel, Department of Economics.
- Paolo Pesenti & Cédric Tille, 2000. "The economics of currency crises and contagion: an introduction," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 3-16.
- Golombek, Rolf & Hoel, Michael, 2004. "Unilateral emission reductions when there are cross -country technology spillovers," Memorandum 17/2004, Oslo University, Department of Economics.
- Miguel FUENTES, 2009.
"Dollarization Of Debt Contracts: Evidence From Chilean Firms,"
The Developing Economies, Institute of Developing Economies, vol. 47(4), pages 458-487, December.
- Miguel Fuentes, 2007. "Dollarization of Debt Contracts: Evidence from Chilean Firms," Documentos de Trabajo 326, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Patrick Artus, 2003. "Local Currency or Foreign Currency Debt?," Revue économique, Presses de Sciences-Po, vol. 54(5), pages 1013-1031.
- Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2008.
"Random Walk or A Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability,"
NBER Working Papers
14160, National Bureau of Economic Research, Inc.
- Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2012. "Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability," Quantitative Finance, Taylor & Francis Journals, vol. 12(6), pages 893-905, March.
- Mika Saito, 2000. "The Empirical Investigation of The Kemp-Jones Model: The Case of OECD Countries," Econometric Society World Congress 2000 Contributed Papers 1159, Econometric Society.
- Luis Carranza & José Enrique Galdón Sánchez & Javier Gómez Biscarri, 2008.
"The relationship between investment and large exchange rate depreciations in dollarized economies,"
Faculty Working Papers
01/08, School of Economics and Business Administration, University of Navarra.
- Carranza, Luis & Galdon-Sanchez, Jose E. & Gomez-Biscarri, Javier, 2011. "The relationship between investment and large exchange rate depreciations in dollarized economies," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1265-1279.
- Sergio L. Schmukler & Luis Serven, 2002.
"Pricing Currency Risk: Facts and Puzzles from Currency Boards,"
NBER Working Papers
9047, National Bureau of Economic Research, Inc.
- Schmukler, Sergio L. & Serven, Luis, 2002. "Pricing currency risk : facts and puzzles from currency boards," Policy Research Working Paper Series 2815, The World Bank.
- Wohltmann, Hans-Werner & Winkler, Roland C., 2005. "Oil Price Shocks and Currency Denomination," Economics Working Papers 2005-10, Christian-Albrechts-University of Kiel, Department of Economics.
- Miller, Marcus & GarcÃa-Fronti, Javier, 2005. "Credit Crunch and Keynesian Contraction: Argentina in Crisis," CEPR Discussion Papers 4889, C.E.P.R. Discussion Papers.
- Kawai,Masahiro & Newfarmer,Richard S. & Schmukler,Sergio L., 2001. "Crisis and contagion in East Asia : nine lessons," Policy Research Working Paper Series 2610, The World Bank.
- Robert McCauley, 1999. "The Euro and the Dollar, 1998," Open Economies Review, Springer, vol. 10(1), pages 91-133, February.
- Arminio Fraga & Daniel L. Gleizer, 2001. "Constrained Discretion and Collective Action Problems: Reflections on the Resolution of International Financial Crises," Working Papers Series 34, Central Bank of Brazil, Research Department.
- Marcio M. Janot & Márcio G. P. Garcia & Walter Novaes, 2008.
"Balance Sheet Effects in Currency Crises: Evidence from Brazil,"
Working Papers Series
162, Central Bank of Brazil, Research Department.
- Marcio M. Janot & Marcio G. P. Garcia & Walter Novaes, 2008. "Balance Sheet Effects in Currency Crises: Evidence from Brazil," Textos para discussão 556, Department of Economics PUC-Rio (Brazil).
- Mehtap Kesriyeli & Erdal Ozmen & Serkan Yigit, 2005.
"Corporate Sector Debt Composition and Exchange Rate Balance Sheet Effect in Turkey,"
ERC Working Papers
0507, ERC - Economic Research Center, Middle East Technical University, revised Nov 2005.
- Mehtap Kesriyeli & Erdal Ozmen & Serkan Yigit, 2005. "Corporate Sector Debt Composition and Exchange Rate Balance Sheet Effect in Turkey," Working Papers 0516, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Arturo Galindo & Leonardo Leiderman, 2005. "Vivir con la dolarización y el camino hacia la desdolarización," Research Department Publications 4398, Inter-American Development Bank, Research Department.
- James Yetman, 2003.
"Currency Unions, Trade Flows, and Capital Flows,"
Working Papers
182003, Hong Kong Institute for Monetary Research.
- James Yetman, 2007. "Currency Unions, Trade Flows And Capital Flows," Pacific Economic Review, Wiley Blackwell, vol. 12(2), pages 189-204, May.
- Wohltmann, Hans-Werner & Winkler, Roland C., 2005. "Monetary Policy Dynamics in Large Oil-Dependent Economies," Economics Working Papers 2005-17, Christian-Albrechts-University of Kiel, Department of Economics.
- Eswar Prasad & Shang-Jin Wei, 2005.
"The Chinese Approach to Capital Inflows: Patterns and Possible Explanations,"
NBER Working Papers
11306, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Hashimoto, Yuko, 2006.
"Intraday seasonality in activities of the foreign exchange markets: Evidence from the electronic broking system,"
Journal of the Japanese and International Economies, Elsevier, vol. 20(4), pages 637-664, December.
See citations under working paper version above.
- Takatoshi Ito & Yuko Hashimoto, 2006. "Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System," NBER Working Papers 12413, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Yuko Hashimoto, 2006. "Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System," CIRJE F-Series CIRJE-F-407, CIRJE, Faculty of Economics, University of Tokyo.
- Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2006.
"Editors’ Overview,"
Asian Economic Policy Review, Japan Center for Economic Research, vol. 1(1), pages 1-14, June.
- Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2008. "Editors’ Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 3(2), pages 163-179, December.
- Hal HILL & Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2008. "Editors’ Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 3(1), pages 1-18, June.
- Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2007. "Editors’ Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 2(2), pages 169-185, December.
- Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2006. "Editors’ Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 1(2), pages 201-214, December.
- Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2009. "Editors’ Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 4(1), pages 1-18, June.
- Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2007. "Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 2(1), pages 1-15, June.
Cited by:
- W Max Corden & Sisira Jayasuriya, 2016. "The Japanese macroeconomic mystery," Departmental Working Papers 2016-03, The Australian National University, Arndt-Corden Department of Economics.
- Takatoshi Ito, 2006.
"Robust Monetary Framework for China,"
China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 14(5), pages 32-47, September.
Cited by:
- Obstfeld, Maurice, 2006.
"The Renminbi's Dollar Peg at the Crossroads,"
CEPR Discussion Papers
5771, C.E.P.R. Discussion Papers.
- Maurice Obstfeld, 2007. "The Renminbi's Dollar Peg at the Crossroads," IMES Discussion Paper Series 07-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
- Maurice Obstfeld, 2007. "The Renminbi's Dollar Peg at the Crossroads," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 25(S1), pages 29-56, December.
- Obstfeld, Maurice, 2006. "The Renminbi’s Dollar Peg at the Crossroads," Center for International and Development Economics Research, Working Paper Series qt7tw4142j, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- Takatoshi Ito, 2016.
"A New Financial Order in Asia: Will a RMB bloc emerge?,"
NBER Working Papers
22755, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 2017. "A new financial order in Asia: Will a RMB bloc emerge?," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 232-257.
- Obstfeld, Maurice, 2006.
"The Renminbi's Dollar Peg at the Crossroads,"
CEPR Discussion Papers
5771, C.E.P.R. Discussion Papers.
- Takatoshi Ito, 2005.
"Interventions and Japanese economic recovery,"
International Economics and Economic Policy, Springer, vol. 2(2), pages 219-239, November.
See citations under working paper version above.
- Takatoshi Ito, 2005. "Interventions and Japanese Economic Recovery," Hi-Stat Discussion Paper Series d05-100, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito, 2005.
"The Exchange Rate In The Japanese Economy: The Past, Puzzles, And Prospects,"
The Japanese Economic Review, Japanese Economic Association, vol. 56(1), pages 1-38, March.
Cited by:
- MORIKAWA Masayuki, 2016. "Uncertainty over Exchange Rates and Exports: Evidence from dispersion of expectations as a measure of uncertainty," Discussion papers 16010, Research Institute of Economy, Trade and Industry (RIETI).
- Soon, Siew-Voon & Baharumshah, Ahmad Zubaidi, 2021. "Exchange rates and fundamentals: Further evidence based on asymmetric causality test," International Economics, Elsevier, vol. 165(C), pages 67-84.
- Edwin M. Truman & Anna Wong, 2006. "The Case for an International Reserve Diversification Standard," Working Paper Series WP06-2, Peterson Institute for International Economics.
- Nikkinen, Jussi & Vähämaa, Sami, 2009. "Central bank interventions and implied exchange rate correlations," Journal of Empirical Finance, Elsevier, vol. 16(5), pages 862-873, December.
- Yuzo Honda & Hitoshi Inoue, 2015. "Three Alternative Hypotheses On The Yen-Dollar Exchange Rate Over The Last 30 Years," Discussion Papers in Economics and Business 15-15, Osaka University, Graduate School of Economics.
- Takatoshi Ito & Yuko Hashimoto, 2005.
"High‐Frequency Contagion of Currency Crises in Asia,"
Asian Economic Journal, East Asian Economic Association, vol. 19(4), pages 357-381, December.
See citations under working paper version above.
- Takatoshi Ito & Yuko Hashimoto, 2002. "High Frequency Contagion of Currency Crises in Asia," NBER Working Papers 9376, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Kimie Harada, 2005.
"Japan premium and stock prices: two mirrors of Japanese banking crises,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 195-211.
See citations under working paper version above.
- Takatoshi Ito & Kimie Harada, 2000. "Japan Premium and Stock Prices: Two Mirrors of Japanese Banking Crises," NBER Working Papers 7997, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2004.
"Exchange Rate Regimes And Monetary Cooperation: Lessons From East Asia And Latin America,"
The Japanese Economic Review, Japanese Economic Association, vol. 55(3), pages 240-266, September.
Cited by:
- Takatoshi Ito, 2012. "Can Asia Overcome the IMF Stigma?," American Economic Review, American Economic Association, vol. 102(3), pages 198-202, May.
- Takatoshi Ito & Keisuke Orii, 2009. "Early Warning Systems of Currency Crises," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 5(1), pages 1-24, October.
- Susanne Durst & Ann Svensson & Mariano Martin Genaro Palacios Acuache, 2021. "Peruvian Small and Medium-Sized Enterprises in Times of Crisis—Or What Is Happening over Time?," Sustainability, MDPI, vol. 13(24), pages 1-17, December.
- Hoshi, Takeo & Ito, Takatoshi, 2004.
"Financial regulation in Japan: a sixth year review of the Financial Services Agency,"
Journal of Financial Stability, Elsevier, vol. 1(2), pages 229-243, December.
Cited by:
- Masami Imai, 2009.
"Political Influence and Declarations of Bank Insolvency in Japan,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(1), pages 131-158, February.
- Masami Imai, 2009. "Political Influence and Declarations of Bank Insolvency in Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(1), pages 131-158, February.
- Oren Levintal, 2012. "Equity Capital, Bankruptcy Risk and the Liquidity Trap," Working Papers 2012-07, Bar-Ilan University, Department of Economics.
- Harada, Kimie & Ito, Takatoshi, 2011.
"Did mergers help Japanese mega-banks avoid failure? Analysis of the distance to default of banks,"
Journal of the Japanese and International Economies, Elsevier, vol. 25(1), pages 1-22, March.
- Kimie Harada & Takatoshi Ito, 2008. "Did Mergers Help Japanese Mega-Banks Avoid Failure? Analysis of the Distance to Default of Banks," NBER Working Papers 14518, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2009. "Comment on "Did the Japanese Stock Market Appropriately Price the Takenaka Financial Reform?"," NBER Chapters, in: Financial Sector Development in the Pacific Rim, pages 341-345, National Bureau of Economic Research, Inc.
- Nobes, Christopher, 2018. "Lessons from misclassification in international accounting," The British Accounting Review, Elsevier, vol. 50(3), pages 239-254.
- Kimie Harada & Takatoshi Ito & Shuhei Takahashi, 2010. "Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies," NBER Working Papers 16182, National Bureau of Economic Research, Inc.
- Harada, Kimie & Ito, Takatoshi & Takahashi, Shuhei, 2013. "Is the Distance to Default a good measure in predicting bank failures? A case study of Japanese major banks," Japan and the World Economy, Elsevier, vol. 27(C), pages 70-82.
- Sue Wright & Elizabeth Sheedy & Shane Magee, 2018. "International compliance with new Basel Accord principles for risk governance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(1), pages 279-311, March.
- Masami Imai, 2009.
"Political Influence and Declarations of Bank Insolvency in Japan,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(1), pages 131-158, February.
- Ito, Takatoshi & Harada, Kimie, 2004.
"Credit Derivatives Premium as a New Japan Premium,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(5), pages 965-968, October.
Cited by:
- Alexis Stenfors, 2018.
"The Covered Interest Parity Puzzle and the Evolution of the Japan Premium,"
Working Papers in Economics & Finance
2018-10, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Alexis Stenfors, 2019. "The Covered Interest Parity Puzzle and the Evolution of the Japan Premium," Journal of Economic Issues, Taylor & Francis Journals, vol. 53(2), pages 417-424, April.
- Masami Imai, 2006.
"The Emergence of Market Monitoring in Japanese Banks: Evidence from the Subordinated Debt Market,"
Wesleyan Economics Working Papers
2006-008, Wesleyan University, Department of Economics.
- Imai, Masami, 2007. "The emergence of market monitoring in Japanese banks: Evidence from the subordinated debt market," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1441-1460, May.
- Montgomery, Heather & Shimizutani, Satoshi, 2009. "The effectiveness of bank recapitalization policies in Japan," Japan and the World Economy, Elsevier, vol. 21(1), pages 1-25, January.
- Naohiko Baba & Masakazu Inada, 2007. "Price Discovery of Credit Spreads for Japanese Mega-Banks: Subordinated Bond and CDS," IMES Discussion Paper Series 07-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
- Shin-ichi Fukuda, 2010.
"Market-specific and Currency-specific Risk during the Global Financial Crisis: Evidence from the Interbank Markets in Tokyo and London,"
CARF F-Series
CARF-F-229, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Shin-ichi Fukuda, 2011. "Market-specific and Currency-specific Risk During the Global Financial Crisis: Evidence from the Interbank Markets in Tokyo and London," NBER Working Papers 16962, National Bureau of Economic Research, Inc.
- Shin-ichi Fukuda, 2010. "Market-specific and Currency-specific Risk during the Global Financial Crisis: Evidence from the Interbank Markets in Tokyo and London," CIRJE F-Series CIRJE-F-759, CIRJE, Faculty of Economics, University of Tokyo.
- Fukuda, Shin-ichi, 2012. "Market-specific and currency-specific risk during the global financial crisis: Evidence from the interbank markets in Tokyo and London," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3185-3196.
- Baba, Naohiko & Inada, Masakazu, 2009. "Price discovery of subordinated credit spreads for Japanese mega-banks: Evidence from bond and credit default swap markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(4), pages 616-632, October.
- Yoichi Ueno & Naohiko Baba, 2006. "Default Intensity and Expected Recovery of Japanese Banks and "Government": New Evidence from the CDS Market," Bank of Japan Working Paper Series 06-E-4, Bank of Japan.
- Azad, A.S.M. Sohel & Batten, Jonathan A. & Fang, Victor, 2015. "What determines the yen swap spread?," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 1-13.
- Naohiko Baba, 2006. "Financial Market Functioning and Monetary Policy: Japan's Experience," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 24(S1), pages 39-71, December.
- Frederick T. Furlong & Robard Williams, 2006. "Financial market signals and banking supervision: are current practices consistent with research findings?," Economic Review, Federal Reserve Bank of San Francisco, pages 17-29.
- Montgomery, Heather & Takahashi, Yuki, 2011. "Bank recapitalization in the U.S. - lessons from Japan," MPRA Paper 33147, University Library of Munich, Germany.
- Shin-ichi Fukuda & Mariko Tanaka, 2013. "Financial Crises and Risk Premiums in International Interbank Markets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 9(1), pages 117-138, January.
- Kimie Harada & Takatoshi Ito & Shuhei Takahashi, 2010. "Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies," NBER Working Papers 16182, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2009. "Fire, flood, and lifeboats: policy responses to the global crisis of 2007-09," Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 207-249.
- Harada, Kimie & Ito, Takatoshi & Takahashi, Shuhei, 2013. "Is the Distance to Default a good measure in predicting bank failures? A case study of Japanese major banks," Japan and the World Economy, Elsevier, vol. 27(C), pages 70-82.
- Alexis Stenfors, 2018.
"The Covered Interest Parity Puzzle and the Evolution of the Japan Premium,"
Working Papers in Economics & Finance
2018-10, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Takatoshi Ito, 2003.
"Retrospective on the Bubble Period and its Relationship to Developments in the 1990s,"
The World Economy, Wiley Blackwell, vol. 26(3), pages 283-300, March.
Cited by:
- Arne Bigsten, 2005.
"Can Japan Make a Comeback?,"
The World Economy, Wiley Blackwell, vol. 28(4), pages 595-606, April.
- Bigsten, Arne, 2004. "Can Japan Make a Comeback?," Working Papers in Economics 122, University of Gothenburg, Department of Economics.
- W. R. Garside, 2012. "Japan’s Great Stagnation," Books, Edward Elgar Publishing, number 14624, March.
- Charles Leung, 2021.
"Handbook of Real Estate and Macroeconomics: An Introduction,"
GRU Working Paper Series
GRU_2021_029, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Charles Ka Yui Leung & (single author only), 2021. "Handbook of Real Estate and Macroeconomics: An Introduction," ISER Discussion Paper 1137, Institute of Social and Economic Research, Osaka University.
- Arne Bigsten, 2005.
"Can Japan Make a Comeback?,"
The World Economy, Wiley Blackwell, vol. 28(4), pages 595-606, April.
- Ogawa, Eiji & Ito, Takatoshi, 2002.
"On the Desirability of a Regional Basket Currency Arrangement,"
Journal of the Japanese and International Economies, Elsevier, vol. 16(3), pages 317-334, September.
See citations under working paper version above.
- Eiji Ogawa & Takatoshi Ito, 2000. "On the Desirability of a Regional Basket Currency Arrangement," NBER Working Papers 8002, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Sasaki, Yuri Nagataki, 2002.
"Impacts of the Basle Capital Standard on Japanese Banks' Behavior,"
Journal of the Japanese and International Economies, Elsevier, vol. 16(3), pages 372-397, September.
See citations under working paper version above.
- Takatoshi Ito & Yuri Nagataki Sasaki, 1998. "Impacts of the Basle Capital Standard on Japanese Banks' Behavior," Discussion Paper Series a356, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito & Yuri Nagatake Sasaki, 1998. "Impacts of the Basle Capital Standard on Japanese Banks' Behavior," NBER Working Papers 6730, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Lin, Wen-Ling, 2001.
"Race to the center: competition for the Nikkei 225 futures trade,"
Journal of Empirical Finance, Elsevier, vol. 8(3), pages 219-242, July.
Cited by:
- Lee, Ming-Chih & Chiu, Chien-Liang & Lee, Yen-Hsien, 2007. "Is twin behavior of Nikkei 225 index futures the same?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 377(1), pages 199-210.
- Chng, Michael T., 2004. "The trading dynamics of close-substitute futures markets: evidence of margin policy spillover effects," Journal of Multinational Financial Management, Elsevier, vol. 14(4-5), pages 463-483.
- Sheng, Li, 2010. "Competing or cooperating to host mega events: A simple model," Economic Modelling, Elsevier, vol. 27(1), pages 375-379, January.
- Shinhua Liu, 2008. "Index Futures and Predictability of the Underlying Stocks’ Returns: The Case of the Nikkei 225," Journal of Financial Services Research, Springer;Western Finance Association, vol. 34(1), pages 77-91, August.
- Ziliang Yu & Jian Yang & Robert I. Webb, 2023. "Price discovery in China's crude oil futures markets: An emerging Asian benchmark?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(3), pages 297-324, March.
- Miao, Hong & Ramchander, Sanjay & Wang, Tianyang & Yang, Dongxiao, 2017. "Role of index futures on China's stock markets: Evidence from price discovery and volatility spillover," Pacific-Basin Finance Journal, Elsevier, vol. 44(C), pages 13-26.
- Elliott, Graham & Ito, Takatoshi, 1999.
"Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market,"
Journal of Monetary Economics, Elsevier, vol. 43(2), pages 435-456, April.
See citations under working paper version above.
- Graham Elliott & Takatoshi Ito, 1998. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market," Discussion Paper Series a347, Institute of Economic Research, Hitotsubashi University.
- Elliott, Graham & ITO, TAKATOSHI, 1998. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market," University of California at San Diego, Economics Working Paper Series qt5wm0q8mz, Department of Economics, UC San Diego.
- Ito, Takatoshi, 1999.
"Asian Currency Crises and the IMF,"
Economic Review, Hitotsubashi University, vol. 50(1), pages 68-93, January.
Cited by:
- Yu Hsing, 2006. "Analysis of Short-term Exchange Rate Movements in Korea: Application of an Extended Mundell-Fleming Model," Global Economic Review, Taylor & Francis Journals, vol. 35(2), pages 145-151.
- Miyakoshi, Tatsuyoshi, 2000. "The causes of the Asian currency crisis: empirical observations," Japan and the World Economy, Elsevier, vol. 12(3), pages 243-253, September.
- Ito, Takatoshi & Ogawa, Eiji & Sasaki, Yuri Nagataki, 1998.
"How Did the Dollar Peg Fail in Asia?,"
Journal of the Japanese and International Economies, Elsevier, vol. 12(4), pages 256-304, December.
See citations under working paper version above.
- Takatoshi Ito & Eiji Ogawa & Yuri Nagataki Sasaki, 1999. "How Did the Dollar Peg Fail in Asia?," NBER Working Papers 6729, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 1997.
"The Long-Run Purchasing Power Parity for the Yen: Historical Overview,"
Journal of the Japanese and International Economies, Elsevier, vol. 11(4), pages 502-521, December.
Cited by:
- Yoshihiko Hogen & Yojiro Ito & Kenji Kanai & Naoya Kishi, 2024. "Changes in the Global Economic Landscape and Issues for Japan's Economy," Bank of Japan Working Paper Series 24-E-3, Bank of Japan.
- Masahiro Kawai & Munehisa Kasuya & Naohisa Hirakata, 2003. "Analysis of the Relative Price of Nontradable Goods in the G7 Countries," Bank of Japan Working Paper Series 03-E-5, Bank of Japan.
- Yabu, Tomoyoshi, 2004. "Have the constraints on PPP relaxed over time? Some evidence from Japan," Economics Letters, Elsevier, vol. 84(2), pages 205-210, August.
- Takatoshi Ito, 2010.
"Great Inflation and Central Bank Independence in Japan,"
NBER Working Papers
15726, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2013. "Great Inflation and Central Bank Independence in Japan," NBER Chapters, in: The Great Inflation: The Rebirth of Modern Central Banking, pages 357-387, National Bureau of Economic Research, Inc.
- Imai, Hiroyuki, 2010. "Japan's inflation under the Bretton Woods system: How large was the Balassa-Samuelson effect?," Journal of Asian Economics, Elsevier, vol. 21(2), pages 174-185, April.
- Makoto Muto & Yoshitaka Saiki, 2020. "Synchronization analysis between exchange rates on the basis of purchasing power parity using the Hilbert transform," Papers 2010.08825, arXiv.org, revised Aug 2022.
- Shimazaki, Masao & Solomou, Solomos, 2001.
"Effective exchange rates in Japan 1879-1938,"
Japan and the World Economy, Elsevier, vol. 13(2), pages 161-178, April.
- Shimazaki, M. & Solomou, S., 1999. "Effective Exchange Rates in Japan, 1879-1938," Cambridge Working Papers in Economics 9917, Faculty of Economics, University of Cambridge.
- Masao Ogaki & Jaebeom Kim, 2004.
"Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach,"
Econometric Society 2004 Far Eastern Meetings
515, Econometric Society.
- Kim, Jaebeom & Ogaki, Masao, 2004. "Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(1), pages 1-25, March.
- Zhang, Zhibai, 2014. "Is there a rule of thumb for absolute purchasing power parity to hold?," MPRA Paper 55338, University Library of Munich, Germany.
- Hiroyuki Imai, 2020. "Was the Balassa–Samuelson Effect Small? Uncaptured Quality Improvements and Japan’s Real Exchange Rate Appreciation, 1956–1970," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 62(4), pages 632-660, December.
- Muto, Makoto & Saiki, Yoshitaka, 2024. "Synchronization analysis between exchange rates on the basis of purchasing power parity using the Hilbert transform," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Thomas F. Cargill & Michael M. Hutchison & Takatoshi Ito, 1996.
"Deposit Guarantees And The Burst Of The Japanese Bubble Economy,"
Contemporary Economic Policy, Western Economic Association International, vol. 14(3), pages 41-52, July.
Cited by:
- Masami Imai, 2009.
"Political Influence and Declarations of Bank Insolvency in Japan,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(1), pages 131-158, February.
- Masami Imai, 2009. "Political Influence and Declarations of Bank Insolvency in Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(1), pages 131-158, February.
- Yaxi Zhang, 2014. "Premium Rate Patterns of Deposit Insurance System: Foreign Practice and Implications for China," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 2(11), pages 454-464, November.
- Nobuyoshi Yamori, 1999. "Stock Market Reaction to the Bank Liquidation in Japan: A Case for the Informational Effect Hypothesis," Journal of Financial Services Research, Springer;Western Finance Association, vol. 15(1), pages 57-68, February.
- Masami Imai, 2009.
"Political Influence and Declarations of Bank Insolvency in Japan,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(1), pages 131-158, February.
- Takatoshi Ito & Tokuo Iwaisako, 1996.
"Explaining Asset Bubbles in Japan,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 14(1), pages 143-193, July.
See citations under working paper version above.
- Takatoshi Ito & Tokuo Iwaisako, 1995. "Explaining Asset Bubbles in Japan," NBER Working Papers 5358, National Bureau of Economic Research, Inc.
- Takatotshi Ito, 1996.
"Japan and the Asian Economies: A 'Miracle' in Transition,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 27(2), pages 205-272.
Cited by:
- Takatoshi Ito & Peter Isard & Steven Symansky, 1997.
"Economic Growth and Real Exchange Rate: An Overview of the Balassa-Samuelson Hypothesis in Asia,"
NBER Working Papers
5979, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Peter Isard & Steven Symansky, 1999. "Economic Growth and Real Exchange Rate: An Overview of the Balassa-Samuelson Hypothesis in Asia," NBER Chapters, in: Changes in Exchange Rates in Rapidly Developing Countries: Theory, Practice, and Policy Issues, pages 109-132, National Bureau of Economic Research, Inc.
- Ishi, Hiromitsu, 1999. "The role of government in the postwar growth process of Japan," Journal of Asian Economics, Elsevier, vol. 10(1), pages 65-90.
- Crafts, Nicholas, 2011.
"Economic History Matters,"
CAGE Online Working Paper Series
58, Competitive Advantage in the Global Economy (CAGE).
- Nicholas Crafts, 2012. "Economic History Matters," Economic History of Developing Regions, Taylor & Francis Journals, vol. 27(S1), pages 3-15.
- Magnus Blomstrum & Byron Gangnes & Sumner La Croix, 2000. "The Tradition of Change in Japan," Working Papers 200011, University of Hawaii at Manoa, Department of Economics.
- Sanidas, Elias, 2002. "Manufacturing Sectoral Growth in the USA and Japan: Relevance to SMEs, Organizational Innovations, and Recent Economic Growth," Economics Working Papers wp02-09, School of Economics, University of Wollongong, NSW, Australia.
- Sorin-George Toma & Paul Marinescu & Dragos Tohanean, 2018. "Cultural Dimensions Of Japanese Management," Manager Journal, Faculty of Business and Administration, University of Bucharest, vol. 28(1), pages 17-23, December.
- Ishi, Hiromitsu, 1999. "Macroeconomic fundamentals of postwar economic growth in Japan--a great success and recent frustration Lessons in Asian economies7, 8," Journal of Asian Economics, Elsevier, vol. 10(2), pages 247-261.
- Mishkin, Frederic S., 2009. "Globalization and financial development," Journal of Development Economics, Elsevier, vol. 89(2), pages 164-169, July.
- Magnus Blomstrom & Denise Konan & Robert E. Lipsey, 2000.
"FDI in the Restructuring of the Japanese Economy,"
NBER Working Papers
7693, National Bureau of Economic Research, Inc.
- Blomström, Magnus & Konan, Denise & Lipsey, Robert E., 2000. "FDI in the Restructuring of the Japanese Economy," SSE/EFI Working Paper Series in Economics and Finance 371, Stockholm School of Economics.
- Sakakibara, Mariko & Cho, Dong-Sung, 2002. "Cooperative R&D in Japan and Korea: a comparison of industrial policy," Research Policy, Elsevier, vol. 31(5), pages 673-692, July.
- Kawakami, Tetsu & Tiwari, Piyush & Doi, Masayuki, 2004. "Assessing Impact Of Its On Japan'S Economy Using A Computable General Equilibrium Model," Research in Transportation Economics, Elsevier, vol. 8(1), pages 525-547, January.
- Takatoshi Ito & Peter Isard & Steven Symansky, 1997.
"Economic Growth and Real Exchange Rate: An Overview of the Balassa-Samuelson Hypothesis in Asia,"
NBER Working Papers
5979, National Bureau of Economic Research, Inc.
- Lin, Wen-Ling & Engle, Robert F & Ito, Takatoshi, 1994.
"Do Bulls and Bears Move across Borders? International Transmission of Stock Returns and Volatility,"
The Review of Financial Studies, Society for Financial Studies, vol. 7(3), pages 507-538.
Cited by:
- Tae-Hwy Lee & Weiping Yang, 2014.
"Granger-Causality in Quantiles between Financial Markets: Using Copula Approach,"
Working Papers
201406, University of California at Riverside, Department of Economics.
- Lee, Tae-Hwy & Yang, Weiping, 2014. "Granger-causality in quantiles between financial markets: Using copula approach," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 70-78.
- Guglielmo Caporale & Nikitas Pittis & Nicola Spagnolo, 2006. "Volatility transmission and financial crises," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 30(3), pages 376-390, September.
- Peresetsky, Anatoly & Yakubov, Ruslan, 2015.
"Autocorrelation in an unobservable global trend: Does it help to forecast market returns?,"
MPRA Paper
64579, University Library of Munich, Germany.
- Anatoly A. Peresetsky & Ruslan I. Yakubov, 2017. "Autocorrelation in an unobservable global trend: does it help to forecast market returns?," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 7(1/2), pages 152-169.
- Stephen J. Sault, 2007. "A Disaggregated Analysis of Movements in East Asian Regional Stock Volatility," Australian Journal of Management, Australian School of Business, vol. 32(2), pages 251-270, December.
- Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2011.
"Stocks, bonds, money markets and exchange rates: measuring international financial transmission,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 948-974, September.
- Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2005. "Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission," NBER Working Papers 11166, National Bureau of Economic Research, Inc.
- Ehrmann, Michael & Fratzscher, Marcel & Rigobon, Roberto, 2005. "Stocks, bonds, money markets and exchange rates: measuring international financial transmission," Working Paper Series 452, European Central Bank.
- Anthony S. Tay & Aamir R. Hashmi, 2004. "Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness," Econometric Society 2004 Far Eastern Meetings 634, Econometric Society.
- Masih, Abul M. M. & Masih, Rumi, 1999. "Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 7(3-4), pages 251-282, August.
- Christian Jochum & Gebhard Kirchgässner & Mariusz Platek, 1999. "A long-run relationship between Eastern European stock markets? Cointegration and the 1997/98 crisis in emerging markets," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 135(3), pages 454-479, September.
- Ito, Akitoshi, 1999. "Profits on technical trading rules and time-varying expected returns: evidence from Pacific-Basin equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 7(3-4), pages 283-330, August.
- Balcilar, Mehmet & Hammoudeh, Shawkat & Toparli, Elif Akay, 2018. "On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach," Energy Economics, Elsevier, vol. 74(C), pages 813-827.
- Chung-Shu Wu & Sheng-Cheng Hu, 2000. "Interest Rates, Credit Rationing, and Banking Deregulation in Taiwan," NBER Chapters, in: Deregulation and Interdependence in the Asia-Pacific Region, pages 255-276, National Bureau of Economic Research, Inc.
- G. Andrew Karolyi, 2003. "Does International Financial Contagion Really Exist?," International Finance, Wiley Blackwell, vol. 6(2), pages 179-199, July.
- Jin, Xiaoye, 2015. "Volatility transmission and volatility impulse response functions among the Greater China stock markets," Journal of Asian Economics, Elsevier, vol. 39(C), pages 43-58.
- Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi & Masahiro Watanabe, 2002.
"Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows,"
Yale School of Management Working Papers
ysm274, Yale School of Management, revised 01 Apr 2008.
- Steven J. Brown & William N. Goetzmann & Takato Hiraki & Niroyoshi Shiraishi & Masahiro Watanabe, 2002. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers ysm24, Yale School of Management.
- Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi & Masahiro Watanabe, 2002. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers ysm274, Yale School of Management, revised 01 Apr 2008.
- Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Noriyoshi Shirishi & Masahiro Watanabe, 2003. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," NBER Working Papers 9470, National Bureau of Economic Research, Inc.
- Jeannine Bailliu, 2000.
"Private Capital Flows, Financial Development, and Economic Growth in Developing Countries,"
Staff Working Papers
00-15, Bank of Canada.
- Jeannine Bailliu, 2000. "Private Capital Flows, Financial Development, and Economic Growth in Developing Countries," Staff Working Papers 00-16, Bank of Canada.
- Brière, Marie & Chapelle, Ariane & Szafarz, Ariane, 2012.
"No contagion, only globalization and flight to quality,"
Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1729-1744.
- Marie Briere & Ariane Chapelle & Ariane Szafarz, 2008. "No contagion, only globalization and flight to quality," DULBEA Working Papers 08-22.RS, ULB -- Universite Libre de Bruxelles.
- Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Working Papers CEB 12-010, ULB -- Universite Libre de Bruxelles.
- Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/149092, ULB -- Universite Libre de Bruxelles.
- Marie Brière & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Post-Print hal-01494525, HAL.
- Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/239873, ULB -- Universite Libre de Bruxelles.
- Gustavo Peralta, 2016. "The Nature of Volatility Spillovers across the International Capital Markets," CNMV Working Papers CNMV Working Papers no. 6, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
- Oxelheim, Lars, 2000.
"Routes to Equity Market Integration - The Interplay between Politicians, Investors and Managers,"
Working Paper Series
526, Research Institute of Industrial Economics.
- Oxelheim, Lars, 2001. "Routes to equity market integration -- the interplay between politicians, investors and managers," Journal of Multinational Financial Management, Elsevier, vol. 11(2), pages 183-211, April.
- Ali F. Darrat & Omar M. Benkato, 2003. "Interdependence and Volatility Spillovers Under Market Liberalization: The Case of Istanbul Stock Exchange," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(7‐8), pages 1089-1114, September.
- Sheng, Xin & Brzeszczyński, Janusz & Ibrahim, Boulis M., 2017. "International stock return co-movements and trading activity," Finance Research Letters, Elsevier, vol. 23(C), pages 12-18.
- Evzen Kocenda & Vit Bubak & Filip Zikes, 2011.
"Volatility Transmission in Emerging European Foreign Exchange Markets,"
William Davidson Institute Working Papers Series
wp1020, William Davidson Institute at the University of Michigan.
- Vít Bubák & Evžen Kocenda & Filip Zikes, 2010. "Volatility Transmission in Emerging European Foreign Exchange Markets," CESifo Working Paper Series 3063, CESifo.
- Bubák, Vít & Kocenda, Evzen & Zikes, Filip, 2011. "Volatility transmission in emerging European foreign exchange markets," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2829-2841, November.
- Oikonomikou, Leoni Eleni, 2018. "Modeling financial market volatility in transition markets: a multivariate case," Research in International Business and Finance, Elsevier, vol. 45(C), pages 307-322.
- Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang, 2005.
"The Emerging Market Crisis and Stock Market Linkages: Further Evidence,"
IEPR Working Papers
05.27, Institute of Economic Policy Research (IEPR).
- Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang, 2006. "The emerging market crisis and stock market linkages: further evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 727-744, September.
- Cheng Hsiao & Zijun Wang & Jian Yang & Qi Li, 2006. "The emerging market crisis and stock market linkages: further evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 727-744.
- Mun, Kyung-Chun, 2005. "Contagion and impulse response of international stock markets around the 9-11 terrorist attacks," Global Finance Journal, Elsevier, vol. 16(1), pages 48-68, August.
- Thomas Dalsgaard & Jørgen Elmeskov & Cyn-Young Park, 2002.
"Ongoing Changes in the Business Cycle: Evidence and Causes,"
OECD Economics Department Working Papers
315, OECD Publishing.
- Thomas Dalsgaard & Jørgen Elmeskov & Cyn-Young Park, 2002. "Ongoing changes in the business cycle - evidence and causes," SUERF Studies, SUERF - The European Money and Finance Forum, number 20 edited by Morten Balling, May.
- Chaudhuri, Kausik & Sen, Rituparna & Tan, Zheng, 2018. "Testing extreme dependence in financial time series," Economic Modelling, Elsevier, vol. 73(C), pages 378-394.
- Malik, Farooq & Hammoudeh, Shawkat, 2007. "Shock and volatility transmission in the oil, US and Gulf equity markets," International Review of Economics & Finance, Elsevier, vol. 16(3), pages 357-368.
- Gagnon, Louis & Karolyi, G. Andrew, 2009.
"Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(4), pages 953-986, August.
- Gagnon, Louis & Karolyi, G. Andrew, 2007. "Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks," Working Paper Series 2006-11, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Mudakkar, Syeda Rabab & Uppal, Jamshed Y., 2018. "Stability of cross-market bivariate return distributions during financial turbulence," Research in International Business and Finance, Elsevier, vol. 45(C), pages 389-401.
- John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009.
"Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis,"
CESifo Working Paper Series
2794, CESifo.
- Beirne, John & Caporale, Guglielmo Maria & Schulze-Ghattas, Marianne & Spagnolo, Nicola, 2010. "Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis," Emerging Markets Review, Elsevier, vol. 11(3), pages 250-260, September.
- John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009. "Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis," Discussion Papers of DIW Berlin 942, DIW Berlin, German Institute for Economic Research.
- Galip Gençyürk, 2024. "Volatility Modeling and Spillover: The Turkish and Russian Stock Markets," Istanbul Business Research, Istanbul University Business School, vol. 53(1), pages 81-101, April.
- Vance L. Martin & Mardi Dungey, 2007. "Unravelling financial market linkages during crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 89-119.
- Zied Ftiti & Aviral Tiwari & Amél Belanès & Khaled Guesmi, 2015. "Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 46(4), pages 575-611, December.
- Jin Guo & Tetsuji Tanaka, 2019. "Determinants of international price volatility transmissions: the role of self-sufficiency rates in wheat-importing countries," Palgrave Communications, Palgrave Macmillan, vol. 5(1), pages 1-13, December.
- Ozcan Ceylan, 2015.
"Limited information-processing capacity and asymmetric stock correlations,"
Quantitative Finance, Taylor & Francis Journals, vol. 15(6), pages 1031-1039, June.
- Ceylan, Ozcan, 2010. "Limited Information-Processing Capacity and Asymmetric Stock Correlations," MPRA Paper 61587, University Library of Munich, Germany.
- Baur, Dirk & Jung, Robert C., 2006. "Return and volatility linkages between the US and the German stock market," Journal of International Money and Finance, Elsevier, vol. 25(4), pages 598-613, June.
- Diego Ferreira & Andreza A. Palma, 2022. "On the subprime crisis and the Latin American financial markets: A regime switching skew‐normal approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3300-3314, July.
- S. T. M. Straetmans & W. F. C. Verschoor & C. C. P. Wolff, 2008. "Extreme US stock market fluctuations in the wake of 9|11," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(1), pages 17-42.
- Linton, Oliver & Wu, Jianbin, 2020. "A coupled component DCS-EGARCH model for intraday and overnight volatility," Journal of Econometrics, Elsevier, vol. 217(1), pages 176-201.
- Gropp, Reint & Moerman, Gerard, 2003.
"Measurement of contagion in banks' equity prices,"
Working Paper Series
297, European Central Bank.
- Gropp, Reint & Moerman, Gerard, 2004. "Measurement of contagion in banks' equity prices," Journal of International Money and Finance, Elsevier, vol. 23(3), pages 405-459, April.
- Kohonen, Anssi, 2012. "On detection of volatility spillovers in simultaneously open stock markets," MPRA Paper 37504, University Library of Munich, Germany.
- Prasad, Nalin & Grant, Andrew & Kim, Suk-Joong, 2018. "Time varying volatility indices and their determinants: Evidence from developed and emerging stock markets," International Review of Financial Analysis, Elsevier, vol. 60(C), pages 115-126.
- John Cotter & Simon Stevenson, 2011.
"Multivariate Modelling of Daily REIT Volatility,"
Working Papers
200517, Geary Institute, University College Dublin.
- John Cotter & Simon Stevenson, 2011. "Multivariate Modeling of Daily REIT Volatility," Papers 1103.5660, arXiv.org.
- John Cotter & Simon Stevenson, 2006. "Multivariate Modeling of Daily REIT Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 305-325, May.
- Cotter, John & Stevenson, Simon, 2005. "Multivariate Modeling of Daily REIT Volatility," MPRA Paper 3524, University Library of Munich, Germany.
- Ben R. Craig & Martin Saldias Zambrana, 2016.
"Spatial Dependence and Data-Driven Networks of International Banks,"
Working Papers (Old Series)
1627, Federal Reserve Bank of Cleveland.
- Ben Craig & Martín Saldías, 2016. "Spatial Dependence and Data-Driven Networks of International Banks," IMF Working Papers 2016/184, International Monetary Fund.
- Linton, O. & Wu, J., 2016.
"A coupled component GARCH model for intraday and overnight volatility,"
Cambridge Working Papers in Economics
1671, Faculty of Economics, University of Cambridge.
- Oliver Linton & Jianbin Wu, 2017. "A coupled component GARCH model for intraday and overnight volatility," CeMMAP working papers CWP05/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Linton, O. & Wu, J., 2018. "A Coupled Component GARCH Model for Intraday and Overnight Volatility," Cambridge Working Papers in Economics 1879, Faculty of Economics, University of Cambridge.
- Mr. A. J Hamann & Irina Bunda & Mr. Subir Lall, 2010.
"Correlations in Emerging Market Bonds: The Role of Local and Global Factors,"
IMF Working Papers
2010/006, International Monetary Fund.
- Bunda, Irina & Hamann, A. Javier & Lall, Subir, 2009. "Correlations in emerging market bonds: The role of local and global factors," Emerging Markets Review, Elsevier, vol. 10(2), pages 67-96, June.
- Naveen Musunuru, 2014. "Modeling Price Volatility Linkages between Corn and Wheat: A Multivariate GARCH Estimation," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 20(3), pages 269-280, August.
- Caporin, Massimiliano & Malik, Farooq, 2020. "Do structural breaks in volatility cause spurious volatility transmission?," Journal of Empirical Finance, Elsevier, vol. 55(C), pages 60-82.
- Henryk Gurgul & Robert Syrek, 2010.
"Polish stock market and some foreign markets - dependence analysis by regime-switching copulas,"
Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 8, pages 21-39.
- Gurgul, Henryk & Syrek, Robert, 2010. "Polish stock market and some foreign markets – dependence analysis by regime-switching copulas," MPRA Paper 68576, University Library of Munich, Germany, revised 2010.
- Takatoshi Ito & Wen-Ling Lin, 1993.
"Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets,"
NBER Working Papers
4592, National Bureau of Economic Research, Inc.
- Wen-Ling Lin & Takatoshi Ito, 1994. "Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets," NBER Chapters, in: The Internationalization of Equity Markets, pages 309-343, National Bureau of Economic Research, Inc.
- Cristina Belciuganu, 2009. "Spillover effect: A study for major capital markets and Romania capital market," Advances in Economic and Financial Research - DOFIN Working Paper Series 29, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
- Maria Kasch & Massimiliano Caporin, 2008.
"Volatility Threshold Dynamic Conditional Correlations: An International Analysis,"
"Marco Fanno" Working Papers
0065, Dipartimento di Scienze Economiche "Marco Fanno".
- Maria Kasch & Massimiliano Caporin, 2013. "Volatility Threshold Dynamic Conditional Correlations: An International Analysis," Journal of Financial Econometrics, Oxford University Press, vol. 11(4), pages 706-742, September.
- Sandoval, Leonidas, 2014. "To lag or not to lag? How to compare indices of stock markets that operate on different times," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 403(C), pages 227-243.
- Massimo Guidolin, 2005.
"Home bias and high turnover in an overlapping generations model with learning,"
Working Papers
2005-012, Federal Reserve Bank of St. Louis.
- Massimo Guidolin, 2005. "Home Bias and High Turnover in an Overlapping‐generations Model with Learning," Review of International Economics, Wiley Blackwell, vol. 13(4), pages 725-756, September.
- Mahendra Chandra, 2006. "The day-of-the-week effect in conditional correlation," Review of Quantitative Finance and Accounting, Springer, vol. 27(3), pages 297-310, November.
- Smimou, K. & Khallouli, W., 2016. "On the intensity of liquidity spillovers in the Eurozone," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 388-405.
- Vincenzo Candila & Salvatore Farace, 2018. "On the Volatility Spillover between Agricultural Commodities and Latin American Stock Markets," Risks, MDPI, vol. 6(4), pages 1-16, October.
- Griffin, John M. & Andrew Karolyi, G., 1998.
"Another look at the role of the industrial structure of markets for international diversification strategies,"
Journal of Financial Economics, Elsevier, vol. 50(3), pages 351-373, December.
- John M. Griffin & G. Andrew Karolyi, "undated". "Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies," Research in Financial Economics 9608, Ohio State University.
- Bruce Q. Budd, 2018. "The transmission of international stock market volatilities," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(1), pages 155-173, January.
- John Cotter & Francois Longin, 2011.
"Implied Correlation from VaR,"
Working Papers
200618, Geary Institute, University College Dublin.
- John Cotter & Franc{c}ois Longin, 2011. "Implied correlation from VaR," Papers 1103.5655, arXiv.org.
- Cotter, John & Longin, Francois, 2006. "Implied correlation from VaR," MPRA Paper 3506, University Library of Munich, Germany.
- Francis, Bill B. & Hasan, Iftekhar & Hunter, Delroy M., 2002.
"Return-volatility linkages in the international equity and currency markets,"
Bank of Finland Research Discussion Papers
9/2002, Bank of Finland.
- Bill B. Francis & Iftekhar Hasan & Delroy M. Hunter, 2004. "Return-volatility linkages in the international equity and currency markets," Finance 0405022, University Library of Munich, Germany.
- Palomba, Giulio & Tedeschi, Marco, 2024. "Contagion among European financial indices, evidence from a quantile VAR approach," Economic Systems, Elsevier, vol. 48(2).
- Gannon, Gerard L. & Thuraisamy, Kannan S., 2017. "Sovereign risk and the impact of crisis: Evidence from Latin AmericaAuthor-Name: Batten, Jonathan A," Journal of Banking & Finance, Elsevier, vol. 77(C), pages 328-350.
- Ikeda, Taro, 2017. "A detrended cross correlation analysis for stock markets of the United States, Japan, and the Europe," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 484(C), pages 194-198.
- Ozdemir, Zeynel Abidin & Cakan, Esin, 2007. "Non-linear dynamic linkages in the international stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 377(1), pages 173-180.
- Ali F. Darrat & Khaled Elkhal & Sam R. Hakim, 2000. "On the Integration of Emerging Stock Markets in the Middle East," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 25(2), pages 119-129, December.
- Andres KUUSK & Tiiu Paas & Karmen Viikmaa, 2011. "Financial contagion of the 2008 crisis: is there any evidence of financial contagion from the US to the Baltic states," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 2, pages 61-76, December.
- Nagayasu, Jun, 2010. "Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns," MPRA Paper 28391, University Library of Munich, Germany.
- Sameen Fatima & Christopher Gan & Baiding Hu, 2022. "Volatility Spillovers between Stock Market and Hedge Funds: Evidence from Asia Pacific Region," JRFM, MDPI, vol. 15(9), pages 1-39, September.
- Pouliasis, Panos K. & Papapostolou, Nikos C. & Kyriakou, Ioannis & Visvikis, Ilias D., 2018. "Shipping equity risk behavior and portfolio management," Transportation Research Part A: Policy and Practice, Elsevier, vol. 116(C), pages 178-200.
- Kee-Hong Bae & G. Andrew Karolyi & Rene M. Stulz, 2000.
"A New Approach to Measuring Financial Contagion,"
NBER Working Papers
7913, National Bureau of Economic Research, Inc.
- Kee-Hong Bae & G. Andrew Karolyi & René M. Stulz, 2003. "A New Approach to Measuring Financial Contagion," The Review of Financial Studies, Society for Financial Studies, vol. 16(3), pages 717-763, July.
- Kee-Hong Bae & G. Andrew Karolyi & Rene M. Stulz, 2001. "A new approach to measuring financial contagion," Proceedings 743, Federal Reserve Bank of Chicago.
- Ehrmann, Michael & Fratzscher, Marcel, 2017. "Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 26-44.
- Mobeen Ur Rehman & Syed Muhammad Amir Shah, 2016. "Does Bilateral Market and Financial Integration Explains International Co-Movement Patterns 1," IJFS, MDPI, vol. 4(2), pages 1-13, May.
- Charlotte Christiansen, 2007. "Volatility‐Spillover Effects in European Bond Markets," European Financial Management, European Financial Management Association, vol. 13(5), pages 923-948, November.
- Bhattacharjee, Kaushik & Bang, Nupur Pavan & Mamidanna, Sravya, 2014. "Transmission of pricing information between level III ADRs and their underlying domestic stocks: Empirical evidence from India," Journal of Multinational Financial Management, Elsevier, vol. 24(C), pages 43-59.
- Annastiina Silvennoinen & Timo Teräsvirta, 2008.
"Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model,"
CREATES Research Papers
2008-05, Department of Economics and Business Economics, Aarhus University.
- Silvennoinen, Annastiina & Teräsvirta, Timo, 2007. "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model," SSE/EFI Working Paper Series in Economics and Finance 0652, Stockholm School of Economics.
- Annastiina Silvennoinen & Timo Teräsvirta, 2009. "Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," Journal of Financial Econometrics, Oxford University Press, vol. 7(4), pages 373-411, Fall.
- Usman M. Umer, Metin Coskun, Kasim Kiraci, 2018. "Time-varying Return and Volatility Spillover among EAGLEs Stock Markets: A Multivariate GARCH Analysis," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 3(1), pages 23-42, March.
- Kumar, Satish & Pradhan, Ashis Kumar & Tiwari, Aviral Kumar & Kang, Sang Hoon, 2019. "Correlations and volatility spillovers between oil, natural gas, and stock prices in India," Resources Policy, Elsevier, vol. 62(C), pages 282-291.
- Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal, 2019.
"China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?,"
International Economics, Elsevier, vol. 159(C), pages 121-139.
- Refk Selmi & Jamal Bouoiyour & Amal Miftah, 2019. "China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?," Post-Print hal-02408713, HAL.
- Refk Selmi & Jamal Bouoiyour & Amal Miftah, 2019. "China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?," International Economics, CEPII research center, issue 159, pages 121-139.
- Wang, Cindy S.H. & Chen, Yi-Chi & Lo, Hsin-Yu, 2021. "A fresh look at the risk-return tradeoff," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
- Marc Joëts, 2013.
"Energy price transmissions during extreme movements,"
Working Papers
2013-28, Department of Research, Ipag Business School.
- Joëts, Marc, 2014. "Energy price transmissions during extreme movements," Economic Modelling, Elsevier, vol. 40(C), pages 392-399.
- Marc Joëts, 2012. "Energy price transmissions during extreme movements," EconomiX Working Papers 2012-38, University of Paris Nanterre, EconomiX.
- Lau, Chi Keung Marco & Sheng, Xin, 2018. "Inter- and intra-regional analysis on spillover effects across international stock markets," Research in International Business and Finance, Elsevier, vol. 46(C), pages 420-429.
- Michael Ehrmann & Marcel Fratzscher, 2015.
"Euro Area Government Bonds: Integration and Fragmentation during the Sovereign Debt Crisis,"
Discussion Papers of DIW Berlin
1479, DIW Berlin, German Institute for Economic Research.
- Michael Ehrmann & Marcel Fratzscher, 2015. "Euro Area Government Bonds—Integration and Fragmentation During the Sovereign Debt Crisis," Staff Working Papers 15-13, Bank of Canada.
- Ehrmann, Michael & Fratzscher, Marcel, 2015. "Euro Area Government Bonds?Integration and Fragmentation During the Sovereign Debt Crisis," CEPR Discussion Papers 10583, C.E.P.R. Discussion Papers.
- Poshakwale, Sunil S. & Aquino, Katty Pérez, 2008. "The dynamics of volatility transmission and information flow between ADRs and their underlying stocks," Global Finance Journal, Elsevier, vol. 19(2), pages 187-201.
- Bai, Min & Qin, Yafeng, 2015. "Commonality in liquidity in emerging markets: Another supply-side explanation," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 90-106.
- Gregory H. Bauer & Clara Vega, 2006.
"The monetary origins of asymmetric information in international equity markets,"
International Finance Discussion Papers
872, Board of Governors of the Federal Reserve System (U.S.).
- Gregory Bauer & Clara Vega, 2004. "The Monetary Origins of Asymmetric Information in International Equity Markets," Staff Working Papers 04-47, Bank of Canada.
- Nikitas Niarchos & Yiuman Tse & Chunchi Wu & Allan Young, 1999. "International Transmission of Information: A Study of the Relationship Between the U.S. and Greek Stock Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 3(1), pages 19-40, March.
- Chia-Ching Chang & Sheng-Syan Chen & Robin Chou & Chin-Wen Hsin, 2011. "Intraday return spillovers and its variations across trading sessions," Review of Quantitative Finance and Accounting, Springer, vol. 36(3), pages 355-390, April.
- Jia, Rui-Lin & Wang, Dong-Hua & Tu, Jing-Qing & Li, Sai-Ping, 2016. "Correlation between agricultural markets in dynamic perspective—Evidence from China and the US futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 464(C), pages 83-92.
- Bonfiglioli, Alessandra & Favero, Carlo A., 2005. "Explaining co-movements between stock markets: The case of US and Germany," Journal of International Money and Finance, Elsevier, vol. 24(8), pages 1299-1316, December.
- Henryk Gurgul & Artur Machno, 2015. "Regime-Dependent Relationships among Stock Markets in Frankfurt, Vienna and Warsaw," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 13(1 (Spring), pages 3-25.
- Rua, António & Nunes, Luís C., 2009.
"International comovement of stock market returns: A wavelet analysis,"
Journal of Empirical Finance, Elsevier, vol. 16(4), pages 632-639, September.
- António Rua & Luís Catela Nunes, 2009. "International comovement of stock market returns: a wavelet analysis," Working Papers w200904, Banco de Portugal, Economics and Research Department.
- GHYSELS, Eric & HARVEY, Andrew & RENAULT, Eric, 1995.
"Stochastic Volatility,"
LIDAM Discussion Papers CORE
1995069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Eric Ghysels & Andrew Harvey & Eric Renault, 1995. "Stochastic Volatility," CIRANO Working Papers 95s-49, CIRANO.
- Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Harvey, A. & Renault, E., 1995. "Stochastic Volatility," Papers 95.400, Toulouse - GREMAQ.
- Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- A. Belenky & L. Egorova, 2016. "Two approaches to modeling the interaction of small and medium price-taking traders with a stock exchange by mathematical programming techniques," Papers 1610.05703, arXiv.org.
- Diebold, Francis X., 2004.
"The Nobel Memorial Prize for Robert F. Engle,"
CFS Working Paper Series
2004/11, Center for Financial Studies (CFS).
- Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," PIER Working Paper Archive 04-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," Scandinavian Journal of Economics, Wiley Blackwell, vol. 106(2), pages 165-185, June.
- Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," NBER Working Papers 10423, National Bureau of Economic Research, Inc.
- Ang, Andrew & Chen, Joseph, 2002. "Asymmetric correlations of equity portfolios," Journal of Financial Economics, Elsevier, vol. 63(3), pages 443-494, March.
- Natalya (Natasha) Delcoure & Harmeet Singh, 2018. "Oil and equity: too deep into each other," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(1), pages 89-111, January.
- Ana-Maria Fuertes & Jose Olmo, 2016. "On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open?," JRFM, MDPI, vol. 9(3), pages 1-20, September.
- Laura Wallenius & Elena Fedorova & Sheraz Ahmed & Mikael Collan, 2017. "Surprise Effect of Euro Area Macroeconomic Announcements on CIVETS Stock Markets," Prague Economic Papers, Prague University of Economics and Business, vol. 2017(1), pages 55-71.
- Eric Martial Etoundi Atenga & Mbodja Mougoué, 2021. "Return and volatility spillovers to African equity markets and their determinants," Empirical Economics, Springer, vol. 61(2), pages 883-918, August.
- Bank for International Settlements, 2001. "Market liquidity: proceedings of a workshop held at the BIS," BIS Papers, Bank for International Settlements, number 02.
- Balli, Faruk & Basher, Syed Abul & Jean Louis, Rosmy, 2013.
"Sectoral equity returns and portfolio diversification opportunities across the GCC region,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 33-48.
- Balli, Faruk & Basher, Syed Abul & Jean Louis, Rosmy, 2013. "Sectoral equity returns and portfolio diversification opportunities across the GCC region," MPRA Paper 43687, University Library of Munich, Germany.
- Gourieroux, C. & Jasiak, J. & Sufana, R., 2009.
"The Wishart Autoregressive process of multivariate stochastic volatility,"
Journal of Econometrics, Elsevier, vol. 150(2), pages 167-181, June.
- Joan Jasiak & R. Sufana & C. Gourieroux, 2005. "The Wishart Autoregressive Process of Multivariate Stochastic Volatility," Working Papers 2005_2, York University, Department of Economics.
- Corradi, Valentina & Distaso, Walter & Fernandes, Marcelo, 2012. "International market links and volatility transmission," Journal of Econometrics, Elsevier, vol. 170(1), pages 117-141.
- Casalin, Fabrizio, 2018. "Determinants of holiday effects in mainland Chinese and Hong-Kong markets," China Economic Review, Elsevier, vol. 49(C), pages 45-67.
- Ziadat, Salem Adel & Herbst, Patrick & McMillan, David G., 2020. "Inter- and intra-regional stock market relations for the GCC bloc," Research in International Business and Finance, Elsevier, vol. 54(C).
- Mehl, Arnaud, 2006.
"The yield curve as a predictor and emerging economies,"
BOFIT Discussion Papers
18/2006, Bank of Finland Institute for Emerging Economies (BOFIT).
- Arnaud Mehl, 2009. "The Yield Curve as a Predictor and Emerging Economies," Open Economies Review, Springer, vol. 20(5), pages 683-716, November.
- Mehl, Arnaud, 2006. "The yield curve as a predictor and emerging economies," Working Paper Series 691, European Central Bank.
- Kundu, Srikanta & Sarkar, Nityananda, 2016. "Return and volatility interdependences in up and down markets across developed and emerging countries," Research in International Business and Finance, Elsevier, vol. 36(C), pages 297-311.
- Vichet Sum, 2013. "The ASEAN Stock Market Performance and Economic Policy Uncertainty in the United States," Economic Papers, The Economic Society of Australia, vol. 32(4), pages 512-521, December.
- Sayantan Bandhu Majumder & Ranjanendra Narayan Nag, 2018. "Shock and Volatility Spillovers Among Equity Sectors of the National Stock Exchange in India," Global Business Review, International Management Institute, vol. 19(1), pages 227-240, February.
- Masahiro Watanabe, 2003. "A Model of Stochastic Liquidity," Yale School of Management Working Papers ysm385, Yale School of Management.
- Ellis B. Heath & Seth J. Kopchak, 2015. "The Response of the Mexican Equity Market to US Monetary Surprises," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 14(2), pages 87-111, August.
- Milunovich, George & Thorp, Susan, 2007. "Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York," Journal of Multinational Financial Management, Elsevier, vol. 17(4), pages 275-289, October.
- Choudhry, Taufiq & Jayasekera, Ranadeva, 2014. "Returns and volatility spillover in the European banking industry during global financial crisis: Flight to perceived quality or contagion?," International Review of Financial Analysis, Elsevier, vol. 36(C), pages 36-45.
- Syriopoulos, Theodore & Makram, Beljid & Boubaker, Adel, 2015. "Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 7-18.
- Tomasz Wozniak, 2015.
"Granger-causal analysis of GARCH models: a Bayesian approach,"
Department of Economics - Working Papers Series
1194, The University of Melbourne.
- Tomasz Woźniak, 2018. "Granger-causal analysis of GARCH models: A Bayesian approach," Econometric Reviews, Taylor & Francis Journals, vol. 37(4), pages 325-346, April.
- Charlotte Christiansen, 2010.
"Decomposing European bond and equity volatility,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 105-122.
- Christiansen, Charlotte, 2005. "Decomposing European bond and equity volatility," Finance Research Group Working Papers F-2004-01, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Charlotte Christiansen, 2007. "Decomposing European Bond and Equity Volatility," CREATES Research Papers 2007-06, Department of Economics and Business Economics, Aarhus University.
- Yi-Chieh Wen & Bin Li, 2020. "Lagged country returns and international stock return predictability during business cycle recession periods," Applied Economics, Taylor & Francis Journals, vol. 52(46), pages 5005-5019, October.
- Dorota Witkowska & Krzysztof Kompa & Aleksandra Matuszewska-Janica, 2012. "Analysis of Linkages between Central and Eastern European Capital Markets," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 12, pages 19-34.
- Malik, Farooq & Ewing, Bradley T., 2009. "Volatility transmission between oil prices and equity sector returns," International Review of Financial Analysis, Elsevier, vol. 18(3), pages 95-100, June.
- Leung, Henry & Schiereck, Dirk & Schroeder, Florian, 2017. "Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises," Economic Modelling, Elsevier, vol. 61(C), pages 169-180.
- Tse, Yiuman, 1998. "International transmission of information: evidence from the Euroyen and Eurodollar futures markets," Journal of International Money and Finance, Elsevier, vol. 17(6), pages 909-929, December.
- Viviana Fernandez, 2004.
"Time-Scale Decomposition of Price Transmission in International Markets,"
Documentos de Trabajo
189, Centro de Economía Aplicada, Universidad de Chile.
- Viviana Fernandez, 2005. "Time-Scale Decomposition of Price Transmission in International Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 41(4), pages 57-90, August.
- Paramati, Sudharshan Reddy & Gupta, Rakesh & Tandon, Kishore, 2016.
"Dynamic Analysis of Time-Varying Correlations and Cointegration Relationship between Australia and Frontier Equity Markets,"
MPRA Paper
88512, University Library of Munich, Germany, revised Mar 2016.
- Sudharshan Reddy Paramati & Rakesh Gupta & Kishore Tandon, 2016. "Dynamic analysis of time-varying correlations and cointegration relationship between Australia and frontier equity markets," International Journal of Business and Emerging Markets, Inderscience Enterprises Ltd, vol. 8(2), pages 121-145.
- Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2014.
"Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market,"
Discussion Papers in Economics and Business
14-01, Osaka University, Graduate School of Economics.
- Nishimura, Yusaku & Tsutsui, Yoshiro & Hirayama, Kenjiro, 2015. "Intraday return and volatility spillover mechanism from Chinese to Japanese stock market," Journal of the Japanese and International Economies, Elsevier, vol. 35(C), pages 23-42.
- Mulyadi, Martin Surya, 2009. "Volatility spillover in Indonesia, USA, and Japan capital market," MPRA Paper 16914, University Library of Munich, Germany.
- Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018.
"Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach,"
Applied Economics, Taylor & Francis Journals, vol. 50(53), pages 5712-5727, November.
- Mehmet Balcilar & Rangan Gupta & Duc K. Nguyen & Mark E. Wohar, 2015. "Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach," Working Papers 201595, University of Pretoria, Department of Economics.
- Brooks, C. & Henry, O.T., 1999.
"Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia,"
Department of Economics - Working Papers Series
676, The University of Melbourne.
- Brooks, Chris & Henry, Olan T., 2000. "Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia," Economic Modelling, Elsevier, vol. 17(4), pages 497-513, December.
- Sunil S. Poshakwale & Chandra Thapa, 2010. "Foreign Investors and Global Integration of Emerging Indian Equity Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 9(1), pages 1-24, April.
- Antonios K. Alexandridis & Mohammad S. Hasan, 2020. "Global financial crisis and multiscale systematic risk: Evidence from selected European stock markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 518-546, October.
- G. Mujtaba Mian & Christopher M. Adam, 2000. "Does More Market-Wide Information Originate While an Exchange is Open: Some Anomalous Evidence from the ASX," Australian Journal of Management, Australian School of Business, vol. 25(3), pages 339-352, December.
- Nardo, M. & Ossola, E. & Papanagiotou, E., 2022.
"Financial integration in the EU28 equity markets: Measures and drivers,"
Journal of Financial Markets, Elsevier, vol. 57(C).
- Nardo, Michela & Ossola, Elisa & Papanagiotou, Evangalia, 2020. "Financial integration in the EU28 equity markets: measures and drivers," JRC Working Papers in Economics and Finance 2020-09, Joint Research Centre, European Commission.
- Mensi, Walid & Reboredo, Juan C. & Ugolini, Andrea & Vo, Xuan Vinh, 2022. "Switching connectedness between real estate investment trusts, oil, and gold markets," Finance Research Letters, Elsevier, vol. 49(C).
- Baele, L., 2003.
"Volatility Spillover Effects in European Equity Markets,"
Discussion Paper
2003-114, Tilburg University, Center for Economic Research.
- L. Baele, 2003. "Volatility Spillover Effects in European Equity Markets," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 03/189, Ghent University, Faculty of Economics and Business Administration.
- Baele, Lieven, 2005. "Volatility Spillover Effects in European Equity Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 40(2), pages 373-401, June.
- Shyh‐Wei Chen & Chung‐Hua Shen, 2004. "Price Common Volatility or Volume Common Volatility? Evidence from Taiwan's Exchange Rate and Stock Markets," Asian Economic Journal, East Asian Economic Association, vol. 18(2), pages 185-211, June.
- Takatoshi Ito, 2021. "An Assessment of Abenomics: Evolution and Achievements," Asian Economic Policy Review, Japan Center for Economic Research, vol. 16(2), pages 190-219, July.
- Wahyoe Soedarmono, 2018. "Stock market integration in the Asia-Pacific region: Evidence from cointegration of liquidity risk," Economics Bulletin, AccessEcon, vol. 38(1), pages 60-70.
- Krause, Timothy & Tse, Yiuman, 2013. "Volatility and return spillovers in Canadian and U.S. industry ETFs," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 244-259.
- Lakshithe Wagalath, 2016. "Feedback effects and endogenous risk in financial markets," Finance, Presses universitaires de Grenoble, vol. 37(2), pages 39-74.
- Ewing, Bradley T. & Malik, Farooq, 2005. "Re-examining the asymmetric predictability of conditional variances: The role of sudden changes in variance," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2655-2673, October.
- Irena Vodenska & Alexander P. Becker & Di Zhou & Dror Y. Kenett & H. Eugene Stanley & Shlomo Havlin, 2016. "Community Analysis of Global Financial Markets," Risks, MDPI, vol. 4(2), pages 1-15, May.
- Jin, Xiaoye & An, Ximeng, 2016. "Global financial crisis and emerging stock market contagion: A volatility impulse response function approach," Research in International Business and Finance, Elsevier, vol. 36(C), pages 179-195.
- Jang, Hyeonung & Seo, Byoung Ki, 2022. "Transmission of central bank communication to emerging economies: Evidence from the Korean stock market," Emerging Markets Review, Elsevier, vol. 52(C).
- Caiado, Jorge & Crato, Nuno, 2008. "Identifying the evolution of stock markets stochastic structure after the euro," MPRA Paper 6609, University Library of Munich, Germany.
- Benjamin H Cohen & Eli M Remolona, 2001.
"Information flows during the Asian crisis: evidence from closed-end funds,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 30-75,
Bank for International Settlements.
- Eli M Remolona & Benjamin H. Cohen, 2000. "Information flows during the asian crisis: evidence from closed-end funds," BIS Working Papers 97, Bank for International Settlements.
- Cohen, Benjamin H. & Remolona, Eli M., 2008. "Information flows during the Asian crisis: Evidence from closed-end funds," Journal of International Money and Finance, Elsevier, vol. 27(4), pages 636-653, June.
- Wang, Yuanrong & Aste, Tomaso, 2023. "Dynamic portfolio optimization with inverse covariance clustering," LSE Research Online Documents on Economics 117701, London School of Economics and Political Science, LSE Library.
- Lars Oxelheim & Trond Randøy & Arthur Stonehill, 2012.
"What can international finance add to international strategy?,"
Chapters, in: Handbook of Research on International Strategic Management, chapter 12, pages 238-253,
Edward Elgar Publishing.
- Oxelheim, Lars & Randoy, Trond & Stonehill, Arthur, 2011. "What Can International Finance Add to International Strategy?," Working Paper Series 888, Research Institute of Industrial Economics.
- Aityan, Sergey K. & Ivanov-Schitz, Alexey K. & Izotov, Sergey S., 2010. "Time-shift asymmetric correlation analysis of global stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(5), pages 590-605, December.
- Thimann, Christian & Fratzscher, Marcel & Cuadro Sáez, Lucía, 2007.
"The transmission of emerging market shocks to global equity markets,"
Working Paper Series
724, European Central Bank.
- Cuadro-Sáez, Lucía & Fratzscher, Marcel & Thimann, Christian, 2009. "The transmission of emerging market shocks to global equity markets," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 2-17, January.
- Lucía Cuadro Sáez & Marcel Fratzscher & Christian Thimann, 2007. "The transmission of emerging market shocks to global equity markets," Working Papers 0727, Banco de España.
- Eric Zitzewitz, 2003.
"Who Cares About Shareholders? Arbitrage-Proofing Mutual Funds,"
The Journal of Law, Economics, and Organization, Oxford University Press, vol. 19(2), pages 245-280, October.
- Zitzewitz, Eric, 2002. "Who Cares About Shareholders? Arbitrage-Proofing Mutual Funds," Research Papers 1749, Stanford University, Graduate School of Business.
- Ding, Liang & Huang, Yirong & Pu, Xiaoling, 2014. "Volatility linkage across global equity markets," Global Finance Journal, Elsevier, vol. 25(2), pages 71-89.
- Youta Ishii, 2008. "International transmissions in US-Japanese stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 18(15), pages 1193-1200.
- Lin Peng & Wei Xiong & Tim Bollerslev, 2007. "Investor Attention and Time‐varying Comovements," European Financial Management, European Financial Management Association, vol. 13(3), pages 394-422, June.
- Mensi, Walid & Yousaf, Imran & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
- Sandoval Paucar, Giovanny, 2018. "Efectos de desbordamiento sobre los mercados financieros de Colombia. Identificación a través de la heterocedasticidad [Spillovers effects on financial markets of Colombia. Identification through h," MPRA Paper 90422, University Library of Munich, Germany.
- Nistor, Costel & Stefanescu, Razvan & Dumitriu, Ramona, 2009. "The impact of the US stock market on the Romanian stock market in the context of the financial crisis," MPRA Paper 36862, University Library of Munich, Germany, revised 22 Feb 2012.
- Niu, Zilong, 2020. "Essays in empirical asset pricing and international finance," Other publications TiSEM 986cefd5-4d2b-4d5f-be7a-2, Tilburg University, School of Economics and Management.
- Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), 2013. "Handbook of Research Methods and Applications in Empirical Finance," Books, Edward Elgar Publishing, number 14545, March.
- Candelon, Bertrand & Piplack, Jan & Straetmans, Stefan, 2008. "On measuring synchronization of bulls and bears: The case of East Asia," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1022-1035, June.
- Buncic, Daniel & Gisler, Katja I. M., 2015.
"Global Equity Market Volatility Spillovers: A Broader Role for the United States,"
Economics Working Paper Series
1508, University of St. Gallen, School of Economics and Political Science.
- Buncic, Daniel & Gisler, Katja I.M., 2016. "Global equity market volatility spillovers: A broader role for the United States," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1317-1339.
- LONGIN, François & SOLNIK, Bruno, 2000. "Extreme correlation of international equity markets," HEC Research Papers Series 705, HEC Paris.
- Hashmi, Aamir R. & Tay, Anthony S., 2007. "Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness," Journal of International Money and Finance, Elsevier, vol. 26(3), pages 430-453, April.
- A. Tahai & Robert Rutledge & Khondkar Karim, 2004. "An examination of financial integration for the group of seven (G7) industrialized countries using an I( ) cointegration model," Applied Financial Economics, Taylor & Francis Journals, vol. 14(5), pages 327-335.
- Sheng-Yung Yang, 2007. "Inter-day return and volatility dynamics between Japanese ADRs and their underlying securities," Applied Financial Economics, Taylor & Francis Journals, vol. 17(10), pages 837-853.
- Jan Piplack & Stefan Straetmans, 2010.
"Comovements Of Different Asset Classes During Market Stress,"
Pacific Economic Review, Wiley Blackwell, vol. 15(3), pages 385-400, August.
- J. Piplack & S. Straetmans, 2009. "Comovements of Different Asset Classes During Market Stress," Working Papers 09-09, Utrecht School of Economics.
- Giulio Cifarelli & Giovanna Paladino, 2001.
"Volatility spillovers and the role of leading financial centres,"
BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 54(216), pages 37-71.
- Giulio Cifarelli & Giovanna Paladino, 2001. "Volatility spillovers and the role of leading financial centres," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 54(216), pages 37-71.
- Pratap Chandra Biswal & Prabir Kumar Mohanty, 2006. "Wavelet Analysis of Price and Volatility Spillovers in Stock Markets: The Case of India and the US," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 4(2), pages 1-13, July.
- Greene, Jason T. & Hodges, Charles W., 2002. "The dilution impact of daily fund flows on open-end mutual funds," Journal of Financial Economics, Elsevier, vol. 65(1), pages 131-158, July.
- Maderitsch, R., 2015. "Information transmission between stock markets in Hong Kong, Europe and the US: New evidence on time- and state-dependence," Pacific-Basin Finance Journal, Elsevier, vol. 35(PA), pages 13-36.
- Mardi Dungey & Diana Zhumabekova, 2001. "Factor analysis of a model of stock market returns using simulation-based estimation techniques," Pacific Basin Working Paper Series 2001-08, Federal Reserve Bank of San Francisco.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2009.
"Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience,"
Working Papers
0905, University of Nevada, Las Vegas , Department of Economics.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2008. "Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience," Working papers 2008-49, University of Connecticut, Department of Economics.
- Sandoval, Leonidas Junior, 2013. "To lag or not to lag? How to compare indices of stock markets that operate at different times," Insper Working Papers wpe_319, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Jonathan Iworiso & Spyridon Vrontos, 2020. "On the directional predictability of equity premium using machine learning techniques," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(3), pages 449-469, April.
- Flad, Michael & Jung, Robert C., 2008. "A common factor analysis for the US and the German stock markets during overlapping trading hours," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(5), pages 498-512, December.
- K.C. Chen & Guangzhong Li & Lifan Wu, 2010. "Price Discovery for Segmented US‐Listed Chinese Stocks: Location or Market Quality?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(1‐2), pages 242-269, January.
- Ozcan Ceylan, 2023. "Analysis of Dynamic Connectedness among Sovereign CDS Premia," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 9(1), pages 33-47, June.
- Antonakakis, Nikolaos & Kizys, Renatas & Floros, Christos, 2014. "Dynamic Spillover Effects in Futures Markets," MPRA Paper 53876, University Library of Munich, Germany.
- Marc Joëts, 2012. "Energy price transmissions during extreme movements," Working Papers hal-04141047, HAL.
- Sofiane Aboura & Julien Chevallier, 2014.
"Cross-Market Spillovers with 'Volatility Surprise',"
Post-Print
hal-01529770, HAL.
- Sofiane Aboura & Julien Chevallier, 2014. "Cross-Market Spillovers with ‘Volatility Surprise’," EconomiX Working Papers 2014-46, University of Paris Nanterre, EconomiX.
- Sofiane Aboura & Julien Chevallier, 2014. "Cross‐market spillovers with ‘volatility surprise’," Review of Financial Economics, John Wiley & Sons, vol. 23(4), pages 194-207, November.
- Sofiane Aboura & Julien Chevallier, 2014. "Cross-Market Spillovers with 'Volatility Surprise'," Working Papers halshs-01052488, HAL.
- Aboura, Sofiane & Chevallier, Julien, 2014. "Cross-market spillovers with ‘volatility surprise’," Review of Financial Economics, Elsevier, vol. 23(4), pages 194-207.
- Lee, Hsiu-Chuan & Hsu, Chih-Hsiang & Lee, Yun-Huan, 2016. "Location of trade, return comovements, and diversification benefits: Evidence from Asian country ETFs," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 279-296.
- Albert S. Kyle & Wei Xiong, 2001. "Contagion as a Wealth Effect," Journal of Finance, American Finance Association, vol. 56(4), pages 1401-1440, August.
- Yang, Chunpeng & Gao, Bin, 2014. "The term structure of sentiment effect in stock index futures market," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 171-182.
- Wu, Chunchi & Su, Youg-Chern, 1998. "Dynamic relations among international stock markets," International Review of Economics & Finance, Elsevier, vol. 7(1), pages 63-84.
- Christos Kollias & Stephanos Papadamou & Costas Siriopoulos, 2013. "European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings," IJFS, MDPI, vol. 1(4), pages 1-14, November.
- Kregždė Arvydas & Kišonaitė Karolina, 2018. "Co-movements of Lithuanian and Central European Stock Markets Across Different Time Horizons: A Wavelet Approach," Ekonomika (Economics), Sciendo, vol. 97(2), pages 55-69, December.
- Wang, Steven Shuye & Firth, Michael, 2004. "Do bears and bulls swim across oceans? Market information transmission between greater China and the rest of the world," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(3), pages 235-254, July.
- Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu, 2016.
"Continuous wavelet transform and rolling correlation of European stock markets,"
International Review of Economics & Finance, Elsevier, vol. 42(C), pages 237-256.
- Aviral Kumar Tiwari & Mihai Ioan Mutascu & Claudiu Tiberiu Albulescu, 2016. "Continuous wavelet transform and rolling correlation of European stock markets," Post-Print hal-03528475, HAL.
- Jae Woo Lee & Ashadun Nobi, 2018. "State and Network Structures of Stock Markets Around the Global Financial Crisis," Computational Economics, Springer;Society for Computational Economics, vol. 51(2), pages 195-210, February.
- Shen, Yifan, 2018. "International risk transmission of stock market movements," Economic Modelling, Elsevier, vol. 69(C), pages 220-236.
- Syllignakis, Manolis N. & Kouretas, Georgios P., 2011. "Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 717-732, October.
- Karanasos, Menelaos & Yfanti, Stavroula & Karoglou, Michail, 2016. "Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 332-349.
- Sandoval, Leonidas & Franca, Italo De Paula, 2012. "Correlation of financial markets in times of crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(1), pages 187-208.
- Lai T. Hoang & Dirk G. Baur, 2021. "Spillovers and Asset Allocation," JRFM, MDPI, vol. 14(8), pages 1-31, July.
- Silvennoinen, Annastiina & Teräsvirta, Timo, 2005.
"Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations,"
SSE/EFI Working Paper Series in Economics and Finance
577, Stockholm School of Economics, revised 01 Oct 2005.
- Annastiina Silvennoinen & Timo Teräsvirta, 2005. "Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations," Research Paper Series 168, Quantitative Finance Research Centre, University of Technology, Sydney.
- Md Akhtaruzzaman & Ramzi Benkraiem & Sabri Boubaker & Constantin Zopounidis, 2022.
"COVID‐19 crisis and risk spillovers to developing economies: Evidence from Africa,"
Journal of International Development, John Wiley & Sons, Ltd., vol. 34(4), pages 898-918, May.
- Md Akhtaruzzaman & Ramzi Benkraiem & Sabri Boubaker & Constantin Zopounidis, 2022. "COVID‐19 crisis and risk spillovers to developing economies: Evidence from Africa," Post-Print hal-03629658, HAL.
- Cifarelli, Giulio & Paladino, Giovanna, 2006. "Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas?," Global Finance Journal, Elsevier, vol. 16(3), pages 245-263, March.
- Lee, Hsiu-Chuan & Tseng, Yung-Ching & Yang, Chung-Jen, 2014. "Commonality in liquidity, liquidity distribution, and financial crisis: Evidence from country ETFs," Pacific-Basin Finance Journal, Elsevier, vol. 29(C), pages 35-58.
- Connolly, Robert A. & Wang, F. Albert, 2003. "International equity market comovements: Economic fundamentals or contagion?," Pacific-Basin Finance Journal, Elsevier, vol. 11(1), pages 23-43, January.
- Milunovich, George & Thorp, Susan, 2006.
"Valuing volatility spillovers,"
Global Finance Journal, Elsevier, vol. 17(1), pages 1-22, September.
- George Milunovich & Susan Thorp, 2005. "Valuing Volatility Spillovers," Research Papers 0506, Macquarie University, Department of Economics.
- George Milunovich & Susan Thorp, 2005. "Valuing Volatility Spillovers," International Finance 0506008, University Library of Munich, Germany.
- Samarakoon, Lalith P., 2017. "Contagion of the eurozone debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 115-128.
- Kohonen, Anssi, 2013. "On detection of volatility spillovers in overlapping stock markets," Journal of Empirical Finance, Elsevier, vol. 22(C), pages 140-158.
- Olivier ACCOMINOTTI & Marie BRIERE & Aurore BURIETZ & Kim OOSTERLINCK & Ariane SZAFARZ, 2020.
"Did Globalization Kill Contagion?,"
Working Papers
2020-ACF-01, IESEG School of Management.
- Oosterlinck, Kim & Accominotti, Olivier & BRIERE, Marie & Burietz, Aurore & Szafarz, Ariane, 2020. "Did Globalization Kill Contagion?," CEPR Discussion Papers 14395, C.E.P.R. Discussion Papers.
- Mr. Jorge A Chan-Lau & Mr. Iryna V. Ivaschenko, 2002. "Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia," IMF Working Papers 2002/154, International Monetary Fund.
- Jung, R.C. & Maderitsch, R., 2014. "Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 331-342.
- Diego A. Agudelo & Marcela Gutiérrez & Laura Cardona, 2015.
"Volatility transmission between US and Latin American Stock Markets: testing the decoupling hypothesis,"
Documentos de Trabajo de Valor Público
14252, Universidad EAFIT.
- Cardona, Laura & Gutiérrez, Marcela & Agudelo, Diego A., 2017. "Volatility transmission between US and Latin American stock markets: Testing the decoupling hypothesis," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 115-127.
- Tamim Bayoumi & Andrew Swiston, 2010.
"The Ties that Bind: Measuring International Bond Spillovers Using Inflation-Indexed Bond Yields,"
IMF Staff Papers, Palgrave Macmillan, vol. 57(2), pages 366-406, June.
- Mr. Andrew J Swiston & Mr. Tamim Bayoumi, 2007. "The Ties that Bind: Measuring International Bond Spillovers Using Inflation-Indexed Bond Yields," IMF Working Papers 2007/128, International Monetary Fund.
- Kumar, Satish, 2016. "Evidence of information transmission across currency futures markets using frequency domain tests," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 319-327.
- Bracker, Kevin & Docking, Diane Scott & Koch, Paul D., 1999. "Economic determinants of evolution in international stock market integration," Journal of Empirical Finance, Elsevier, vol. 6(1), pages 1-27, January.
- Ewing, Bradley T. & Malik, Farooq & Ozfidan, Ozkan, 2002. "Volatility transmission in the oil and natural gas markets," Energy Economics, Elsevier, vol. 24(6), pages 525-538, November.
- Hyeong-Ohk Bae & Seung-Yeal Ha & Yongsik Kim & Hyuncheul Lim & Jane Yoo, 2020. "Volatility Flocking by Cucker–Smale Mechanism in Financial Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(3), pages 387-414, September.
- Fung, Hung-Gay & Tse, Yiuman & Zhao, Lin, 2013. "Are stock markets in Asia related to carry trade?," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 200-216.
- Viviana Fernandez, 2006.
"Extremal Dependence in European Capital Markets,"
Journal of Applied Economics, Taylor & Francis Journals, vol. 9(2), pages 275-293, November.
- Viviana Fernández, 2006. "Extremal dependence in European capital markets," Journal of Applied Economics, Universidad del CEMA, vol. 9, pages 275-293, November.
- J. Piplack & M. Beine & B. Candelon, 2009. "Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach," Working Papers 09-10, Utrecht School of Economics.
- Karolyi, G Andrew & Stulz, Rene M, 1996.
"Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements,"
Journal of Finance, American Finance Association, vol. 51(3), pages 951-986, July.
- G. Andrew Karoly & Rene Stulz, "undated". "Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements," Research in Financial Economics 9603, Ohio State University.
- Yang, Lu & Cui, Xue & Yang, Lei & Hamori, Shigeyuki & Cai, Xiaojing, 2023. "Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 55-69.
- Hong, Yongmiao & Liu, Yanhui & Wang, Shouyang, 2009. "Granger causality in risk and detection of extreme risk spillover between financial markets," Journal of Econometrics, Elsevier, vol. 150(2), pages 271-287, June.
- Andreou, Elena & Matsi, Maria & Savvides, Andreas, 2013.
"Stock and foreign exchange market linkages in emerging economies,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 248-268.
- Elena Andreou & Maria Matsi & Andreas Savvides, 2013. "Stock and Foreign Exchange Market Linkages in Emerging Economies," University of Cyprus Working Papers in Economics 01-2013, University of Cyprus Department of Economics.
- Geeta Duppati & Yang (Greg) Hou & Frank Scrimgeour, 2017. "The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1389675-138, January.
- Dikova, Desislava & Rao Sahib, Padma, 2013. "Is cultural distance a bane or a boon for cross-border acquisition performance?," Journal of World Business, Elsevier, vol. 48(1), pages 77-86.
- McIver, Ron P. & Kang, Sang Hoon, 2020. "Financial crises and the dynamics of the spillovers between the U.S. and BRICS stock markets," Research in International Business and Finance, Elsevier, vol. 54(C).
- Chulwoo Han & Soosung Hwang & Doojin Ryu, 2015. "Market overreaction and investment strategies," Applied Economics, Taylor & Francis Journals, vol. 47(54), pages 5868-5885, November.
- Alotaibi, Abdullah R. & Mishra, Anil V., 2015.
"Global and regional volatility spillovers to GCC stock markets,"
Economic Modelling, Elsevier, vol. 45(C), pages 38-49.
- Alotaibi, Abdullah R & Mishra, Anil V, 2015. "Global and Regional Volatility Spillovers to GCC Stock Markets," MPRA Paper 61101, University Library of Munich, Germany.
- Timmermann, Allan & Catão, LuÃs, 2004.
"Country and Industry Dynamics in Stock Returns,"
CEPR Discussion Papers
4368, C.E.P.R. Discussion Papers.
- Mr. Luis Catão & Mr. Allan Timmermann, 2003. "Country and Industry Dynamics in Stock Returns," IMF Working Papers 2003/052, International Monetary Fund.
- Hassan, Syed Aun & Malik, Farooq, 2007. "Multivariate GARCH modeling of sector volatility transmission," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(3), pages 470-480, July.
- Ahoniemi, Katja & Lanne, Markku, 2013. "Overnight stock returns and realized volatility," International Journal of Forecasting, Elsevier, vol. 29(4), pages 592-604.
- Gerhard, Frank & Hess, Dieter E., 1996. "Time varying covariance structures in financial markets," Discussion Papers, Series II 312, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
- Ellul, Reuben, 2015. "Analysing correlation between the MSE index and global stock markets," MPRA Paper 72464, University Library of Munich, Germany.
- Hollstein, Fabian & Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2019.
"International tail risk and World Fear,"
Journal of International Money and Finance, Elsevier, vol. 93(C), pages 244-259.
- Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2017. "International Tail Risk and World Fear," Hannover Economic Papers (HEP) dp-620, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- He, Ling T., 2001. "Time variation paths of international transmission of stock volatility -- US vs. Hong Kong and South Korea," Global Finance Journal, Elsevier, vol. 12(1), pages 79-93.
- Smales, L.A., 2021. "Geopolitical risk and volatility spillovers in oil and stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 358-366.
- Hahn Shik Lee, 2004. "International transmission of stock market movements: a wavelet analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 11(3), pages 197-201.
- Kofman, Paul & Martens, Martin, 1997. "Interaction between stock markets: an analysis of the common trading hours at the London and New York stock exchange," Journal of International Money and Finance, Elsevier, vol. 16(3), pages 387-414, June.
- Han, Yufeng, 2012. "State uncertainty in stock markets: How big is the impact on the cost of equity?," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2575-2592.
- Jian Zhou, 2012. "Multiscale Analysis of International Linkages of REIT Returns and Volatilities," The Journal of Real Estate Finance and Economics, Springer, vol. 45(4), pages 1062-1087, November.
- Jeong, Jin-Gil, 1999. "Cross-border transmission of stock price volatility: evidence from the overlapping trading hours," Global Finance Journal, Elsevier, vol. 10(1), pages 53-70.
- Wajdi Moussa & Azza Bejaoui & Nidhal Mgadmi, 2021. "Asymmetric Effect and Dynamic Relationships Between Stock Prices and Exchange Rates Volatility," Annals of Data Science, Springer, vol. 8(4), pages 837-859, December.
- de Bandt, Olivier & Hartmann, Philipp, 2000.
"Systemic Risk: A Survey,"
CEPR Discussion Papers
2634, C.E.P.R. Discussion Papers.
- De Bandt, Olivier & Hartmann, Philipp, 2000. "Systemic risk: A survey," Working Paper Series 35, European Central Bank.
- Amarnath Mitra & Vishwanathan Iyer, 2017. "Transmission of Volatility across Asia-Pacific Stock Markets: Is There a Pattern?," IIM Kozhikode Society & Management Review, , vol. 6(1), pages 42-54, January.
- Serra, Teresa, 2011. "Food scare crises and price volatility: The case of the BSE in Spain," Food Policy, Elsevier, vol. 36(2), pages 179-185, April.
- Taufiq Choudhry, 2000. "Meltdown of 1987 and meteor showers among Pacific-Basin stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 10(1), pages 71-80.
- Claudio Loderer & Marc-André Mittermayer, 2006. "America and the Swiss Stock Exchange: An Intraday Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(I), pages 79-114, March.
- Lakshmi Balasubramanyan, 2005. "Do Time-Varying Covariances, Volatility Comovement and Spillover Matter?," Finance 0509002, University Library of Munich, Germany.
- Jian Zhou & Yanmin Gao, 2012. "Tail Dependence in International Real Estate Securities Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 128-151, June.
- Sanjay Sehgal & Wasim Ahmad & Florent Deisting, 2015. "An investigation of price discovery and volatility spillovers in India’s foreign exchange market," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(2), pages 261-284, May.
- Jinliang Li & Robert Mooradian & Shiawee Yang, 2009.
"The Information Content of the NCREIF Index,"
Journal of Real Estate Research, Taylor & Francis Journals, vol. 31(1), pages 93-116, January.
- Jinliang Li & Robert M. Mooradian & Shiawee X. Yang, 2009. "The Information Content of the NCREIF Index," Journal of Real Estate Research, American Real Estate Society, vol. 31(1), pages 93-116.
- Chen, Gong-meng & Firth, Michael & Meng Rui, Oliver, 2002. "Stock market linkages: Evidence from Latin America," Journal of Banking & Finance, Elsevier, vol. 26(6), pages 1113-1141, June.
- So, Raymond W., 2001. "Price and volatility spillovers between interest rate and exchange value of the US dollar," Global Finance Journal, Elsevier, vol. 12(1), pages 95-107.
- Hsin, Chin-Wen, 2004. "A multilateral approach to examining the comovements among major world equity markets," International Review of Financial Analysis, Elsevier, vol. 13(4), pages 433-462.
- Dungey, Mardi & Erdemlioglu, Deniz & Matei, Marius & Yang, Xiye, 2018.
"Testing for mutually exciting jumps and financial flights in high frequency data,"
Journal of Econometrics, Elsevier, vol. 202(1), pages 18-44.
- Mardi Dungey & Deniz Erdemlioglu & Marius Matei & Xiye Yang, 2018. "Testing for mutually exciting jumps and financial flights in high frequency data," Post-Print hal-02995949, HAL.
- Diebold, Francis X. & Yilmaz, Kamil, 2015. "Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring," OUP Catalogue, Oxford University Press, number 9780199338306.
- Md Shahedur R. Chowdhury & Damian S. Damianov & Diego Escobari, 2024. "Price Exuberance and Contagion across Housing Markets: Evidence from US Metropolitan Areas," The Journal of Real Estate Finance and Economics, Springer, vol. 69(1), pages 132-163, July.
- Asai, Manabu & Brugal, Ivan, 2013. "Forecasting volatility via stock return, range, trading volume and spillover effects: The case of Brazil," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 202-213.
- Minseog Oh & Donggyu Kim, 2021.
"Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective,"
Papers
2111.09655, arXiv.org.
- Minseog Oh & Donggyu Kim, 2024. "Effect of the U.S.–China Trade War on Stock Markets: A Financial Contagion Perspective," Journal of Financial Econometrics, Oxford University Press, vol. 22(4), pages 954-1005.
- S. Wong & K. Chau & C. Yiu, 2007. "Volatility Transmission in the Real Estate Spot and Forward Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 281-293, October.
- Nicholas Tay & Zhen Zhu, 2000. "Correlations in Returns and Volatilities in Pacific-Rim Stock Markets," Open Economies Review, Springer, vol. 11(1), pages 27-47, January.
- D van Dijk & D R Osborn & M Sensier, 2004.
"Testing for causality in variance in the presence of breaks,"
Centre for Growth and Business Cycle Research Discussion Paper Series
45, Economics, The University of Manchester.
- van Dijk, D.J.C. & Osborn, D.R. & Sensier, M., 2004. "Testing for causality in variance in the presence of breaks," Econometric Institute Research Papers EI 2004-48, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- van Dijk, Dick & Osborn, Denise R. & Sensier, Marianne, 2005. "Testing for causality in variance in the presence of breaks," Economics Letters, Elsevier, vol. 89(2), pages 193-199, November.
- Sheedy, Elizabeth, 1998. "Correlation in currency markets a risk-adjusted perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(1), pages 59-82, January.
- Pleşa Georgiana, 2022. "Volatility spillover effects of oil, gold and bulk shipping prices on financial markets," Proceedings of the International Conference on Business Excellence, Sciendo, vol. 16(1), pages 695-706, August.
- Le Pen, Yannick & Sévi, Benoît, 2010.
"Volatility transmission and volatility impulse response functions in European electricity forward markets,"
Energy Economics, Elsevier, vol. 32(4), pages 758-770, July.
- Yannick LE PEN & Benoît SEVI, 2008. "Volatility transmission and volatility impulse response functions in European electricity forward markets," Cahiers du CREDEN (CREDEN Working Papers) 08.09.77, CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1.
- Zied Ftiti & Aviral Tiwari & Amél Belanès & Khaled Guesmi, 2014.
"Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis,"
Working Papers
2014-577, Department of Research, Ipag Business School.
- Zied Ftiti & Aviral Tiwari & Amél Belanès, 2014. "Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis," Working Papers 2014-62, Department of Research, Ipag Business School.
- Reboredo, Juan C. & Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu, 2015. "An analysis of dependence between Central and Eastern European stock markets," Economic Systems, Elsevier, vol. 39(3), pages 474-490.
- Ranjan Dasgupta, 2017. "Association of South-East Asian Nations-US Stock Market Associations in and Around US 2007-09 Financial Crisis: An Autoregressive Distributed Lag Application for Policy Implications," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 684-705.
- Ibrahim, Boulis Maher & Brzeszczynski, Janusz, 2009. "Inter-regional and region-specific transmission of international stock market returns: The role of foreign information," Journal of International Money and Finance, Elsevier, vol. 28(2), pages 322-343, March.
- Gagnon, Louis & Karolyi, G. Andrew, 2006. "Price and Volatility Transmission across Borders," Working Paper Series 2006-5, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Shahani, Rakesh & Paliwal, Riya, 2020. "An empirical analysis of the Co-movement of Crude, Gold, Rupee-Dollar Exchange rate and Nifty 50 Stock Index during Sub-prime and Coronavirus crisis periods," MPRA Paper 103568, University Library of Munich, Germany.
- Diana Tunaru & Frank J. Fabozzi, 2021. "Not everyone is a follower: The behaviour of interest rate and equity markets within major economies relative to the United States," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2335-2350, April.
- Miralles-Quirós, José Luis & Daza-Izquierdo, Julio, 2015. "Do DOW returns really influence the intraday Spanish stock market behavior?," Research in International Business and Finance, Elsevier, vol. 33(C), pages 99-126.
- Phylaktis, Kate & Ravazzolo, Fabiola, 2005. "Stock prices and exchange rate dynamics," Journal of International Money and Finance, Elsevier, vol. 24(7), pages 1031-1053, November.
- Dahiru A. Balaa & Taro Takimotob, 2017. "Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 17(1), pages 25-48, March.
- Jamal Bouoiyour & Refk Selmi, 2016.
"The responses of BRICS Equities to China's Slowdown: A Multi-Scale Causality Analysis,"
Working papers of CATT
hal-01880323, HAL.
- Jamal Bouoiyour & Refk Selmi, 2016. "The responses of BRICS Equities to China's Slowdown: A Multi-Scale Causality Analysis," Working Papers hal-01880323, HAL.
- Sadorsky, Perry, 2012. "Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies," Energy Economics, Elsevier, vol. 34(1), pages 248-255.
- Ahoniemi, Katja & Lanne, Markku, 2010. "Realized volatility and overnight returns," Bank of Finland Research Discussion Papers 19/2010, Bank of Finland.
- Nilsson, Birger, 2002. "International Asset Pricing and the Benefits from World Market Diversification," Working Papers 2002:1, Lund University, Department of Economics.
- P. L. Chelley-Steeley, 2000. "Exchange controls and the transmission of equity market volatility: the case of the UK," Applied Financial Economics, Taylor & Francis Journals, vol. 10(3), pages 317-322.
- Thomas Dimpfl & Robert Jung, 2011.
"Financial market spillovers around the globe,"
Global Financial Markets Working Paper Series
20-2011, Friedrich-Schiller-University Jena.
- Thomas Dimpfl & Robert C. Jung, 2012. "Financial market spillovers around the globe," Applied Financial Economics, Taylor & Francis Journals, vol. 22(1), pages 45-57, January.
- E.Panopoulou & T. Pantelidis, 2005.
"Integration at a cost: Evidence from volatility impulse response functions,"
Economics Department Working Paper Series
n1540305, Department of Economics, National University of Ireland - Maynooth.
- Ekaterini Panopoulou & Theologos Pantelidis, 2009. "Integration at a cost: evidence from volatility impulse response functions," Applied Financial Economics, Taylor & Francis Journals, vol. 19(11), pages 917-933.
- Graham, Michael & Kiviaho, Jarno & Nikkinen, Jussi, 2012. "Integration of 22 emerging stock markets: A three-dimensional analysis," Global Finance Journal, Elsevier, vol. 23(1), pages 34-47.
- G. Andrew Karolyi & Rene Stulz, "undated". "Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements using ADRS," Research in Financial Economics 9501, Ohio State University.
- Durdyev, Ruslan & Peresetsky, Anatoly, 2014. "Autocorrelation in the global stochastic trend," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 35(3), pages 39-58.
- Iwanicz-Drozdowska, Małgorzata & Rogowicz, Karol & Kurowski, Łukasz & Smaga, Paweł, 2021. "Two decades of contagion effect on stock markets: Which events are more contagious?," Journal of Financial Stability, Elsevier, vol. 55(C).
- Michael Ehrmann & Marcel Fratzscher, 2009.
"Global Financial Transmission of Monetary Policy Shocks,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(6), pages 739-759, December.
- Ehrmann, Michael & Fratzscher, Marcel, 2006. "Global financial transmission of monetary policy shocks," Working Paper Series 616, European Central Bank.
- Michael Ehrmann & Marcel Fratzscher, 2006. "Global Financial Transmission of Monetary Policy Shocks," CESifo Working Paper Series 1710, CESifo.
- Arago-Manzana, Vicent & Fernandez-Izquierdo, Maria Angeles, 2007. "Influence of structural changes in transmission of information between stock markets: A European empirical study," Journal of Multinational Financial Management, Elsevier, vol. 17(2), pages 112-124, April.
- Wafa Miled & Zied Ftiti & Jean-Michel Sahut, 2022. "Spatial contagion between financial markets: new evidence of asymmetric measures," Annals of Operations Research, Springer, vol. 313(2), pages 1183-1220, June.
- Hou, Yang (Greg) & Li, Steven, 2020. "Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China," International Review of Economics & Finance, Elsevier, vol. 66(C), pages 166-188.
- Dimpfl, Thomas, 2011. "The impact of US news on the German stock market—An event study analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(4), pages 389-398.
- Gkillas, Konstantinos & Konstantatos, Christoforos & Floros, Christos & Tsagkanos, Athanasios, 2021. "Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis," International Review of Financial Analysis, Elsevier, vol. 74(C).
- Yiuman Tse & Lin Zhao, 2011. "The Relationship between Currency Carry Trades and U.S. Stocks The article examines the relationship between daily returns of currency carry trades and U.S. stocks from January 1995 through September ," Working Papers 0005, College of Business, University of Texas at San Antonio.
- Leonidas Sandoval Junior & Italo De Paula Franca, 2011. "Shocks in financial markets, price expectation, and damped harmonic oscillators," Papers 1103.1992, arXiv.org, revised Sep 2011.
- Francine Gresnigt & Erik Kole & Philip Hans Franses, 2017.
"Exploiting Spillovers to Forecast Crashes,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(8), pages 936-955, December.
- Francine Gresnigt & Erik Kole & Philip Hans Franses, 2015. "Exploiting Spillovers to forecast Crashes," Tinbergen Institute Discussion Papers 15-118/III, Tinbergen Institute.
- Jaiswal-Dale, Ameeta & Jithendranathan, Thadavillil, 2009. "Transmission of shocks from cross-listed markets to the return and volatility of domestic stocks," Journal of Multinational Financial Management, Elsevier, vol. 19(5), pages 395-408, December.
- Tomasz Wozniak, 2012. "Granger-causal analysis of VARMA-GARCH models," Economics Working Papers ECO2012/19, European University Institute.
- Timothy J. Brailsford, 1996. "Volatility Spillovers Across the Tasman," Australian Journal of Management, Australian School of Business, vol. 21(1), pages 13-27, June.
- Mukhriz Izraf Azman Aziz & Norzalina Ahmad & Jin Zichu & Safwan Mohd Nor, 2022. "The Impact of COVID-19 on the Connectedness of Stock Index in ASEAN+3 Economies," Mathematics, MDPI, vol. 10(9), pages 1-22, April.
- Ahmed, Abdullahi D. & Huo, Rui, 2019. "Impacts of China's crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement," Economic Modelling, Elsevier, vol. 79(C), pages 28-46.
- Sinha, Pankaj & Sinha, Gyanesh, 2010.
"Volatility Spillover in India, USA and Japan Investigation of Recession Effects,"
MPRA Paper
21873, University Library of Munich, Germany.
- Sinha, Pankaj & Sinha, Gyanesh, 2010. "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper 47190, University Library of Munich, Germany, revised 17 May 2013.
- Mensi, Walid & Ahmadian-Yazdi, Farzaneh & Al-Kharusi, Sami & Roudari, Soheil & Kang, Sang Hoon, 2024. "Extreme Connectedness Across Chinese Stock and Commodity Futures Markets," Research in International Business and Finance, Elsevier, vol. 70(PA).
- Annastiina Silvennoinen & Timo Teräsvirta, 2012.
"Modelling conditional correlations of asset returns: A smooth transition approach,"
CREATES Research Papers
2012-09, Department of Economics and Business Economics, Aarhus University.
- Annastiina Silvennoinen & Timo Ter�svirta, 2015. "Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 174-197, February.
- Jae Woo Lee & Ashadun Nobi, 2018. "State and Network Structures of Stock Markets around the Global Financial Crisis," Papers 1806.04363, arXiv.org.
- Lupu, Radu, 2011. "Shock transmission among the European Stock markets - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE>," Institute for Economic Forecasting Conference Proceedings 101101, Institute for Economic Forecasting.
- Fuchun Li, 2010. "Identifying Asymmetric Comovements of International Stock Market Returns," Staff Working Papers 10-21, Bank of Canada.
- Bhargava, Rahul & Dubofsky, David A., 2001. "A note on fair value pricing of mutual funds," Journal of Banking & Finance, Elsevier, vol. 25(2), pages 339-354, February.
- Ozer-Imer, Itir & Ozkan, Ibrahim, 2014. "An empirical analysis of currency volatilities during the recent global financial crisis," Economic Modelling, Elsevier, vol. 43(C), pages 394-406.
- Hong, Yongmiao, 2001. "A test for volatility spillover with application to exchange rates," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 183-224, July.
- José Pedro Ramos-Requena & Juan Evangelista Trinidad-Segovia & Miguel Ángel Sánchez-Granero, 2020. "An Alternative Approach to Measure Co-Movement between Two Time Series," Mathematics, MDPI, vol. 8(2), pages 1-24, February.
- Shih-Yung Wei & Li-Wei Lin & Surong Yan & Lu-jie Zhu, 2019. "Empirical Analysis on Price-Volume Relation in the Stock Market of China," International Journal of Economics and Financial Issues, Econjournals, vol. 9(5), pages 94-103.
- Ming‐yuan leon Li, 2009. "Change In Volatility Regimes And Diversification In Emerging Stock Markets," South African Journal of Economics, Economic Society of South Africa, vol. 77(1), pages 59-80, March.
- Faheem Aslam & Paulo Ferreira & Khurrum Shahzad Mughal & Beenish Bashir, 2021. "Intraday Volatility Spillovers among European Financial Markets during COVID-19," IJFS, MDPI, vol. 9(1), pages 1-19, January.
- Fiona Tregenna & Kabeya C. Mulamba, 2019. "Spatial dependence of per capita property tax income in South Africa," Working Papers 202, Economic Research Southern Africa.
- Wang, Steven Shuye & Meng Rui, Oliver & Firth, Michael, 2002. "Return and volatility behavior of dually-traded stocks: the case of Hong Kong," Journal of International Money and Finance, Elsevier, vol. 21(2), pages 265-293, April.
- Wen-I Chuang & Bong-Soo Lee & Kai-Li Wang, 2014. "US and Domestic Market Gains and Asian Investors’ Overconfident Trading Behavior," Financial Management, Financial Management Association International, vol. 43(1), pages 113-148, March.
- Chan-Lau, Jorge A. & Ivaschenko, Iryna, 2003. "Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia," Journal of Multinational Financial Management, Elsevier, vol. 13(4-5), pages 303-322, December.
- Y. Angela Liu & Ming-Shiun Pan, 1997. "Mean and Volatility Spillover Effects in the U.S. and Pacific–Basin Stock Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 1(1), pages 47-62, March.
- Huaibing Yu, 2019. "An Econometric Analysis on Influential Power Across Global Stock Markets," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 8(3), pages 1-1.
- Solnik, Bruno H & Longin, François, 2000. "Extreme Correlation of International Equity Markets," CEPR Discussion Papers 2538, C.E.P.R. Discussion Papers.
- Boulis Ibrahim & Janusz Brzeszczynski, 2013. "Interdependence of Stock Markets Before and After the Global Financial Crisis of 2007," CFI Discussion Papers 1305, Centre for Finance and Investment, Heriot Watt University.
- Gourène, Grakolet Arnold Zamereith & Mendy, Pierre & Ake N'gbo, Gilbert Marie, 2017. "Multiple time-xcales analysis of global stock markets spillovers effects in African stock markets," MPRA Paper 77632, University Library of Munich, Germany.
- Guidolin, Massimo, 2003. "International asset prices and portfolio choices under Bayesian learning," Research in Economics, Elsevier, vol. 57(4), pages 383-437, December.
- Simone Manganelli & Lorenzo Cappiello & Bruno Gerard, 2004. "The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles," Econometric Society 2004 Latin American Meetings 77, Econometric Society.
- Sequeira, John M. & Lan, Dong, 2003. "Does world-level volatility matter for the average firm in a global equity market?," Journal of Multinational Financial Management, Elsevier, vol. 13(4-5), pages 341-357, December.
- Bhuyan, Rafiqul & Robbani, Mohammad G. & Talukdar, Bakhtear & Jain, Ajeet, 2016. "Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets," International Review of Economics & Finance, Elsevier, vol. 46(C), pages 180-195.
- Qiao, Kenan & Dam, Lammertjan, 2020. "The overnight return puzzle and the “T+1” trading rule in Chinese stock markets," Journal of Financial Markets, Elsevier, vol. 50(C).
- Hon, Mark T. & Strauss, Jack K. & Yong, Soo-Keong, 2007. "Deconstructing the Nasdaq bubble: A look at contagion across international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(3), pages 213-230, July.
- Thomas C. Chiang & Cathy W.S. Chen & Mike K.P. So, 2007. "Asymmetric Return and Volatility Responses to Composite News from Stock Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 11(3-4), pages 179-210, September.
- Masahiro Watanabe, 2003. "A Model of Stochastic Liquidity," Yale School of Management Working Papers ysm385, Yale School of Management.
- Chen, Jing & Han, Qian & Ryu, Doojin & Tang, Jing, 2022. "Does the world smile together? A network analysis of global index option implied volatilities," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
- Jarno Kiviaho & Jussi Nikkinen & Vanja Piljak & Timo Rothovius, 2014. "The Co†movement Dynamics of European Frontier Stock Markets," European Financial Management, European Financial Management Association, vol. 20(3), pages 574-595, June.
- Khamis Hamed Al‐Yahyaee & Syed Jawad Hussain Shahzad & Walid Mensi & Seong‐Min Yoon, 2021. "Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2904-2926, April.
- Pier Francesco Procacci & Tomaso Aste, 2018. "Forecasting market states," Papers 1807.05836, arXiv.org, revised May 2019.
- Chan, Leo & Lien, Donald & Weng, Wenlong, 2008. "Financial interdependence between Hong Kong and the US: A band spectrum approach," International Review of Economics & Finance, Elsevier, vol. 17(4), pages 507-516, October.
- Yin, Kedong & Liu, Zhe & Jin, Xue, 2020. "Interindustry volatility spillover effects in China’s stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
- Sheng, Lin Wen & Uddin, Gazi Salah & Sen, Ding & Hao, Zhu Shi, 2024. "The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Saleem, Kashif, 2008. "International linkage of the Russian market and the Russian financial crisis: a multivariate GARCH analysis," BOFIT Discussion Papers 8/2008, Bank of Finland Institute for Emerging Economies (BOFIT).
- Billio, Monica & Pelizzon, Loriana, 2003. "Volatility and shocks spillover before and after EMU in European stock markets," Journal of Multinational Financial Management, Elsevier, vol. 13(4-5), pages 323-340, December.
- Wang, Ping & Wang, Peijie, 2010. "Price and volatility spillovers between the Greater China Markets and the developed markets of US and Japan," Global Finance Journal, Elsevier, vol. 21(3), pages 304-317.
- Bilal Ahmed Memon & Rabia Tahir, 2021. "Examining Network Structures and Dynamics of World Energy Companies in Stock Markets: A Complex Network Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 329-344.
- Louis Gagnon & G. Andrew Karolyi, 2006. "Price and Volatility Transmission across Borders," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 15(3), pages 107-158, August.
- Györfy Lehel & Madaras Szilárd, 2019. "The Influence of Self-Employment on Early-Stage Entrepreneurship in Romania. A Global Entrepreneurship Monitor-Based Analysis," Acta Universitatis Sapientiae, Economics and Business, Sciendo, vol. 7(1), pages 23-35, December.
- Gregory Connor & Anita Suurlaht, 2012.
"Dynamic Stock Market Covariances in the Eurozone,"
Economics Department Working Paper Series
n222-12.pdf, Department of Economics, National University of Ireland - Maynooth.
- Connor, Gregory & Suurlaht, Anita, 2013. "Dynamic stock market covariances in the Eurozone," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 353-370.
- Yensen Ni & Min-Yuh Day & Paoyu Huang, 2020. "Trading stocks following sharp movements in the USDX, GBP/USD, and USD/CNY," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-17, December.
- Charnchai Leuwattanachotinan & Casper G. de Vries, 2015. "Extreme Linkages in Financial Markets: Macro Shocks and Systemic Risk," PIER Discussion Papers 2, Puey Ungphakorn Institute for Economic Research.
- Antonakakis, Nikolaos & Floros, Christos & Kizys, Renatas, 2016. "Dynamic spillover effects in futures markets: UK and US evidence," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 406-418.
- Nikkinen, Jussi & Sahlstrom, Petri, 2004. "International transmission of uncertainty implicit in stock index option prices," Global Finance Journal, Elsevier, vol. 15(1), pages 1-15.
- María José Melendez & Marco Morales & Guillermo Yáñez, 2010. "Transmisión de Shocks y Acoplamiento con Mercados Accionarios Externos: Efectos Asimétricos y Quiebre Estructural," Working Papers 11, Facultad de Economía y Empresa, Universidad Diego Portales.
- Neaime, Simon, 2012. "The global financial crisis, financial linkages and correlations in returns and volatilities in emerging MENA stock markets," Emerging Markets Review, Elsevier, vol. 13(3), pages 268-282.
- Hasler, Michael & Ornthanalai, Chayawat, 2018. "Fluctuating attention and financial contagion," Journal of Monetary Economics, Elsevier, vol. 99(C), pages 106-123.
- Ólan T. Henry & Nilss Olekalns & Kalvinder K. Shields, 2013. "Quantifying time variation and asymmetry in measures of covariance risk: a simulation approach," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 18, pages 457-476, Edward Elgar Publishing.
- Montes, Gabriel Caldas & Tiberto, Bruno Pires, 2012. "Macroeconomic environment, country risk and stock market performance: Evidence for Brazil," Economic Modelling, Elsevier, vol. 29(5), pages 1666-1678.
- Attig, Najah & Guedhami, Omrane & Nazaire, Gregory & Sy, Oumar, 2023. "What explains the benefits of international portfolio diversification?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 83(C).
- Robert Maderitsch, 2015. "Spillovers from the USA to stock markets in Asia: a quantile regression approach," Applied Economics, Taylor & Francis Journals, vol. 47(44), pages 4714-4727, September.
- Claudio Morana, 2008.
"International stock markets comovements: the role of economic and financial integration,"
Empirical Economics, Springer, vol. 35(2), pages 333-359, September.
- Claudio Morana, 2006. "International Stock Markets Comovements: the Role of Economic and Financial Integration," ICER Working Papers 25-2006, ICER - International Centre for Economic Research.
- Vinay Datar & Raymond So & Yiuman Tse, 2008. "Liquidity commonality and spillover in the US and Japanese markets: an intraday analysis using exchange-traded funds," Review of Quantitative Finance and Accounting, Springer, vol. 31(4), pages 379-393, November.
- Hong Li & Shamim Ahmed & Thanaset Chevapatrakul, 2016. "Volatility spillovers across European stock markets around the Brexit referendum," Discussion Papers 2016/06, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Fabrizio Casalin & Enzo Dia, 2016. "The dynamic interrelation between external finance and bank credit," Applied Economics, Taylor & Francis Journals, vol. 48(3), pages 243-259, January.
- Wenjing Xie & João Paulo Vieito & Ephraim Clark & Wing-Keung Wong, 2020. "Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX," Sustainability, MDPI, vol. 12(20), pages 1-25, October.
- Pascual-Fuster, Bartolome & Perez-Rodriguez, Jorge V., 2007. "Volatility transmission for cross-listed firms and the role of international exposure," Japan and the World Economy, Elsevier, vol. 19(3), pages 303-328, August.
- Masih, Abul M. M. & Masih, Rumi, 1997. "Dynamic linkages and the propagation mechanism driving major international stock markets: An analysis of the pre- and post-crash eras," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(4), pages 859-885.
- Nadine McCloud & Yongmiao Hong, 2011. "Testing The Structure Of Conditional Correlations In Multivariate Garch Models: A Generalized Cross‐Spectrum Approach," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(4), pages 991-1037, November.
- Dean, Warren G. & Faff, Robert W. & Loudon, Geoffrey F., 2010. "Asymmetry in return and volatility spillover between equity and bond markets in Australia," Pacific-Basin Finance Journal, Elsevier, vol. 18(3), pages 272-289, June.
- Nicolás Magner & Jaime F. Lavín & Mauricio A. Valle, 2022. "Modeling Synchronization Risk among Sustainable Exchange Trade Funds: A Statistical and Network Analysis Approach," Mathematics, MDPI, vol. 10(19), pages 1-30, October.
- Dilip Kumar, 2019. "Structural Breaks in Volatility Transmission from Developed Markets to Major Asian Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(2), pages 172-209, August.
- Deqing Diane Li & YingChou Lin & John Jin, 2012. "International Volatility Transmission Of Reit Returns," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 6(3), pages 41-51.
- Samarakoon, Lalith P., 2011. "Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(5), pages 724-742.
- Leonidas Sandoval Junior & Italo De Paula Franca, 2011. "Correlation of financial markets in times of crisis," Papers 1102.1339, arXiv.org, revised Mar 2011.
- Máté Csiki & Gábor Dávid Kiss, 2018. "Capital Market Contagion in the Stock Markets of Visegrád Countries Based on the Heckman Selection Model," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 17(4), pages 23-52.
- Terhi Jokipii & Brian Lucey, 2005. "CEE Banking Sector Co-Movement: Contagion or Interdependence?," The Institute for International Integration Studies Discussion Paper Series iiisdp077, IIIS.
- François, LONGIN & Bruno, SOLNIK, 1998. "Correlation Structure of International Equity Markets During Extremely Volatile Periods," HEC Research Papers Series 646, HEC Paris.
- Hou, Yang & Li, Steven, 2016. "Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach," Economic Modelling, Elsevier, vol. 52(PB), pages 884-897.
- Mun, Kyung-Chun, 2012. "The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 383-394.
- Madhusudan Karmakar & Girja Kant Shukla, 2016. "The Effect of Spillover on Volatility Forecasting: An Empirical Study in Indian Stock Market," Metamorphosis: A Journal of Management Research, , vol. 15(1), pages 20-30, June.
- Sameen Fatima & Christopher Gan & Baiding Hu, 2022. "Price Stability Properties and Volatility Analysis of Precious Metals: An ICSS Algorithm Approach," JRFM, MDPI, vol. 15(10), pages 1-15, October.
- Bialkowski, Jedrzej & Bohl, Martin T. & Serwa, Dobromil, 2006. "Testing for financial spillovers in calm and turbulent periods," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(3), pages 397-412, July.
- Elena Fedorova & Kashif Saleem, 2010. "Volatility Spillovers between Stock and Currency Markets: Evidence from Emerging Eastern Europe," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(6), pages 519-533, December.
- Huang, Bwo-Nung & Yang, Chin-Wei & Hu, John Wei-Shan, 2000. "Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle," International Review of Financial Analysis, Elsevier, vol. 9(3), pages 281-297.
- Martin Ademmer & Wolfram Horn & Josefine Quast, 2022. "Stock market dynamics and the relative importance of domestic, foreign, and common shocks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 3911-3923, October.
- Aloui, Chaker & Hkiri, Besma, 2014. "Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis," Economic Modelling, Elsevier, vol. 36(C), pages 421-431.
- Jose Luis Miralles-Marcelo & Jose Luis Miralles-Quiros & Maria del Mar Miralles-Quiros, 2010. "Intraday linkages between the Spanish and the US stock markets: evidence of an overreaction effect," Applied Economics, Taylor & Francis Journals, vol. 42(2), pages 223-235.
- Heung-Joo Cha & Thadavillil Jithendranathan, 2009. "Time-varying correlations and optimal allocation in emerging market equities for the US investors," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(2), pages 172-187.
- Stelios D. Bekiros, 2013. "Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets," Working Paper series 21_13, Rimini Centre for Economic Analysis.
- Jing Wang & Xiaoneng Zhu, 2013. "The reaction of international stock markets to Federal Reserve policy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(1), pages 1-30, March.
- Bouri, Elie & Harb, Etienne, 2022. "The size of good and bad volatility shocks does matter for spillovers," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
- Andrew Clare & Ilias Lekkos, 2000. "An analysis of the relationship between international bond markets," Bank of England working papers 123, Bank of England.
- Karmakar, Madhusudan, 2010. "Information transmission between small and large stocks in the National Stock Exchange in India: An empirical study," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(1), pages 110-120, February.
- Aman Srivastava & Shikha Bhatia & Prashant Gupta, 2015. "Financial Crisis and Stock Market Integration: An Analysis of Select Economies," Global Business Review, International Management Institute, vol. 16(6), pages 1127-1142, December.
- Vo, Xuan Vinh & Ellis, Craig, 2018. "International financial integration: Stock return linkages and volatility transmission between Vietnam and advanced countries," Emerging Markets Review, Elsevier, vol. 36(C), pages 19-27.
- Aymen Belgacem & Amine Lahiani, 2012. "More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility," Economics Bulletin, AccessEcon, vol. 32(2), pages 1509-1526.
- Kao, Erin H. & Ho, Tsung-wu & Fung, Hung-Gay, 2015. "Price linkage between the US and Japanese futures across different time zones: An analysis of the minute-by-minute data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 321-336.
- Amado Peiro & Javier Quesada & Ezequiel Uriel, 1998. "Transmission of movements in stock markets," The European Journal of Finance, Taylor & Francis Journals, vol. 4(4), pages 331-343.
- Chuluun, Tuugi, 2017. "Global portfolio investment network and stock market comovement," Global Finance Journal, Elsevier, vol. 33(C), pages 51-68.
- Christian Jochum, 2001. "Is the covariance of international stock market returns regime dependent?," The European Journal of Finance, Taylor & Francis Journals, vol. 7(3), pages 247-268.
- Olan T. Henry & Nilss Olekalns & Kalvinder Shields, 2004. "Time Variation And Asymmetry In The World Price Of Covariance Risk: The Implications For International Diversification," Department of Economics - Working Papers Series 907, The University of Melbourne.
- Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Vanessa Kasongo & Clement Kyei, 2014. "The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach," Working Papers 201468, University of Pretoria, Department of Economics.
- Hatice Ozer Balli & Faruk Balli & Rosmy Jean Louis, 2013. "Time-Varying Spillover Effects on Sectoral Equity Returns," International Review of Finance, International Review of Finance Ltd., vol. 13(1), pages 67-91, March.
- Newaz, Mohammad Khaleq & Park, Jin Suk, 2019. "The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 79-94.
- Abhyankar, Abhay H., 1995. "Trading-round-the clock: Return, volatility and volume spillovers in the Eurodollar futures markets," Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 75-92, May.
- Soobin Kim & Chang Sik Kim, 2010. "Do S&P 500 and KOSPI Move Together?: A Functional Regression Approach," Korean Economic Review, Korean Economic Association, vol. 26, pages 401-430.
- Lee, Bong-Soo & Rui, Oliver Meng & Wang, Steven Shuye, 2004. "Information transmission between the NASDAQ and Asian second board markets," Journal of Banking & Finance, Elsevier, vol. 28(7), pages 1637-1670, July.
- Baur, Dirk, 2003. "Testing for contagion--mean and volatility contagion," Journal of Multinational Financial Management, Elsevier, vol. 13(4-5), pages 405-422, December.
- Izaan Jamil & Mori Kogid & Thien Sang Lim & Jaratin Lily, 2023. "Pre- and Post-COVID-19: The Impact of US, UK, and European Stock Markets on ASEAN-5 Stock Markets," IJFS, MDPI, vol. 11(2), pages 1-21, March.
- Stephen Sault, 2005. "Movements in Australian Stock Volatility: A Disaggregated Approach," Australian Journal of Management, Australian School of Business, vol. 30(2), pages 303-320, December.
- Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2017. "Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models," Working Papers ECARES ECARES 2017-10, ULB -- Universite Libre de Bruxelles.
- Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007. "Is there an identity within international stock market volatilities?," MPRA Paper 2069, University Library of Munich, Germany.
- Ming-Shiun Pan & L. Hsueh, 1998. "Transmission of Stock Returns and Volatility between the U.S. and Japan: Evidence from the Stock Index Futures Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 5(3), pages 211-225, November.
- Claudeci Da Silva & Hugo Agudelo Murillo & Joaquim Miguel Couto, 2014. "Early Warning Systems: Análise De Ummodelo Probit De Contágio De Crise Dos Estados Unidos Para O Brasil(2000-2010)," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 110, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Tae-Hwy Lee & Weiping Yang, 2014.
"Granger-Causality in Quantiles between Financial Markets: Using Copula Approach,"
Working Papers
201406, University of California at Riverside, Department of Economics.
- Ito Takatoshi, 1994.
"Short-Run and Long-Run Expectations of the Yen/Dollar Exchange Rate,"
Journal of the Japanese and International Economies, Elsevier, vol. 8(2), pages 119-143, June.
See citations under working paper version above.
- Takatoshi Ito, 1993. "Short-run and Long-run Expectations of the Yen/Dollar Exchange Rate," NBER Working Papers 4545, National Bureau of Economic Research, Inc.
- Ito, T., 1993. "Short-Run and Long-Run Expectationss of the Yen/Dollar Exchange Rate," Harvard Institute of Economic Research Working Papers 1661, Harvard - Institute of Economic Research.
- Takatoshi Ito & Keiko Nosse Hirono, 1993.
"Efficiency of the Tokyo Housing Market,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 11(1), pages 1-32, July.
See citations under working paper version above.
- Takatoshi Ito & Keiko Nosse Hirono, 1993. "Efficiency of the Tokyo Housing Market," NBER Working Papers 4382, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 1993.
"Efficiency of the Rice Futures Market in Osaka in the 18th Century,"
Economic Review, Hitotsubashi University, vol. 44(4), pages 339-350, October.
Cited by:
- Tetsuji Okazaki, 2004.
"The Role of the Merchant Coalition in Pre-modern Japanese Economic Development: An Historical Institutional Analysis,"
CIRJE F-Series
CIRJE-F-284, CIRJE, Faculty of Economics, University of Tokyo.
- Tetsuji Okazaki, 2004. "The Role of the Merchant Coalition in Pre-modern Japanese Economic Development: An Historical Institutional Analysis," CIRJE F-Series CIRJE-F-268, CIRJE, Faculty of Economics, University of Tokyo.
- Tetsuji Okazaki, 2001. "The Role of the Merchant Coalition in Premodern Japanese Economic Development: An Historical Institutional Analysis," CIRJE F-Series CIRJE-F-116, CIRJE, Faculty of Economics, University of Tokyo.
- Okazaki, Tetsuji, 2005. "The role of the merchant coalition in pre-modern Japanese economic development: an historical institutional analysis," Explorations in Economic History, Elsevier, vol. 42(2), pages 184-201, April.
- Wakita, Shigeru, 2001. "Efficiency of the Dojima rice futures market in Tokugawa-period Japan," Journal of Banking & Finance, Elsevier, vol. 25(3), pages 535-554, March.
- Ken Urai, 2006. "Social Recognition and Economic Equilibrium," Discussion Papers in Economics and Business 06-29, Osaka University, Graduate School of Economics.
- Ishida, Shigehiro & Yokoyama, Kazuki, 2023. "Origins of the Tokyo Stock Exchange: Path Dependence of Trading Systems," MPRA Paper 118829, University Library of Munich, Germany.
- Mikio Ito & Kiyotaka Maeda & Akihiko Noda, 2014.
"Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets,"
Papers
1404.1164, arXiv.org, revised Feb 2017.
- Ito, Mikio & Maeda, Kiyotaka & Noda, Akihiko, 2016. "Market efficiency and government interventions in prewar Japanese rice futures markets," Financial History Review, Cambridge University Press, vol. 23(3), pages 325-346, December.
- Mikio Ito & Kiyotaka Maeda & Akihiko Noda, 2018.
"The futures premium and rice market efficiency in prewar Japan,"
Economic History Review, Economic History Society, vol. 71(3), pages 909-937, August.
- Mikio Ito & Kiyotaka Maeda & Akihiko Noda, 2014. "The Futures Premium and Rice Market Efficiency in Prewar Japan," Papers 1404.5381, arXiv.org, revised Sep 2017.
- Tetsuji Okazaki, 2004.
"The Role of the Merchant Coalition in Pre-modern Japanese Economic Development: An Historical Institutional Analysis,"
CIRJE F-Series
CIRJE-F-284, CIRJE, Faculty of Economics, University of Tokyo.
- Ito Takatoshi, 1993.
"The Land/Housing Problem in Japan: A Macroeconomic Approach,"
Journal of the Japanese and International Economies, Elsevier, vol. 7(1), pages 1-31, March.
See citations under working paper version above.
- Takatoshi Ito, 1990. "The Land/ Housing Problem in Japan: A Macroeconomic Approach," Discussion Paper Series a228, Institute of Economic Research, Hitotsubashi University.
- Ito Takatoshi & Okina Kunio & Teranishi Juro, 1993.
"News and the Dollar/Yen Exchange Rate, 1931-1933: The End of the Gold Standard, Imperialism, and the Great Depression,"
Journal of the Japanese and International Economies, Elsevier, vol. 7(2), pages 107-131, June.
See citations under working paper version above.
- Takatoshi Ito & Kunio Okina & Juro Teranishi, 1988. "News and the Dollar/Yen Exchange Rate, 1931-1933: The End of the Gold Standard, Imperialism, and the Great Depression," NBER Working Papers 2683, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Engle, Robert F. & Lin, Wen-Ling, 1992.
"Where does the meteor shower come from? : The role of stochastic policy coordination,"
Journal of International Economics, Elsevier, vol. 32(3-4), pages 221-240, May.
See citations under working paper version above.
- Takatoshi Ito & Robert F. Engle & Wen-Ling Lin, 1990. "Where Does the Meteor Shower Come From? The Role of Stochastic Policy Coordination," NBER Working Papers 3504, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Lin, Wen-Ling, 1992.
"Lunch break and intraday volatility of stock returns : An hourly data analysis of Tokyo and New York stock markets,"
Economics Letters, Elsevier, vol. 39(1), pages 85-90, May.
Cited by:
- Takatoshi Ito Richard K. Lyons and Michael T. Melvin., 1997.
"Is There Private Information in the FX Market? The Tokyo Experiment,"
Research Program in Finance Working Papers
RPF-270, University of California at Berkeley.
- Takatoshi Ito & Richard K. Lyons & Michael T. Melvin, 1997. "Is There Private Information in the FX Market? The Tokyo Experiment," NBER Working Papers 5936, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Richard K. Lyons & Michael Melvin, 1997. "Is there private information in the FX market? the Tokyo experiment," Pacific Basin Working Paper Series 97-04, Federal Reserve Bank of San Francisco.
- Ito, T. & Lyons, R. & Melvin, M.T., 1997. "Is There Private Information on the FX Market? The Tokyo Experiment," Papers 97-04, Economisch Institut voor het Midden en Kleinbedrijf-.
- Takatoshi Ito & Richard K. Lyons & Michael T. Melvin, 1996. "Is There Private Information in the FX Market? The Tokyo Experiment," Working Papers _005, University of California at Berkeley, Haas School of Business.
- Gau, Yin-Feng & Hua, Mingshu, 2007. "Intraday exchange rate volatility: ARCH, news and seasonality effects," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(1), pages 135-158, March.
- Ho, Tu & Lv, Jin Roc & Schultz, Emma, 2021. "Market intraday momentum in Australia," Pacific-Basin Finance Journal, Elsevier, vol. 65(C).
- Balaban, Ercan & Ozgen, Tolga & Girgin, Mehmet Sencer, 2018. "Distributional characteristics of interday stock returns and their asymmetric conditional volatility: Firm-level evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 280-288.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Peter Koudijs, 2016. "The Boats That Did Not Sail: Asset Price Volatility in a Natural Experiment," Journal of Finance, American Finance Association, vol. 71(3), pages 1185-1226, June.
- Ashwin, Julian, 2024. "Financial news media and volatility: Is there more to newspapers than news?," Journal of Financial Markets, Elsevier, vol. 69(C).
- Grosse, Diana, 2002. "Ansätze zur Lösung von Arbeitskonflikten: Das philosophisch und psychologisch fundierte Konzept von Mary Parker Follett," Freiberg Working Papers 2002/07, TU Bergakademie Freiberg, Faculty of Economics and Business Administration.
- Reint Gropp & Arjan Kadareja, 2012.
"Stale Information, Shocks, and Volatility,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1117-1149, September.
- Reint Gropp & Arjan Kadareja, 2012. "Stale Information, Shocks, and Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1117-1149, September.
- Gropp, Reint & Kadareja, Arjan, 2006. "Stale information, shocks and volatility," Working Paper Series 686, European Central Bank.
- Gropp, Reint E. & Kadareja, Arjan, 2007. "Stale information, shocks and volatility," ZEW Discussion Papers 07-012, ZEW - Leibniz Centre for European Economic Research.
- Michael Hughes & Drew Winters & Jerry Rawls, 2005. "What is the source of different levels of time-series return volatility? the intraday U-shaped pattern or time-series persistence," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 29(3), pages 300-312, September.
- Balaban, Ercan & Ozgen, Tolga, 2016. "Trading session effects on stock returns and their conditional volatility: Firm-level evidence from a European Union accession country," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 446(C), pages 264-271.
- Gau, Yin-Feng, 2005. "Intraday volatility in the Taipei FX market," Pacific-Basin Finance Journal, Elsevier, vol. 13(4), pages 471-487, September.
- Wang, Lanfang & Wang, Susheng, 2021. "Unusual investor behavior under tacit and endogenous market signals," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 76-97.
- Sobhesh Kumar Agarwalla & Ajay Pandey, 2013. "Expiration‐Day Effects and the Impact of Short Trading Breaks on Intraday Volatility: Evidence from the Indian Market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(11), pages 1046-1070, November.
- Andersen, Torben G. & Bollerslev, Tim & Cai, Jun, 2000. "Intraday and interday volatility in the Japanese stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(2), pages 107-130, June.
- Peter Koudijs, 2013. "The boats that did not sail: Asset Price Volatility and Market Efficiency in a Natural Experiment," NBER Working Papers 18831, National Bureau of Economic Research, Inc.
- Balaban, Ercan & Ozgen, Tolga & Karidis, Socrates, 2018. "Intraday and interday distribution of stock returns and their asymmetric conditional volatility: Firm-level evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 905-915.
- Weng, Pei-Shih & Tsai, Wei-Che, 2018. "Do foreign institutional traders have private information for the market index? The aspect of market microstructure," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 308-323.
- Takatoshi Ito Richard K. Lyons and Michael T. Melvin., 1997.
"Is There Private Information in the FX Market? The Tokyo Experiment,"
Research Program in Finance Working Papers
RPF-270, University of California at Berkeley.
- Ito, Takatoshi, 1991.
"International impacts on domestic political economy: a case of Japanese general elections,"
Journal of International Money and Finance, Elsevier, vol. 10(1, Supple), pages 73-89, March.
See citations under working paper version above.
- Takatoshi Ito, 1990. "International Impacts on Domestic Political Economy: A Case of Japanese General Elections," NBER Working Papers 3499, National Bureau of Economic Research, Inc.
- Canova, Fabio & Ito, Takatoshi, 1991.
"The Time-Series Properties of the Risk Premium in the Yen/Dollar Exchange Market,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(2), pages 125-142, April-Jun.
Cited by:
- Zhiguang Wang & Prasad Bidarkota, 2012. "Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression methods," Empirical Economics, Springer, vol. 42(1), pages 21-51, February.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Stuart Landon & Constance E. Smith, 2003.
"The Risk Premium, Exchange Rate Expectations, and the Forward Exchange Rate: Estimates for the Yen–Dollar Rate,"
Review of International Economics, Wiley Blackwell, vol. 11(1), pages 144-158, February.
- Landon, Stuart & Smith, Constance, 1999. "The risk premium, exchange rate expectations, and the forward exchange rate: Estimates for the Yen-Dollar rate," MPRA Paper 9775, University Library of Munich, Germany.
- Ehsan Ahmed & Honggang Li & J. Barkley Rosser, 2006. "Nonlinear bubbles in Chinese Stock Markets in the 1990s," Eastern Economic Journal, Eastern Economic Association, vol. 32(1), pages 1-18, Winter.
- Charles Engel, 1995.
"The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence,"
NBER Working Papers
5312, National Bureau of Economic Research, Inc.
- Engel, Charles, 1996. "The forward discount anomaly and the risk premium: A survey of recent evidence," Journal of Empirical Finance, Elsevier, vol. 3(2), pages 123-192, June.
- Mark, Nelson C & Wu, Yangru, 1998.
"Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise,"
Economic Journal, Royal Economic Society, vol. 108(451), pages 1686-1706, November.
- Nelson Mark & Yangru Wu, 1998. "Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise," Working Papers 98-05, Ohio State University, Department of Economics.
- Ram Bhar & Carl Chiarella & Toan Pham, 2000. "Modeling the Currency Forward Risk Premium: Theory and Evidence," Research Paper Series 41, Quantitative Finance Research Centre, University of Technology, Sydney.
- Luca Benati, 2006. "Affine term structure models for the foreign exchange risk premium," Bank of England working papers 291, Bank of England.
- Ott, Mack, 1996. "Post Bretton Woods deviations from purchasing power parity in G7 exchange rates--an empirical exploration," Journal of International Money and Finance, Elsevier, vol. 15(6), pages 899-924, December.
- Kumar, Satish & Trück, Stefan, 2014. "Unbiasedness and risk premiums in the Indian currency futures market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 13-32.
- Nelson C. Mark & Yangru Wu, 1997. "Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity," Tinbergen Institute Discussion Papers 97-041/2, Tinbergen Institute.
- Ehsan Ahmed & J. Rosser & Jamshed Uppal, 2014. "Are there nonlinear speculative bubbles in commodities prices?," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 36(3), pages 415-438.
- Long, Shaobo & Guo, Jiaqi, 2022. "Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks," Research in International Business and Finance, Elsevier, vol. 62(C).
- Juan Carlos Cuestas & Fabio Filipozzi & Karsten Staehr, 2017.
"Uncovered interest parity in Central and Eastern Europe: Expectations and structural breaks,"
Review of International Economics, Wiley Blackwell, vol. 25(4), pages 695-710, September.
- Juan Carlos Cuestas & Karsten Staehr & Fabio Filipozzi, 2015. "Uncovered interest parity in Central and Eastern Europe : expectations and structural breaks," Bank of Estonia Working Papers wp2015-4, Bank of Estonia, revised 30 Dec 2015.
- Wahab, Mahmoud, 1997. "On risk, rationality and the predictive ability of European short-term adjusted yield spreads," Journal of International Money and Finance, Elsevier, vol. 16(5), pages 737-765, September.
- Kiani, Khurshid M., 2013. "Can signal extraction help predict risk premia in foreign exchange rates," Economic Modelling, Elsevier, vol. 33(C), pages 926-939.
- Asako, Kazumi & Ito, Takatoshi & Sakamoto, Kazunori, 1991.
"The rise and fall of deficit in Japan, 1965-1990,"
Journal of the Japanese and International Economies, Elsevier, vol. 5(4), pages 451-472, December.
Cited by:
- Maurice Wright, 1999. "Coping with Fiscal Stress: Illusion and Reality in Central Government Budgeting in Japan," NBER Chapters, in: Fiscal Institutions and Fiscal Performance, pages 349-376, National Bureau of Economic Research, Inc.
- Toshihiro Ihori & Takero Doi & Hiroki Kondo, 2000.
"Japanese Fiscal Reform: Fiscal Reconstruction and Fiscal Policy,"
CIRJE F-Series
CIRJE-F-83, CIRJE, Faculty of Economics, University of Tokyo.
- Ihori, Toshihiro & Doi, Takero & Kondo, Hiroki, 2001. "Japanese fiscal reform: fiscal reconstruction and fiscal policy," Japan and the World Economy, Elsevier, vol. 13(4), pages 351-370, December.
- Fukuda, Shin-ichi & Yamada, Junji, 2011.
"Stock price targeting and fiscal deficit in Japan: Why did the fiscal deficit increase during Japan’s lost decades?,"
Journal of the Japanese and International Economies, Elsevier, vol. 25(4), pages 447-464.
- Shin-ichi Fukuda & Junji Yamada, 2011. "Stock Price Targeting and Fiscal Deficit in Japan: Why Did the Fiscal Deficit Increase . during Japan's Lost Decades?," CIRJE F-Series CIRJE-F-819, CIRJE, Faculty of Economics, University of Tokyo.
- Shin-ichi Fukuda & Junji Yamada, 2010. "Stock Price Targeting and Fiscal Deficit in Japan: Why Did the Fiscal Deficit Increase during Japan's Lost Decades?," NBER Chapters, in: Fiscal Policy and Crisis, National Bureau of Economic Research, Inc.
- Ryuta Ray Kato & Hiroaki Miyamoto, 2012.
"Fiscal Stimulus and Labor Market Dynamics in Japan,"
Working Papers
EMS_2012_19, Research Institute, International University of Japan.
- Kato, Ryuta Ray & Miyamoto, Hiroaki, 2013. "Fiscal stimulus and labor market dynamics in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 30(C), pages 33-58.
- Werner, Richard A., 2011. "The unintended consequences of the debt: Will increased government expenditure hurt the economy?," CFS Working Paper Series 2011/26, Center for Financial Studies (CFS).
- Takatotshi Ito, 1996. "Japan and the Asian Economies: A 'Miracle' in Transition," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 27(2), pages 205-272.
- Tsuchiya, Yoichi, 2016. "Assessing macroeconomic forecasts for Japan under an asymmetric loss function," International Journal of Forecasting, Elsevier, vol. 32(2), pages 233-242.
- Bessho, Shun-ichiro & Ogawa, Hikaru, 2015. "Fiscal adjustment in Japanese municipalities," Journal of Comparative Economics, Elsevier, vol. 43(4), pages 1053-1068.
- Miyazaki, Tomomi, 2009. "Public investment and business cycles: The case of Japan," Journal of Asian Economics, Elsevier, vol. 20(4), pages 419-426, September.
- Kuttner, Kenneth N. & Posen, Adam S., 2002. "Fiscal Policy Effectiveness in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 16(4), pages 536-558, December.
- Engle, Robert F & Ito, Takatoshi & Lin, Wen-Ling, 1990.
"Meteor Showers or Heat Waves? Heteroskedastic Intra-daily Volatility in the Foreign Exchange Market,"
Econometrica, Econometric Society, vol. 58(3), pages 525-542, May.
See citations under working paper version above.
- Engel, R.F. & Ito, T. & Lin, W-L., 1988. "Meteor Showers Or Heat Wages? Heteroskedastic Intra-Daily Volatility In A The Foreign Exchange Market," Papers 246, Minnesota - Center for Economic Research.
- Robert F. Engle & Takatoshi Ito & Wen-Ling Lin, 1988. "Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market," NBER Working Papers 2609, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 1990.
"The timing of elections and political business cycles in Japan,"
Journal of Asian Economics, Elsevier, vol. 1(1), pages 135-156.
Cited by:
- Leif Helland, 2011. "Partisan conflicts and parliamentary dominance: the Norwegian political business cycle," Public Choice, Springer, vol. 147(1), pages 139-154, April.
- Alesina, Alberto F & Cohen, Gerald D & Roubini, Nouriel, 1992.
"Macroeconomic Policy and Elections in OECD Democracies,"
CEPR Discussion Papers
608, C.E.P.R. Discussion Papers.
- Alberto Alesina & Gerald D. Cohen & Nouriel Roubini, 1992. "Macroeconomic Policy And Elections In Oecd Democracies," Economics and Politics, Wiley Blackwell, vol. 4(1), pages 1-30, March.
- Alberto Alesina & Gerald D. Cohen & Nouriel Roubini, 1991. "Macroeconomic Policy and Elections in OECD Democracies," NBER Working Papers 3830, National Bureau of Economic Research, Inc.
- Cohen, Gerald & Alesina, Alberto & Roubini, Nouriel, 1992. "Macroeconomic Policy and Elections in OECD Democracies," Scholarly Articles 4553023, Harvard University Department of Economics.
- Nicolas Gavoille & Katharina Hofer, 2018.
"Capital Controls and Electoral Cycles,"
SSE Riga/BICEPS Research Papers
5, Baltic International Centre for Economic Policy Studies (BICEPS);Stockholm School of Economics in Riga (SSE Riga).
- Nicolas Gavoille & Katharina Hofer, 2021. "Capital Controls and Electoral Cycles," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(2), pages 275-324, June.
- Persson, T. & Tabellini, G., 1997.
"Political Economics and Macroeconomic Policy,"
Papers
630, Stockholm - International Economic Studies.
- Torsten Persson & Guido Tabellini, 1997. "Political Economics and Macroeconomic Policy," NBER Working Papers 6329, National Bureau of Economic Research, Inc.
- Persson, Torsten & Tabellini, Guido, 1999. "Political economics and macroeconomic policy," Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 22, pages 1397-1482, Elsevier.
- Persson, Torsten & Tabellini , Guido, 1997. "Political Economics and Macroeconomic Policy," Seminar Papers 630, Stockholm University, Institute for International Economic Studies.
- Persson, Torsten & Tabellini, Guido, 1997. "Political Economics and Macroeconomic Policy," CEPR Discussion Papers 1759, C.E.P.R. Discussion Papers.
- Torsten Persson & Guido Tabellini, "undated". "Political Economics and Macroeconomic Policy," Working Papers 121, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- J. Stephen Ferris & Derek E. H. Olmstead, 2012. "Fixed versus Flexible Election Cycles: Explaining innovation in the timing of Canada’s Election Cycle," Carleton Economic Papers 12-04, Carleton University, Department of Economics, revised 01 Dec 2016.
- Fabrizio Carmignani, 2003. "Political Instability, Uncertainty and Economics," Journal of Economic Surveys, Wiley Blackwell, vol. 17(1), pages 1-54, February.
- Takatoshi Ito, 1990.
"International Impacts on Domestic Political Economy: A Case of Japanese General Elections,"
NBER Working Papers
3499, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 1991. "International impacts on domestic political economy: a case of Japanese general elections," Journal of International Money and Finance, Elsevier, vol. 10(1, Supple), pages 73-89, March.
- Masami Imai, 2009. "Political Determinants of Government Loans in Japan," Journal of Law and Economics, University of Chicago Press, vol. 52(1), pages 41-70, February.
- Alberto Alesina & Nouriel Roubini, 1990.
"Political Cycles in OECD Economies,"
NBER Working Papers
3478, National Bureau of Economic Research, Inc.
- Alberto Alesina & Nouriel Roubini, 1992. "Political Cycles in OECD Economies," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 59(4), pages 663-688.
- Alesina, Alberto F & Roubini, Nouriel, 1990. "Political Cycles in OECD Economies," CEPR Discussion Papers 470, C.E.P.R. Discussion Papers.
- Roubini, Nouriel & Alesina, Alberto, 1992. "Political Cycles in OECD Economies," Scholarly Articles 4553025, Harvard University Department of Economics.
- Funashima, Yoshito, 2016. "The Fed-induced political business cycle: Empirical evidence from a time–frequency view," Economic Modelling, Elsevier, vol. 54(C), pages 402-411.
- Erasmus Kersting & Christopher Kilby, 2014.
"With a Little Help from My Friends: Global Electioneering and World Bank Lending,"
Villanova School of Business Department of Economics and Statistics Working Paper Series
25, Villanova School of Business Department of Economics and Statistics.
- Kersting, Erasmus K. & Kilby, Christopher, 2016. "With a little help from my friends: Global electioneering and World Bank lending," Journal of Development Economics, Elsevier, vol. 121(C), pages 153-165.
- Akhmed Akhmedov, 2006. "Human Capital and Political Business Cycles," Working Papers w0087, New Economic School (NES).
- Eric Dubois, 2016. "Political business cycles 40 years after Nordhaus," Public Choice, Springer, vol. 166(1), pages 235-259, January.
- Funashima, Yoshito, 2015. "Governmentally amplified output volatility," MPRA Paper 65330, University Library of Munich, Germany.
- Liu, Jinyu & Zhong, Rui, 2017. "Political uncertainty and a firm's credit risk: Evidence from the international CDS market," Journal of Financial Stability, Elsevier, vol. 30(C), pages 53-66.
- Funashima, Yoshito, 2016. "Governmentally amplified output volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 469-478.
- Alastair Smith, 1996. "Endogenous Election Timing In Majoritarian Parliamentary Systems," Economics and Politics, Wiley Blackwell, vol. 8(2), pages 85-110, July.
- Lesmono, Dharma & Tonkes, Elliot & Burrage, Kevin, 2009. "Opportunistic timing and manipulation in Australian Federal Elections," European Journal of Operational Research, Elsevier, vol. 192(2), pages 677-691, January.
- Eric Dubois, 2016. "Political Business Cycles 40 Years after Nordhaus," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01291401, HAL.
- Akhmedov Akhmed, "undated". "Human capital and political business cycles," EERC Working Paper Series 03-213e, EERC Research Network, Russia and CIS.
- Marcelin, Isaac & Stephen, Sheryl-Ann K. & Fanta, Fassil & Tecklezion, Mussie, 2019. "Political regimes, investment and electoral uncertainty," Research in International Business and Finance, Elsevier, vol. 47(C), pages 580-599.
- Brandon Julio & Youngsuk Yook, 2013. "Policy uncertainty, irreversibility, and cross-border flows of capital," Finance and Economics Discussion Series 2013-64, Board of Governors of the Federal Reserve System (U.S.).
- Akhmed Akhmedov, 2006. "Human Capital and Political Business Cycles," Working Papers w0087, Center for Economic and Financial Research (CEFIR).
- Dang, Tung Lam & Luong, Hoang & Nguyen, Lily & Nguyen, My, 2024. "Political uncertainty and commonality in liquidity," Pacific-Basin Finance Journal, Elsevier, vol. 83(C).
- Eric Dubois, 2016. "Political Business Cycles 40 Years after Nordhaus," Post-Print hal-01291401, HAL.
- J. Stephen Ferris & Marcel‐Cristian Voia, 2011.
"Does the expectation or realization of a federal election precipitate Canadian output growth?,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 44(1), pages 107-132, February.
- J. Stephen Ferris & Marcel-Cristian Voia, 2011. "Does the expectation or realization of a federal election precipitate Canadian output growth?," Canadian Journal of Economics, Canadian Economics Association, vol. 44(1), pages 107-132, February.
- Müller, Karsten, 2019.
"Electoral cycles in macroprudential regulation,"
ESRB Working Paper Series
106, European Systemic Risk Board.
- Karsten Müller, 2023. "Electoral Cycles in Macroprudential Regulation," American Economic Journal: Economic Policy, American Economic Association, vol. 15(4), pages 295-322, November.
- Akhmedov Akhmed, 2006. "Human Capital and Political Business Cycles," EERC Working Paper Series 06-02e, EERC Research Network, Russia and CIS.
- Zoe Venter, 2019. "The Role of Central Banks and the Political Environment in Financial Stability: A Literature Review," Working Papers REM 2019/89, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Julio, Brandon & Yook, Youngsuk, 2016. "Policy uncertainty, irreversibility, and cross-border flows of capital," Journal of International Economics, Elsevier, vol. 103(C), pages 13-26.
- Elliot Tonkes & Dharma Lesmono, 2010. "Consistency in the US Congressional Popular Opinion Polls and Prediction Markets," Journal of Prediction Markets, University of Buckingham Press, vol. 4(2), pages 45-64, September.
- Muhammad Shahid Akram & Toseef Azid, 2006. "Economics of Regaining Office: The Case of Pakistan (1947-2005)," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(4), pages 913-923.
- Ito, Takatoshi, 1990.
"Foreign Exchange Rate Expectations: Micro Survey Data,"
American Economic Review, American Economic Association, vol. 80(3), pages 434-449, June.
See citations under working paper version above.
- Takatoshi Ito, 1988. "Foreign Exchange Rate Expectations: Micro Survey Data," NBER Working Papers 2679, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Quah, Danny, 1989.
"Hypothesis Testing with Restricted Spectral Density Matrices, with an Application to Uncovered Interest Parity,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(1), pages 203-215, February.
Cited by:
- Joshua Chan & Luca Benati & Eric Eisenstat & Gary Koop, 2018.
"Identifying Noise Shocks,"
Working Paper Series
41, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Benati, Luca & Chan, Joshua & Eisenstat, Eric & Koop, Gary, 2020. "Identifying noise shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
- Charles Engel, 1995.
"The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence,"
NBER Working Papers
5312, National Bureau of Economic Research, Inc.
- Engel, Charles, 1996. "The forward discount anomaly and the risk premium: A survey of recent evidence," Journal of Empirical Finance, Elsevier, vol. 3(2), pages 123-192, June.
- Takatoshi Ito, 1988.
"Foreign Exchange Rate Expectations: Micro Survey Data,"
NBER Working Papers
2679, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 1990. "Foreign Exchange Rate Expectations: Micro Survey Data," American Economic Review, American Economic Association, vol. 80(3), pages 434-449, June.
- Barnichon, Regis & Matthes, Christian, 2018. "Functional Approximation of Impulse Responses," Journal of Monetary Economics, Elsevier, vol. 99(C), pages 41-55.
- Joshua Chan & Luca Benati & Eric Eisenstat & Gary Koop, 2018.
"Identifying Noise Shocks,"
Working Paper Series
41, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Ito, Takatoshi & Kang, Kyoungsik, 1989.
"Bonuses, overtime, and employment: Korea vs Japan,"
Journal of the Japanese and International Economies, Elsevier, vol. 3(4), pages 424-450, December.
See citations under working paper version above.
- Takatoshi Ito & Kyoungsik Kang, 1989. "Bonuses, Overtime, and Employment: Korea vs. Japan," NBER Working Papers 3012, National Bureau of Economic Research, Inc.
- Froot, Kenneth A. & Ito, Takatoshi, 1989.
"On the consistency of short-run and long-run exchange rate expectations,"
Journal of International Money and Finance, Elsevier, vol. 8(4), pages 487-510, December.
See citations under working paper version above.
- Kenneth A. Froot & Takatoshi Ito, 1988. "On the Consistency of Short-run and Long-run Exchange Rate Expectations," NBER Working Papers 2577, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Park, Jin Hyuk, 1988.
"Political business cycles in the parliamentary system,"
Economics Letters, Elsevier, vol. 27(3), pages 233-238.
Cited by:
- John Gibson, 1999. "Political Timing," Journal of Theoretical Politics, , vol. 11(4), pages 471-496, October.
- Leertouwer, Erik & Maier, Philipp, 1999. "Who creates poltical business cycles? : (should central banks be blamed?)," Research Report 99E56, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Takatoshi Ito, 1990.
"International Impacts on Domestic Political Economy: A Case of Japanese General Elections,"
NBER Working Papers
3499, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 1991. "International impacts on domestic political economy: a case of Japanese general elections," Journal of International Money and Finance, Elsevier, vol. 10(1, Supple), pages 73-89, March.
- Masami Imai, 2009. "Political Determinants of Government Loans in Japan," Journal of Law and Economics, University of Chicago Press, vol. 52(1), pages 41-70, February.
- Takaku, Reo & Bessho, Shun-ichiro, 2018. "Political cycles in physician employment: A case of Japanese local public hospitals," Social Science & Medicine, Elsevier, vol. 216(C), pages 97-106.
- Eric Dubois, 2016. "Political business cycles 40 years after Nordhaus," Public Choice, Springer, vol. 166(1), pages 235-259, January.
- Vladan Ivanovic & Endrit Lami & Drini Imami, 2023. "Political Budget Cycles in Early Versus Regular Elections: The Case of Serbia," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 65(3), pages 551-581, September.
- Funashima, Yoshito, 2015. "Governmentally amplified output volatility," MPRA Paper 65330, University Library of Munich, Germany.
- Berument, Hakan & Yucel, Eray M., 2005. "Long live Fenerbahce: The production boosting effects of football," Journal of Economic Psychology, Elsevier, vol. 26(6), pages 842-861, December.
- Funashima, Yoshito, 2016. "Governmentally amplified output volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 469-478.
- Alastair Smith, 1996. "Endogenous Election Timing In Majoritarian Parliamentary Systems," Economics and Politics, Wiley Blackwell, vol. 8(2), pages 85-110, July.
- Eric Dubois, 2016. "Political Business Cycles 40 Years after Nordhaus," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01291401, HAL.
- Takatoshi Ito, 1989. "Endogenous Election Timings and Political Business Cycles in Japan," NBER Working Papers 3128, National Bureau of Economic Research, Inc.
- Jac C. Heckelman & Hakan Berument, 1998. "Political Business Cycles and Endogenous Elections," Southern Economic Journal, John Wiley & Sons, vol. 64(4), pages 987-1000, April.
- Hakan Berument & Onur Ince & Eray Yucel, 2006.
"Success in soccer and economic performance: Evidence from beŞİktaŞ-Turkey,"
International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 53(2), pages 260-274, June.
- Hakan Berument & M. Eray YŸcel & Onur Ince, 2005. "Success in Soccer and Economic Performance : Evidence from Besiktas-Turkey," Working Papers 0507, Department of Economics, Bilkent University.
- Eric Dubois, 2016. "Political Business Cycles 40 Years after Nordhaus," Post-Print hal-01291401, HAL.
- Leertouwer, Erik & Maier, Philipp, 2001. "Who creates political business cycles: should central banks be blamed?," European Journal of Political Economy, Elsevier, vol. 17(3), pages 445-463, September.
- Shun-ichiro Bessho & Kimiko Terai, 2013. "Fiscal restraints by advisors," Economics of Governance, Springer, vol. 14(3), pages 205-232, August.
- Hayashi, Fumio & Ito, Takatoshi & Slemrod, Joel, 1988.
"Housing finance imperfections, taxation, and private saving: A comparative simulation analysis of the United States and Japan,"
Journal of the Japanese and International Economies, Elsevier, vol. 2(3), pages 215-238, September.
Cited by:
- Thomas A. Barthold & Takatoshi Ito, 1991.
"Bequest Taxes and Accumulation of Household Wealth: U.S.-Japan Comparison,"
Discussion Paper Series
a233, Institute of Economic Research, Hitotsubashi University.
- Thomas A. Barthold & Takatoshi Ito, 1991. "Bequest Taxes and Accumulation of Household Wealth: U.S. - Japan Comparison," NBER Working Papers 3692, National Bureau of Economic Research, Inc.
- Thomas A. Barthold & Takatoshi Ito, 1992. "Bequest Taxes and Accumulation of Household Wealth: U.S.-Japan Comparison," NBER Chapters, in: The Political Economy of Tax Reform, pages 235-292, National Bureau of Economic Research, Inc.
- Daniel Schunk, 2007.
"What Determines the Saving Behavior of German Households? An Examination of Saving Motives and Saving Decisions,"
MEA discussion paper series
07124, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
- Schunk, Daniel, 2007. "What Determines the Saving Behavior of German Households? An Examination of Saving Motives and Saving Decisions," Sonderforschungsbereich 504 Publications 07-10, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Schunk, Daniel, 2007. "What determines the saving behavior of German households? : an examination of saving motives and saving decisions," Papers 07-10, Sonderforschungsbreich 504.
- Luigi Guiso & Tullio Jappelli, 1999.
"Private Transfers, Borrowing Constraints and the Timing of Homeownership,"
CSEF Working Papers
17, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Guiso, Luigi & Jappelli, Tullio, 2002. "Private Transfers, Borrowing Constraints and the Timing of Homeownership," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(2), pages 315-339, May.
- Guiso, Luigi & Jappelli, Tullio, 1998. "Private Transfers, Borrowing Constraints and the Timing of Homeownership," CEPR Discussion Papers 2050, C.E.P.R. Discussion Papers.
- Jappelli, Tullio & Chiuri, Maria Concetta, 2001.
"Financial Market Imperfections and Home Ownership: A Comparative Study,"
CEPR Discussion Papers
2717, C.E.P.R. Discussion Papers.
- Chiuri, Maria Concetta & Jappelli, Tullio, 2003. "Financial market imperfections and home ownership: A comparative study," European Economic Review, Elsevier, vol. 47(5), pages 857-875, October.
- Maria Concetta Chiuri & Tullio Jappelli, 2000. "Financial Market Imperfections and Home Ownership: A Comparative Study," CSEF Working Papers 44, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Dec 2000.
- Muellbauer, John & Murata, Keiko, 2009. "Consumption, Land Prices and the Monetary Transmission Mechanism in Japan," CEPR Discussion Papers 7269, C.E.P.R. Discussion Papers.
- Rosenzweig, Mark R. & Zhang, Junsen, 2014.
"Co-residence, Life-Cycle Savings and Inter-generational Support in Urban China,"
Working Papers
131, Yale University, Department of Economics.
- Rosenzweig, Mark & Zhang, Junsen, 2014. "Co-residence, Life-Cycle Savings and Inter-generational Support in Urban China," Center Discussion Papers 166739, Yale University, Economic Growth Center.
- Mark Rosenzweig & Junsen Zhang, 2014. "Co-residence, Life-Cycle Savings and Inter-generational Support in Urban China," NBER Working Papers 20057, National Bureau of Economic Research, Inc.
- Mark Rosenzweig & Junsen Zhang, 2014. "Co-residence, Life-Cycle Savings and Inter- Generational Support in Urban China," Working Papers 1039, Economic Growth Center, Yale University.
- Jun Nagayasu, 2021. "Life Cycles and Gender in Residential Mobility Decisions," The Journal of Real Estate Finance and Economics, Springer, vol. 62(3), pages 370-401, April.
- R. Anton Braun & Daisuke Ikeda & Douglas H. Joines, 2006.
"Saving and interest rates in Japan: why they have fallen and why they will remain low,"
Working Paper Series
2006-39, Federal Reserve Bank of San Francisco.
- R. Anton Braun & Daisuke Ikeda & Douglas H. Joines, 2005. "Saving and Interest Rates in Japan: Why They Have Fallen and Why They Will Remain Low," CIRJE F-Series CIRJE-F-328, CIRJE, Faculty of Economics, University of Tokyo.
- R. Anton Braun & Daisuke Ikeda & Douglas H. Joines, 2006. "Saving and interest rates in Japan: Why they have fallen and why they will remain low," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
- R. Anton Braun & Daisuke Ikeda, 2005. "Saving and Interest Rates in Japan:Why They Have Fallen and Why They Will Remain Low," 2005 Meeting Papers 625, Society for Economic Dynamics.
- R. Anton Braun & Daisuke Ikeda & Douglas H. Joines, 2005. "Saving and Interest Rates in Japan: Why They Have Fallen and Why They Will Remain Low," CARF F-Series CARF-F-028, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Ross Guest & Robyn Swift, 2010. "Population Ageing and House Prices in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 43(3), pages 240-253, September.
- Tullio Jappelli & Maria Chiuri, 2000.
"Financial Markets, Judicial Costs and Housing Tenure: An International Comparison,"
LIS Working papers
230, LIS Cross-National Data Center in Luxembourg.
- CHIURI Maria Concetta & JAPPELLI Tullio, 2000. "Financial Markets, Judicial Costs and Housing Tenure: An International Comparison," IRISS Working Paper Series 2000-04, IRISS at CEPS/INSTEAD.
- Börsch-Supan, Axel & Brugiavini, Agar, 2000.
"Savings: The Policy Debate in Europe,"
Sonderforschungsbereich 504 Publications
01-14, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- A Börsch-Supan & A Brugiavini, 2001. "Savings: the policy debate in Europe," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 17(1), pages 116-143, Spring.
- Brugiavini, Agar & Börsch-Supan, Axel, 2002. "Savings: The Policy Debate in Europe," MEA discussion paper series 02018, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
- Konrad C. Schäfer, 2016. "The Influence of Personality Traits on Private Retirement Savings in Germany," SOEPpapers on Multidisciplinary Panel Data Research 867, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Andrés Escobar & Mauricio Cardenas, 1997.
"Savings Determinants in Colombia: 1925-1994,"
Research Department Publications
3009, Inter-American Development Bank, Research Department.
- Cardenas, Mauricio & Escobar, Andres, 1998. "Saving determinants in Colombia: 1925-1994," Journal of Development Economics, Elsevier, vol. 57(1), pages 5-44, October.
- Jonathan S. Skinner, 1994.
"Housing and Saving in the United States,"
NBER Chapters, in: Housing Markets in the United States and Japan, pages 191-214,
National Bureau of Economic Research, Inc.
- Jonathan Skinner, 1991. "Housing and Saving in the United States," NBER Working Papers 3874, National Bureau of Economic Research, Inc.
- Daniel K. Fetter, 2013.
"How Do Mortgage Subsidies Affect Home Ownership? Evidence from the Mid-century GI Bills,"
American Economic Journal: Economic Policy, American Economic Association, vol. 5(2), pages 111-147, May.
- Daniel K. Fetter, 2011. "How Do Mortgage Subsidies Affect Home Ownership? Evidence from the Mid-century GI Bills," NBER Working Papers 17166, National Bureau of Economic Research, Inc.
- Creedy, John & Gemmell, Norman & Scobie, Grant, 2015.
"Pensions, savings and housing: A life-cycle framework with policy simulations,"
Economic Modelling, Elsevier, vol. 46(C), pages 346-357.
- Creedy, John & Gemmell, Norman & Scobie, Grant, 2015. "Pensions, Savings and Housing: A Life-cycle Framework with Policy Simulations," Working Paper Series 18868, Victoria University of Wellington, Chair in Public Finance.
- John Creedy & Norman Gemmell & Grant Scobie, 2014. "Pensions, Savings and Housing: A Life-cycle Framework with Policy Simulations," Treasury Working Paper Series 14/14, New Zealand Treasury.
- Koskela, Erkki & Virén, Matti, 1989. "Taxes, credit market 'imperfections' and inter-country differences in the household saving ratio," Bank of Finland Research Discussion Papers 21/1989, Bank of Finland.
- Bessho, Shun-ichiro & Tobita, Eiko, 2008. "Unemployment risk and buffer-stock saving: An empirical investigation in Japan," Japan and the World Economy, Elsevier, vol. 20(3), pages 303-325, August.
- Moriizumi, Yoko, 2003. "Targeted saving by renters for housing purchase in Japan," Journal of Urban Economics, Elsevier, vol. 53(3), pages 494-509, May.
- Ross Guest, 2004. "Housing Affordability Options for First Home Owner-Occupiers in Australia: A Simulation Analysis," Econometric Society 2004 Australasian Meetings 66, Econometric Society.
- Selahattin Imrohoroglu & Ayse Imrohoroglu & Kaiji Chen, 2006.
"The Japanese Saving Rate,"
American Economic Review, American Economic Association, vol. 96(5), pages 1850-1858, December.
- Kaiji Chen & Ayse Imrohoroglu & Selo Imrohoroglu, 2005. "Japanese Saving Rate," Macroeconomics 0502017, University Library of Munich, Germany.
- Selo Imrohoroglu & Kaiji Chen & Ayse Imrohoroglu, 2005. "Japanese Saving Rate," 2005 Meeting Papers 747, Society for Economic Dynamics.
- Ito, Takatoshi & 伊藤, 隆敏 & イトウ, タカトシ & Tsuri, Masao & 釣, 雅雄 & ツリ, マサオ, 2003. "Macroeconomic Impacts of Aging in Japan on the Balance of Current Accounts," Discussion Paper 170, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito & Keiko Nosse Hirono, 1993.
"Efficiency of the Tokyo Housing Market,"
NBER Working Papers
4382, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Keiko Nosse Hirono, 1993. "Efficiency of the Tokyo Housing Market," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 11(1), pages 1-32, July.
- Charles Yuji Horioka, 2024.
"Household Saving in Japan: The Past, Present, and Future,"
ISER Discussion Paper
1264, Institute of Social and Economic Research, Osaka University.
- Charles Yuji Horioka, 2024. "Household Saving in Japan: The Past, Present, and Future," Discussion Paper Series DP2024-36, Research Institute for Economics & Business Administration, Kobe University.
- Charles Yuji Horioka, 2024. "Household Saving in Japan: The Past, Present, and Future," NBER Working Papers 33181, National Bureau of Economic Research, Inc.
- Nikolaos Satsios & Mohga Bassim, 2018. "The effect of control variables on the saving motives of the Pomak households," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 15(1), pages 37-44, June.
- Ross S. Guest, 2005. "A Life Cycle Analysis of Housing Affordability Options for First Home Owner‐Occupiers in Australia," The Economic Record, The Economic Society of Australia, vol. 81(254), pages 237-248, September.
- Takashi Unayama & Yasutaka Yoneta, 2018. "The Discrepancy Between the Household Saving Rates in Micro and Macro Statistics: An Adjustment Method," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 14(4), pages 765-776, July.
- Mark Rosenzweig & Junsen Zhang, 2019. "Housing Prices, Inter-generational Co-residence, and “Excess” Savings by the Young: Evidence using Chinese Data," NBER Working Papers 26209, National Bureau of Economic Research, Inc.
- Schunk Daniel, 2009. "What Determines Household Saving Behavior: An Examination of Saving Motives and Saving Decisions 06.01.2009," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 229(4), pages 467-491, August.
- Le Blanc, Julia & Porpiglia, Alessandro & Teppa, Federica & Zhu, Junyi & Ziegelmeyer, Michael, 2014.
"Household saving behavior and credit constraints in the Euro area,"
Discussion Papers
16/2014, Deutsche Bundesbank.
- Ziegelmeyer, Michael & Porpiglia, Alessandro & Teppa, Federica & Le Blanc, Julia & Zhu, Junyi, 2015. "Household saving behaviour and credit constraints in the euro area," Working Paper Series 1790, European Central Bank.
- Julia Le Blanc & Alessandro Porpiglia & Federica Teppa & Junyi Zhu & Michael Ziegelmeyer, 2014. "Household saving behaviour and credit constraints in the euro area," BCL working papers 93, Central Bank of Luxembourg.
- Kitamura, Yukinobu & Takayama, Noriyuki & Arita, Fumiko, 2001.
"Household savings in Japan revisited,"
Research in Economics, Elsevier, vol. 55(2), pages 135-153, June.
- Kitamura, Yukinobu & 北村, 行伸 & キタムラ, ユキノブ & Takayama, Noriyuki & 高山, 憲之 & タカヤマ, ノリユキ & Arita, Fumiko & 有田, 富美子, 2000. "Household Savings in Japan Revisited," Discussion Paper 6, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
- Schäfer, Konrad C., 2016. "The Influence of Personality Traits on Private Retirement Savings in Germany," Hannover Economic Papers (HEP) dp-580, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Raslan Alzuabi & Sarah Brown & Daniel Gray & Mark N Harris & Christopher Spencer, 2022.
"Household saving, health, and healthcare utilization in Japan [Stature, obesity, and portfolio choice],"
Oxford Economic Papers, Oxford University Press, vol. 74(2), pages 473-497.
- Alzuabi, Raslan & Brown, Sarah & Gray, Daniel & Harris, Mark N. & Spencer, Christopher, 2019. "Household Saving, Health, and Healthcare Utilisation in Japan," CEI Working Paper Series 2018-17, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Tullio Jappelli & Marco Pagano, 1997.
"The Determinants of Savings: Lessons from Italy,"
Research Department Publications
3012, Inter-American Development Bank, Research Department.
- Tullio Jappelli & Marco Pagano, 1998. "The Determinants of Savings: Lessons from Italy," CSEF Working Papers 01, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- An-Pin Wei & Wei-Ling Huang & Chih-Yuan Yang & Ming-Chi Chen, 2013. "The role of market imperfections in the relationship between housing prices and household credit: Evidence from Taiwan," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 27(2), pages 131-143, November.
- Okumura, Tsunao, 1997. "Housing Investment and Residential Land Supply in Japan: An Asset Market Approach," Journal of the Japanese and International Economies, Elsevier, vol. 11(1), pages 27-54, March.
- Campbell, David W., 2004. "Explaining Japan's saving rate," Journal of Asian Economics, Elsevier, vol. 15(4), pages 797-815, August.
- Nikolaos Satsios & Kostas Karamanis & Aikaterini Galanou & Ioannis Sotiropoulos, 2020. "The Saving Behaviour of Pomaks in Bulgaria: A Path Analysis Approach," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 105-120.
- Guillermo Ordonez & Facundo Piguillem, 2022.
"Saving Rates and Savings Ratios,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 46, pages 365-381, October.
- Guillermo Ordoñez & Facundo Piguillem, 2021. "Saving Rates and Savings Ratios," EIEF Working Papers Series 2116, Einaudi Institute for Economics and Finance (EIEF), revised Nov 2021.
- Guillermo Ordonez & Facundo Piguillem, 2021. "Code and data files for "Saving Rates and Savings Ratios"," Computer Codes 20-319, Review of Economic Dynamics.
- R. & Junsen Zhang, 2019. "Housing Prices, Inter-generational Co-residence, and “Excess†Savings by the Young: Evidence using Chinese Data," Working Papers 2019-059, Human Capital and Economic Opportunity Working Group.
- Ito, Takatoshi & 伊藤, 隆敏 & イトウ, タカトシ & Tsuri, Masao & 釣, 雅雄 & ツリ, マサオ, 2002. "Macroeconomic Impacts of Aging in Japan," Discussion Paper 77, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
- Julia Le Blanc & Alessandro Porpiglia & Federica Teppa & Junyi Zhu & Michael Ziegelmeyer, 2016. "Household Saving Behavior in the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 12(2), pages 15-69, June.
- Nagayasu, Jun, 2016. "Inflation and Bubbles in the Japanese Condominium Market," MPRA Paper 71192, University Library of Munich, Germany.
- Fisher, Patti J. & Montalto, Catherine P., 2010. "Effect of saving motives and horizon on saving behaviors," Journal of Economic Psychology, Elsevier, vol. 31(1), pages 92-105, February.
- Thomas A. Barthold & Takatoshi Ito, 1991.
"Bequest Taxes and Accumulation of Household Wealth: U.S.-Japan Comparison,"
Discussion Paper Series
a233, Institute of Economic Research, Hitotsubashi University.
- Ito, Takatoshi, 1988.
"Labor Contracts with Voluntary Quits,"
Journal of Labor Economics, University of Chicago Press, vol. 6(1), pages 100-131, January.
Cited by:
- Robert Dur & Heiner Schmittdiel, 2019.
"Paid to Quit,"
De Economist, Springer, vol. 167(4), pages 387-406, December.
- Robert Dur & Heiner Schmittdiel, 2015. "Paid to Quit," CESifo Working Paper Series 5648, CESifo.
- Robert Dur & Heiner Schmittdiel, 2013. "Paid to Quit," Tinbergen Institute Discussion Papers 13-174/VII, Tinbergen Institute, revised 07 Dec 2015.
- Wang, Yanguo & Jaenicke, Edward C., 2005.
"Pooling, Separating, and Cream-Skimming In Relative-Performance Contracts,"
2005 International Congress, August 23-27, 2005, Copenhagen, Denmark
24639, European Association of Agricultural Economists.
- Wang, Yanguo & Jaenicke, Edward C., 2005. "Pooling, Separating, and Cream-Skimming In Relative-Performance Contracts," 2005 Annual meeting, July 24-27, Providence, RI 19522, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Lam, Kit-Chun & Liu, Pak-Wai & Wong, Yue-Chim, 1995. "Wage structure when wage offers are private," Labour Economics, Elsevier, vol. 2(1), pages 19-32, March.
- Lam, Kit-Chun & Liu, Pak-Wai, 2000. "Verifiable wage offers and recontracting: effect on wage and consumption profiles," Labour Economics, Elsevier, vol. 7(4), pages 449-462, July.
- Robert Dur & Heiner Schmittdiel, 2019.
"Paid to Quit,"
De Economist, Springer, vol. 167(4), pages 387-406, December.
- Ito, Takatoshi, 1988.
"Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity,"
The Review of Economics and Statistics, MIT Press, vol. 70(2), pages 296-305, May.
See citations under working paper version above.
- Takatoshi Ito, 1984. "Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity," NBER Working Papers 1493, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Domian, Dale, 1987.
"A musical note on the efficiency wage hypothesis : Programmings, wages and budgets of American symphony orchestras,"
Economics Letters, Elsevier, vol. 25(1), pages 95-99.
Cited by:
- Mafalda Gómez-Vega & Luis César Herrero-Prieto, 2019. "Measuring emotion through quality: evaluating the musical repertoires of Spanish symphony orchestras," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 43(2), pages 211-245, June.
- Handy, Femida & Katz, Eliakim, 1998. "The Wage Differential between Nonprofit Institutions and Corporations: Getting More by Paying Less?," Journal of Comparative Economics, Elsevier, vol. 26(2), pages 246-261, June.
- Leete, Laura, 2001. "Whither the Nonprofit Wage Differential? Estimates from the 1990 Census," Journal of Labor Economics, University of Chicago Press, vol. 19(1), pages 136-170, January.
- Ito, Takatoshi & Roley, V. Vance, 1987.
"News from the U.S. and Japan : Which moves the yen/dollar exchange rate?,"
Journal of Monetary Economics, Elsevier, vol. 19(2), pages 255-277, March.
See citations under working paper version above.
- Takatoshi Ito & V. Vance Roley, 1986. "News from the U.S. and Japan: which moves the yen/dollar exchange rate?," Research Working Paper 86-02, Federal Reserve Bank of Kansas City.
- Takatoshi Ito & V. Vance Roley, 1986. "News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate?," NBER Working Papers 1853, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 1987.
"The intradaily exchange rate dynamics and monetary policies after the group of five agreement,"
Journal of the Japanese and International Economies, Elsevier, vol. 1(3), pages 275-298, September.
Cited by:
- Takatoshi Ito, 2007. "Myths and reality of foreign exchange interventions: an application to Japan," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 133-154.
- Reuven Glick & Michael M. Hutchison, 1994.
"Foreign reserve and money dynamics with asset portfolio adjustment: international evidence,"
Pacific Basin Working Paper Series
94-09, Federal Reserve Bank of San Francisco.
- Glick, Reuven & Hutchison, Michael M., 2000. "Foreign reserve and money dynamics with asset portfolio adjustment: international evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(3-4), pages 229-247, December.
- Takatoshi Ito & Kunio Okina & Juro Teranishi, 1988.
"News and the Dollar/Yen Exchange Rate, 1931-1933: The End of the Gold Standard, Imperialism, and the Great Depression,"
NBER Working Papers
2683, National Bureau of Economic Research, Inc.
- Ito Takatoshi & Okina Kunio & Teranishi Juro, 1993. "News and the Dollar/Yen Exchange Rate, 1931-1933: The End of the Gold Standard, Imperialism, and the Great Depression," Journal of the Japanese and International Economies, Elsevier, vol. 7(2), pages 107-131, June.
- Aggarwal, Raj & Schirm, David C., 1998. "Asymmetric impact of trade balance news on asset prices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(1), pages 83-100, January.
- Takatoshi Ito & V. Vance Roley, 1988.
"Intraday Yen/Dollar Exchange Rate Movements: News or Noise?,"
NBER Working Papers
2703, National Bureau of Economic Research, Inc.
- Takatoshi Ito & V. Vance Roley, 1988. "Intraday yen/dollar exchange rate movements: news or noise?," Research Working Paper 88-07, Federal Reserve Bank of Kansas City.
- Markus Hertrich, 2022. "Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc," Review of International Economics, Wiley Blackwell, vol. 30(2), pages 450-489, May.
- Jeffrey Frankel, 2015.
"The Plaza Accord, 30 Years Later,"
NBER Working Papers
21813, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey, 2015. "The Plaza Accord, 30 Years Later," Working Paper Series 15-056, Harvard University, John F. Kennedy School of Government.
- Hamada, Koichi & Okada, Yasushi, 2009. "Monetary and international factors behind Japan's lost decade," Journal of the Japanese and International Economies, Elsevier, vol. 23(2), pages 200-219, June.
- Honkapohja, Seppo & Ito, Takatoshi, 1983.
"Stability with regime switching,"
Journal of Economic Theory, Elsevier, vol. 29(1), pages 22-48, February.
Cited by:
- Guy Laroque, 1991. "Inventories and the Fixprice Method," International Economic Association Series, in: Lionel W. McKenzie & Stefano Zamagni (ed.), Value and Capital: Fifty Years Later, chapter 8, pages 205-231, Palgrave Macmillan.
- Shogo Ogawa, 2022. "Neoclassical stability and Keynesian instability: A two‐sector disequilibrium approach," Metroeconomica, Wiley Blackwell, vol. 73(2), pages 481-513, May.
- van Marrewijk, Charles & Verbeek, Jos, 1994. "Two-sector disequilibrium growth," European Journal of Political Economy, Elsevier, vol. 10(2), pages 373-388, July.
- INSBURGH, V. & HENIN, P.Y. & MICHEL, Ph., 1985.
"A dual decision approach to desequilibrium growth,"
LIDAM Reprints CORE
655, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Ginsburgh, V & Henin, P Y & Michel, Ph, 1985. "A Dual Decision Approach to Disequilibrium Growth," Oxford Economic Papers, Oxford University Press, vol. 37(3), pages 353-361, September.
- Victor Ginsburgh & Pierre-Yves Henin & Philippe Michel, 1987. "A dual decision approach to disequilibrium growth," ULB Institutional Repository 2013/3321, ULB -- Universite Libre de Bruxelles.
- Ogawa, Shogo, 2019. "Effective Demand and Quantity Constrained Growth: A Simple Two-Sector Disequilibrium Approach," MPRA Paper 93336, University Library of Munich, Germany.
- Alan S. Blinder, 1985.
"Credit Rationing and Effective Supply Failures,"
NBER Working Papers
1619, National Bureau of Economic Research, Inc.
- Blinder, Alan S, 1987. "Credit Rationing and Effective Supply Failures," Economic Journal, Royal Economic Society, vol. 97(386), pages 327-352, June.
- Lux, Thomas, 1992. "The sequential trading approach to disequilibrium dynamics," Open Access Publications from Kiel Institute for the World Economy 1510, Kiel Institute for the World Economy (IfW Kiel).
- Shogo Ogawa, 2019.
"Dynamic analysis of a disequilibrium macroeconomic model with dual labor markets,"
Metroeconomica, Wiley Blackwell, vol. 70(3), pages 525-550, July.
- Ogawa, Shogo, 2018. "Dynamic Analysis of a Disequilibrium Macroeconomic Model with Dual Labor Markets," MPRA Paper 84107, University Library of Munich, Germany.
- Ramser, Hans Jürgen, 1983. "Konjunkturtheorie auf der Grundlage temporären Gleichgewichts bei Mengenrationierung," Discussion Papers, Series I 178, University of Konstanz, Department of Economics.
- McCurdy, Thomas H. & Yannelis, Demetrius C., 1985.
"Simultaneous Price-Quantity Adjustments in the Presence of Spillovers Across Markets,"
Queen's Institute for Economic Research Discussion Papers
275195, Queen's University - Department of Economics.
- Thomas H. McCurdy & Demetrius C. Yannelis, 1984. "Simultaneous Price-Quantity Adjustment in the Presence of Spillovers Across Markets," Working Paper 569, Economics Department, Queen's University.
- van der Ploeg, F., 1987.
"Rationing in open economy and dynamic macroeconomics : A survey,"
Research Memorandum
FEW 269, Tilburg University, School of Economics and Management.
- van der Ploeg, F., 1987. "Rationing in open economy and dynamic macroeconomics : A survey," Other publications TiSEM fd411b51-f487-4dde-a0e9-6, Tilburg University, School of Economics and Management.
- Bernd Pape, 2007. "Asset allocation and multivariate position based trading," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 2(2), pages 163-193, December.
- Hiroaki Sasaki, 2010.
"Trade, Non-Scale Growth, and Uneven Development,"
Discussion papers
e-10-002, Graduate School of Economics Project Center, Kyoto University.
- Hiroaki Sasaki, 2011. "Trade, Non‐Scale Growth And Uneven Development," Metroeconomica, Wiley Blackwell, vol. 62(4), pages 691-711, November.
- Ogawa, Shogo, 2022. "Survey of non-Walrasian disequilibrium economic theory," MPRA Paper 115011, University Library of Munich, Germany.
- Eckalbar, John C., 1985. "Inventories in a dynamic macro model with flexible prices," European Economic Review, Elsevier, vol. 27(2), pages 201-219, March.
- Juan Gabriel Brida, 2000. "A two regime model of inflation and unemployment fluctuations," Documentos de Trabajo (working papers) 1100, Department of Economics - dECON.
- van Marrewijk, Charles & Verbeek, Jos, 1993. "Disequilibrium Growth Theory in an International Perspective," Oxford Economic Papers, Oxford University Press, vol. 45(2), pages 311-331, April.
- Casajus, André & Kramm, Michael & Wiese, Harald, 2020. "Asymptotic stability in the Lovász-Shapley replicator dynamic for cooperative games," Journal of Economic Theory, Elsevier, vol. 186(C).
- Dai Zusai, 2018. "Tempered best response dynamics," International Journal of Game Theory, Springer;Game Theory Society, vol. 47(1), pages 1-34, March.
- Victor Ginsburgh & Pierre-Yves Henin & Philippe Michel, 1985.
"A Dual Decision Approach to Disequilibrium Growth,"
ULB Institutional Repository
2013/151091, ULB -- Universite Libre de Bruxelles.
- Ginsburgh, V & Henin, P Y & Michel, Ph, 1985. "A Dual Decision Approach to Disequilibrium Growth," Oxford Economic Papers, Oxford University Press, vol. 37(3), pages 353-361, September.
- Victor Ginsburgh & Pierre-Yves Henin & Philippe Michel, 1987. "A dual decision approach to disequilibrium growth," ULB Institutional Repository 2013/3321, ULB -- Universite Libre de Bruxelles.
- Honkapohja, Seppo & Ito, Takatoshi, 1982.
"Disequilibrium dynamics with monetarist price expectations,"
Economics Letters, Elsevier, vol. 9(1), pages 69-75.
Cited by:
- van Marrewijk, Charles & Verbeek, Jos, 1994. "Two-sector disequilibrium growth," European Journal of Political Economy, Elsevier, vol. 10(2), pages 373-388, July.
- Charles Marrewijk & Jos Verbeek, 1993. "Sector-specific capital, “Bang-bang” investment, and the Filippov solution," Journal of Economics, Springer, vol. 57(2), pages 131-146, June.
- McCurdy, Thomas H. & Yannelis, Demetrius C., 1985.
"Simultaneous Price-Quantity Adjustments in the Presence of Spillovers Across Markets,"
Queen's Institute for Economic Research Discussion Papers
275195, Queen's University - Department of Economics.
- Thomas H. McCurdy & Demetrius C. Yannelis, 1984. "Simultaneous Price-Quantity Adjustment in the Presence of Spillovers Across Markets," Working Paper 569, Economics Department, Queen's University.
- Ogawa, Shogo, 2020.
"Monetary Growth with Disequilibrium: a Non-Walrasian baseline model,"
MPRA Paper
101236, University Library of Munich, Germany.
- Ogawa, Shogo, 2022. "Monetary growth with disequilibrium: A non-Walrasian baseline model," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 512-528.
- van Marrewijk, Charles & Verbeek, Jos, 1993. "Disequilibrium Growth Theory in an International Perspective," Oxford Economic Papers, Oxford University Press, vol. 45(2), pages 311-331, April.
- Ito, Takatoshi & Ueda, Kazuo, 1981.
"Tests of the Equilibrium Hypothesis in Disequilibrium Econometrics: An International Comparison of Credit Rationing,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 22(3), pages 691-708, October.
Cited by:
- Mason, Robin, 1998.
"An options-based model of equilibrium credit rationing,"
Journal of Corporate Finance, Elsevier, vol. 4(1), pages 71-85, March.
- Mason, R, 1996. "An Option-Based Model of Equilibrium Credit Rationing," Economics Papers 128, Economics Group, Nuffield College, University of Oxford.
- Virén, Matti, 1989. "The long-run relationship between interest rates and inflation: some cross-country evidence," Bank of Finland Research Discussion Papers 20/1989, Bank of Finland.
- Winker, Peter, 1994. "Eine makroökonometrische Analyse von Kreditmarkt und Kreditrationierung: Bankkredite in der Bundesrepublik Deutschland 1974 - 1989," Discussion Papers, Series II 220, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
- Winker, Peter, 1996. "A macroeconomic disequilibrium model of the German credit market," Discussion Papers, Series II 302, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
- Masahiko Shibamoto & Wataru Takahashi & Takashi Kamihigashi, 2023.
"Japan’s monetary policy: a literature review and empirical assessment,"
Journal of Computational Social Science, Springer, vol. 6(2), pages 1215-1254, October.
- Masahiko Shibamoto & Wataru Takahashi & Takashi Kamihigashi, 2020. "Japan's Monetary Policy: A Literature Review and Empirical Assessment," Discussion Paper Series DP2020-15, Research Institute for Economics & Business Administration, Kobe University, revised Mar 2021.
- Patrick Artus, 1984. "Le fonctionnement du marché du crédit : diverses analyses dans un cadre de déséquilibre," Revue Économique, Programme National Persée, vol. 35(4), pages 591-622.
- Nao Sudo & Yuki Teranishi, 2008. "Optimal Monetary Policy under Imperfect Financial Integration," IMES Discussion Paper Series 08-E-25, Institute for Monetary and Economic Studies, Bank of Japan.
- Juan Luis Vega, 1992. "El papel del crédito en el mecanismo de transmisión monetaria," Estudios Económicos, Banco de España, number 48.
- Ogawa, Kazuo & Suzuki, Kazuyuki, 2000. "Demand for Bank Loans and Investment under Borrowing Constraints: A Panel Study of Japanese Firm Data," Journal of the Japanese and International Economies, Elsevier, vol. 14(1), pages 1-21, March.
- Richard C. Marston, 1992. "Determinants of Shrt-Term Real Interest Differentials Between Japan and the United States," NBER Working Papers 4167, National Bureau of Economic Research, Inc.
- Taghizadeh Hesary Farhad & Naoyuki Yoshino, 2013. "Empirical Analysis of Oil Price Determination Based on Market Quality Theory," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-044, Keio/Kyoto Joint Global COE Program.
- Lorenzo Burlon & Davide Fantino & Andrea Nobili & Gabriele Sene, 2016. "The quantity of corporate credit rationing with matched bank-firm data," Temi di discussione (Economic working papers) 1058, Bank of Italy, Economic Research and International Relations Area.
- El-Shazly Alaa, 2005. "Imperfect Information and Credit Rationing Equilibrium: Evidence from Egypt," Review of Middle East Economics and Finance, De Gruyter, vol. 3(2), pages 59-72, August.
- Zuzanna Wosko, 2016. "Determinants of credit in the Polish banking sector before and after the GFC according to information from the NBP Senior Loan Officer Survey. Does supply or demand matter?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41, Bank for International Settlements.
- Danilo Liberati & Giuseppe Marinelli, 2024. "Was Covid-19 a wake-up call on climate risks? Evidence from the greenium," Questioni di Economia e Finanza (Occasional Papers) 832, Bank of Italy, Economic Research and International Relations Area.
- Peter Kugler, 1985. "Ungleichgewichtsökonometrie für den schweizerischen Hypothekarzinssatz," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 121(I), pages 35-44, March.
- Maethinee Supsawaddkul & Don Nakornthap, 2002. "Banking Sector Fundamentals: Learning from the Recent Bank Lending Contraction," Working Papers 2002-02, Monetary Policy Group, Bank of Thailand.
- Philippe Adair & Fredj Fhima, 2014. "Small and Medium-sized Enterprises' Credit Rationing on the Tunisian Bank Credit Market," Post-Print hal-01667356, HAL.
- Bofinger, Peter & Maas, Daniel & Ries, Mathias, 2017. "A model of the market for bank credit: The case of Germany," W.E.P. - Würzburg Economic Papers 98, University of Würzburg, Department of Economics.
- Mathinee Subhaswasdikul & Don Nakornthab, 2003. "Banking Sector Fundamentals: Learning from the Recent Bank Lending Contraction," Working Papers 2003-11, Monetary Policy Group, Bank of Thailand.
- Mason, Robin, 1998.
"An options-based model of equilibrium credit rationing,"
Journal of Corporate Finance, Elsevier, vol. 4(1), pages 71-85, March.
- Imai, Haruo & Geanakoplos, John & Ito, Takatoshi, 1981.
"Incomplete insurance and absolute risk aversion,"
Economics Letters, Elsevier, vol. 8(2), pages 107-112.
Cited by:
- Ramaswami, Bharat & Roe, Terry L., 1989. "Incompleteness in Insurance: An Analysis of the Multiplicative Case," Bulletins 7492, University of Minnesota, Economic Development Center.
- Joseph S. Tracy, 1986. "Seniority Rules and the Gains from Union Organization," NBER Working Papers 2039, National Bureau of Economic Research, Inc.
- John Geanakoplos & Takatoshi Ito, 1982. "On Implicit Contracts and Involuntary Unemployment," Cowles Foundation Discussion Papers 640, Cowles Foundation for Research in Economics, Yale University.
- Joseph E. Stiglitz, 1984. "Theories of Wage Rigidity," NBER Working Papers 1442, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 1980.
"Methods of Estimation for Multi-Market Disequilibrium Models,"
Econometrica, Econometric Society, vol. 48(1), pages 97-125, January.
Cited by:
- Antoine Mandel & Vipin Veetil, 2020.
"The Economic Cost of COVID Lockdowns: An Out-of-Equilibrium Analysis,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-03043350, HAL.
- Antoine Mandel & Vipin Veetil, 2020. "The Economic Cost of COVID Lockdowns: An Out-of-Equilibrium Analysis," Post-Print halshs-03043350, HAL.
- Antoine Mandel & Vipin Veetil, 2020. "The Economic Cost of COVID Lockdowns: An Out-of-Equilibrium Analysis," Economics of Disasters and Climate Change, Springer, vol. 4(3), pages 431-451, October.
- Antoine Mandel & Vipin Veetil, 2020. "The Economic Cost of COVID Lockdowns: An Out-of-Equilibrium Analysis," PSE-Ecole d'économie de Paris (Postprint) halshs-03043350, HAL.
- Chern, Wen S. & Zhi, Wang, 1990. "Modeling Consumer Expenditures Under Rationing In The People'S Republic Of China," 1990 Annual meeting, August 5-8, Vancouver, Canada 270900, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Karmelavičius, Jaunius & Mikaliūnaitė-Jouvanceau, Ieva & Petrokaitė, Austėja Petrokaitė, 2022.
"Housing and credit misalignments in a two-market disequilibrium framework,"
ESRB Working Paper Series
135, European Systemic Risk Board.
- Jaunius Karmelavičius & Ieva Mikaliūnaitė-Jouvanceau & Austėja Petrokaitė, 2022. "Housing and credit misalignments in a two-market disequilibrium framework," Bank of Lithuania Occasional Paper Series 42, Bank of Lithuania.
- Plassard, Romain, 2022. "Diagnosing unemployment: the dual project of the ENSAE's band," MPRA Paper 113584, University Library of Munich, Germany.
- Andreassen Leif, 2010. "General disequilibrium with log-linear prices," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201011, University of Turin.
- Alho, Kari, . "Analysis of Financial Markets and Central Bank Policy in the Flow-of-Funds Framework. An Application to the Case of Finland," ETLA A, The Research Institute of the Finnish Economy, number 12, June.
- Ogawa, Shogo, 2022. "Survey of non-Walrasian disequilibrium economic theory," MPRA Paper 115011, University Library of Munich, Germany.
- Ewa Majerowska, "undated". "Disequilibrium Trading and Market Constraints, Theoretical Foundations: The Case of the Warsaw Stock Exchange," Discussion Papers in European Economics 99/2, Division of Economics, School of Business, University of Leicester.
- Salima Hamouche, 1993. "Contribution à l'étude du déséquilibre sur le marché algérien des biens de consommation," Économie et Prévision, Programme National Persée, vol. 108(2), pages 63-74.
- Eromenko, Igor & Lisenkova, Katerina, 2006. "Impact of joining the WTO on Ukrainian ferrous metallurgy: subsidies vs. antidumping, is there really a trade-off?," MPRA Paper 67477, University Library of Munich, Germany.
- Antoine Mandel & Vipin Veetil, 2020.
"The Economic Cost of COVID Lockdowns: An Out-of-Equilibrium Analysis,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-03043350, HAL.
- Ito, Takatoshi, 1980.
"Disequilibrium growth theory,"
Journal of Economic Theory, Elsevier, vol. 23(3), pages 380-409, December.
Cited by:
- Juan Gabriel Brida, 2000.
"Modelos económicos con múltiples regímenes,"
Documentos de Trabajo (working papers)
1600, Department of Economics - dECON.
- Elvio Accinelli & Juan Gabriel Brida, 2007. "Modelos económicos con múltiples regímenes," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 1(2), pages 96-115.
- Shogo Ogawa, 2022. "Neoclassical stability and Keynesian instability: A two‐sector disequilibrium approach," Metroeconomica, Wiley Blackwell, vol. 73(2), pages 481-513, May.
- Benassy, Jean-Pascal, 1993. "Nonclearing Markets: Microeconomic Concepts and Macroeconomic Applications," Journal of Economic Literature, American Economic Association, vol. 31(2), pages 732-761, June.
- van Marrewijk, Charles & Verbeek, Jos, 1994. "Two-sector disequilibrium growth," European Journal of Political Economy, Elsevier, vol. 10(2), pages 373-388, July.
- INSBURGH, V. & HENIN, P.Y. & MICHEL, Ph., 1985.
"A dual decision approach to desequilibrium growth,"
LIDAM Reprints CORE
655, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Ginsburgh, V & Henin, P Y & Michel, Ph, 1985. "A Dual Decision Approach to Disequilibrium Growth," Oxford Economic Papers, Oxford University Press, vol. 37(3), pages 353-361, September.
- Victor Ginsburgh & Pierre-Yves Henin & Philippe Michel, 1987. "A dual decision approach to disequilibrium growth," ULB Institutional Repository 2013/3321, ULB -- Universite Libre de Bruxelles.
- Ogawa, Shogo, 2019. "Effective Demand and Quantity Constrained Growth: A Simple Two-Sector Disequilibrium Approach," MPRA Paper 93336, University Library of Munich, Germany.
- Flaschel, Peter, 2000. "Disequilibrium growth theory with insider-outsider effects," Structural Change and Economic Dynamics, Elsevier, vol. 11(3), pages 337-354, September.
- Victoria Krivogorsky & Gary Grudnitski, 2010. "Country-specific institutional effects on ownership: concentration and performance of continental European firms," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 14(2), pages 167-193, May.
- Lux, Thomas, 1992. "The sequential trading approach to disequilibrium dynamics," Open Access Publications from Kiel Institute for the World Economy 1510, Kiel Institute for the World Economy (IfW Kiel).
- Pierre-Alain Muet, 1993. "Les théories contemporaines de la croissance," Revue de l'OFCE, Programme National Persée, vol. 45(1), pages 11-51.
- Roa Maria J & Vazquez Francisco Jose & Saura Dulce, 2008. "Unemployment and Economic Growth Cycles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(2), pages 1-21, May.
- Shogo Ogawa, 2019.
"Dynamic analysis of a disequilibrium macroeconomic model with dual labor markets,"
Metroeconomica, Wiley Blackwell, vol. 70(3), pages 525-550, July.
- Ogawa, Shogo, 2018. "Dynamic Analysis of a Disequilibrium Macroeconomic Model with Dual Labor Markets," MPRA Paper 84107, University Library of Munich, Germany.
- Christian Groth & Jakob B. Madsen, 2013.
"Medium-term Fluctuations and the "Great Ratios" of Economic Growth,"
Discussion Papers
13-16, University of Copenhagen. Department of Economics.
- Groth, Christian & Madsen, Jakob B., 2016. "Medium-term fluctuations and the “Great Ratios” of economic growth," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 149-176.
- Justin Yifu Lin, 2013. "New structural economics: the third wave of development thinking," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 27(2), pages 1-13, November.
- Benassy Jean-pascal, 1987.
"Non-walrasian equilibria money and macroeconomics,"
CEPREMAP Working Papers (Couverture Orange)
8725, CEPREMAP.
- Benassy, Jean-Pascal, 1990. "Non-Walrasian equilibria, money, and macroeconomics," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 4, pages 103-169, Elsevier.
- Ogawa, Shogo, 2022. "Survey of non-Walrasian disequilibrium economic theory," MPRA Paper 115011, University Library of Munich, Germany.
- Martin Rama, 1987. "L'endettement extérieur dans un modèle de croissance en déséquilibre," Revue Économique, Programme National Persée, vol. 38(5), pages 933-948.
- Brendan Markey‐Towler, 2019. "The New Microeconomics: A Psychological, Institutional, and Evolutionary Paradigm with Neoclassical Economics as a Special Case," American Journal of Economics and Sociology, Wiley Blackwell, vol. 78(1), pages 95-135, January.
- Hori, Hajime, 1998. "A Hicksian two-sector model of unemployment, cycles, and growth," Journal of Economic Dynamics and Control, Elsevier, vol. 22(3), pages 369-399, March.
- Ogawa, Shogo, 2020.
"Monetary Growth with Disequilibrium: a Non-Walrasian baseline model,"
MPRA Paper
101236, University Library of Munich, Germany.
- Ogawa, Shogo, 2022. "Monetary growth with disequilibrium: A non-Walrasian baseline model," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 512-528.
- van Marrewijk, Charles & Verbeek, Jos, 1993. "Disequilibrium Growth Theory in an International Perspective," Oxford Economic Papers, Oxford University Press, vol. 45(2), pages 311-331, April.
- Postel-Vinay, Fabien, 1998. "Transitional dynamics of the search model with endogenous growth," Journal of Economic Dynamics and Control, Elsevier, vol. 22(7), pages 1091-1115, May.
- Pierre Picard, 1981. "Croissance et inflation dans un modèle de déséquilibres," Revue Économique, Programme National Persée, vol. 32(6), pages 1013-1044.
- Ramser, Hans Jürgen, 1981. "Stand und Entwicklungsperspektiven der Konjunkturtheorie," Discussion Papers, Series I 158, University of Konstanz, Department of Economics.
- Philippe Michel, 1982. "Trois facteurs de la crise dans un modèle de croissance contrainte," Revue Économique, Programme National Persée, vol. 33(5), pages 807-838.
- Victor Ginsburgh & Pierre-Yves Henin & Philippe Michel, 1985.
"A Dual Decision Approach to Disequilibrium Growth,"
ULB Institutional Repository
2013/151091, ULB -- Universite Libre de Bruxelles.
- Ginsburgh, V & Henin, P Y & Michel, Ph, 1985. "A Dual Decision Approach to Disequilibrium Growth," Oxford Economic Papers, Oxford University Press, vol. 37(3), pages 353-361, September.
- Victor Ginsburgh & Pierre-Yves Henin & Philippe Michel, 1987. "A dual decision approach to disequilibrium growth," ULB Institutional Repository 2013/3321, ULB -- Universite Libre de Bruxelles.
- Juan Gabriel Brida, 2000.
"Modelos económicos con múltiples regímenes,"
Documentos de Trabajo (working papers)
1600, Department of Economics - dECON.
- Ito, Takatoshi, 1979.
"An example of a non-Walrasian equilibrium with stochastic rationing at the Walrasian equilibrium prices,"
Economics Letters, Elsevier, vol. 2(1), pages 13-19.
Cited by:
- Seppo Honkapohja & Takatoshi Ito, 1979. "A Stochastic Approach to Disequilibrium Macroeconomics," NBER Technical Working Papers 0001, National Bureau of Economic Research, Inc.
- Seppo Honkapohja & Takatoshi Ito, 1979. "Non-Trivial Equilibrium in an Economy With Stochastic Rationing," NBER Working Papers 0322, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 1979.
"A Filippov solution of a system of differential equations with discontinuous right-hand sides,"
Economics Letters, Elsevier, vol. 4(4), pages 349-354.
Cited by:
- Mohlin, Erik, 2010.
"Evolution of Theories of Mind,"
SSE/EFI Working Paper Series in Economics and Finance
0728, Stockholm School of Economics, revised 20 Mar 2012.
- Mohlin, Erik, 2012. "Evolution of theories of mind," Games and Economic Behavior, Elsevier, vol. 75(1), pages 299-318.
- Berliant, Marcus, 2023.
"Commuting and internet traffic congestion,"
MPRA Paper
119590, University Library of Munich, Germany.
- Berliant, Marcus, 2022. "Commuting and Internet Traffic Congestion," MPRA Paper 113616, University Library of Munich, Germany.
- Berliant, Marcus, 2021. "Commuting and internet traffic congestion," MPRA Paper 107937, University Library of Munich, Germany.
- Berliant, Marcus, 2024. "Commuting and internet traffic congestion," MPRA Paper 121330, University Library of Munich, Germany.
- Berliant, Marcus, 2019. "Commuting and internet traffic congestion," MPRA Paper 92962, University Library of Munich, Germany.
- Berliant, Marcus, 2020. "Commuting and internet traffic congestion," MPRA Paper 99603, University Library of Munich, Germany.
- Berliant, Marcus, 2017. "Commuting and internet traffic congestion," MPRA Paper 77378, University Library of Munich, Germany.
- McCurdy, Thomas H. & Yannelis, Demetrius C., 1985.
"Simultaneous Price-Quantity Adjustments in the Presence of Spillovers Across Markets,"
Queen's Institute for Economic Research Discussion Papers
275195, Queen's University - Department of Economics.
- Thomas H. McCurdy & Demetrius C. Yannelis, 1984. "Simultaneous Price-Quantity Adjustment in the Presence of Spillovers Across Markets," Working Paper 569, Economics Department, Queen's University.
- van der Ploeg, F., 1987.
"Rationing in open economy and dynamic macroeconomics : A survey,"
Research Memorandum
FEW 269, Tilburg University, School of Economics and Management.
- van der Ploeg, F., 1987. "Rationing in open economy and dynamic macroeconomics : A survey," Other publications TiSEM fd411b51-f487-4dde-a0e9-6, Tilburg University, School of Economics and Management.
- Ogawa, Shogo, 2022. "Survey of non-Walrasian disequilibrium economic theory," MPRA Paper 115011, University Library of Munich, Germany.
- Berliant, Marcus, 2025. "Commuting and Internet Traffic Congestion," MPRA Paper 123553, University Library of Munich, Germany.
- Ogawa, Shogo & Sasaki, Hiroaki, 2020.
"Numerical Analysis of the Disequilibrium Monetary Growth Model: Secular Stagnation, Slow Convergence, and Cyclical Fluctuations,"
MPRA Paper
103845, University Library of Munich, Germany.
- Shogo Ogawa & Hiroaki Sasaki, 2022. "Numerical analysis of the disequilibrium monetary growth model: secular stagnation, slow convergence, and cyclical fluctuations," Evolutionary and Institutional Economics Review, Springer, vol. 19(1), pages 369-394, April.
- Casajus, André & Kramm, Michael & Wiese, Harald, 2020. "Asymptotic stability in the Lovász-Shapley replicator dynamic for cooperative games," Journal of Economic Theory, Elsevier, vol. 186(C).
- Mohlin, Erik, 2010.
"Evolution of Theories of Mind,"
SSE/EFI Working Paper Series in Economics and Finance
0728, Stockholm School of Economics, revised 20 Mar 2012.
- Ito, Takatoshi, 1978.
"A note on the positivity constraint in Olech's theorem,"
Journal of Economic Theory, Elsevier, vol. 17(2), pages 312-318, April.
Cited by:
- Murakami, Hiroki, 2014. "Keynesian systems with rigidity and flexibility of prices and inflation–deflation expectations," Structural Change and Economic Dynamics, Elsevier, vol. 30(C), pages 68-85.
- Kazuyuki Sasakura, 1992. "Boundedness of economic variables and Olech's theorem," Journal of Economics, Springer, vol. 56(2), pages 209-217, June.
- Murakami, Hiroki & Asada, Toichiro, 2018. "Inflation-deflation expectations and economic stability in a Kaleckian system," Journal of Economic Dynamics and Control, Elsevier, vol. 92(C), pages 183-201.
- van Marrewijk, Charles & Verbeek, Jos, 1993. "Disequilibrium Growth Theory in an International Perspective," Oxford Economic Papers, Oxford University Press, vol. 45(2), pages 311-331, April.
- Ito, Takatoshi, 1978.
"A note on disequilibrium growth theory,"
Economics Letters, Elsevier, vol. 1(1), pages 45-49.
- Ito, Takatoshi, 1978. "A note on disequilibrium growth theory," Economics Letters, Elsevier, vol. 1(1), pages 21-25.
Cited by:
- INSBURGH, V. & HENIN, P.Y. & MICHEL, Ph., 1985.
"A dual decision approach to desequilibrium growth,"
LIDAM Reprints CORE
655, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Ginsburgh, V & Henin, P Y & Michel, Ph, 1985. "A Dual Decision Approach to Disequilibrium Growth," Oxford Economic Papers, Oxford University Press, vol. 37(3), pages 353-361, September.
- Victor Ginsburgh & Pierre-Yves Henin & Philippe Michel, 1987. "A dual decision approach to disequilibrium growth," ULB Institutional Repository 2013/3321, ULB -- Universite Libre de Bruxelles.
- Takatoshi Ito, 1978. "Disequilibrium Growth Theory: The Kaldor Model," NBER Working Papers 0281, National Bureau of Economic Research, Inc.
- Charles Marrewijk & Jos Verbeek, 1993. "Sector-specific capital, “Bang-bang” investment, and the Filippov solution," Journal of Economics, Springer, vol. 57(2), pages 131-146, June.
- Bryce Hool & J. David Richardson, 1980. "International Trade, Indebtedness, and Welfare Repercussions among Supply-Constrained Economies under Floating Exchange Rates," NBER Working Papers 0571, National Bureau of Economic Research, Inc.
- Claus Weddepohl & Mehmet Yildirim, 1993. "Fixed price equilibria in an overlapping generations model with investment," Journal of Economics, Springer, vol. 57(1), pages 37-68, February.
- Ogawa, Shogo, 2022. "Survey of non-Walrasian disequilibrium economic theory," MPRA Paper 115011, University Library of Munich, Germany.
- Roa, María José & Saura, Dulce & Vázquez, Francisco J., 2011. "Economic growth, labor market and demographic patterns," Structural Change and Economic Dynamics, Elsevier, vol. 22(1), pages 81-91, February.
- Victor Ginsburgh & Pierre-Yves Henin & Philippe Michel, 1985.
"A Dual Decision Approach to Disequilibrium Growth,"
ULB Institutional Repository
2013/151091, ULB -- Universite Libre de Bruxelles.
- Ginsburgh, V & Henin, P Y & Michel, Ph, 1985. "A Dual Decision Approach to Disequilibrium Growth," Oxford Economic Papers, Oxford University Press, vol. 37(3), pages 353-361, September.
- Victor Ginsburgh & Pierre-Yves Henin & Philippe Michel, 1987. "A dual decision approach to disequilibrium growth," ULB Institutional Repository 2013/3321, ULB -- Universite Libre de Bruxelles.
Chapters
- Takatoshi Ito, 2018.
"Japanization: is it spreading to the rest of the world?,"
Chapters, in: Dongchul Cho & Takatoshi Ito & Andrew Mason (ed.), Economic Stagnation in Japan, chapter 2, pages 17-55,
Edward Elgar Publishing.
Cited by:
- Guilmi, Corrado Di & Fujiwara, Yoshi, 2022. "Dual labor market, financial fragility, and deflation in an agent-based model of the Japanese macroeconomy," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 346-371.
- Kathryn M. E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011.
"International Reserves and the Global Financial Crisis,"
NBER Chapters, in: Global Financial Crisis,
National Bureau of Economic Research, Inc.
- Dominguez, Kathryn M.E. & Hashimoto, Yuko & Ito, Takatoshi, 2012. "International reserves and the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 388-406.
See citations under working paper version above.- Kathryn M.E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011. "International Reserves and the Global Financial Crisis," NBER Working Papers 17362, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Andrew K. Rose, 2011.
"Introduction to "Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20","
NBER Chapters, in: Commodity Prices and Markets, pages 1-12,
National Bureau of Economic Research, Inc.
Cited by:
- Yu-chin Chen & Kenneth Rogoff, 2006.
"Are the Commodity Currencies an Exception to the Rule?,"
Working Papers
UWEC-2006-28, University of Washington, Department of Economics, revised Mar 2012.
- Chen Yu-Chin & Rogoff Kenneth, 2012. "Are The Commodity Currencies An Exception To The Rule?," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-28.
- Yu-chin Chen & Kenneth Rogoff, 2006.
"Are the Commodity Currencies an Exception to the Rule?,"
Working Papers
UWEC-2006-28, University of Washington, Department of Economics, revised Mar 2012.
- Takatoshi Ito & Andrew K. Rose, 2009.
"Introduction to "Financial Sector Development in the Pacific Rim","
NBER Chapters, in: Financial Sector Development in the Pacific Rim, pages 1-9,
National Bureau of Economic Research, Inc.
Cited by:
- Jan Behringer & Till van Treeck, 2015.
"Income distribution and the current account: a sectoral perspective,"
Working Papers
379, ECINEQ, Society for the Study of Economic Inequality.
- van Treeck, Till & Behringer, Jan, 2014. "Income Distribution and Current Account: A Sectoral Perspective," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100296, Verein für Socialpolitik / German Economic Association.
- Jan Behringer & Till van Treeck, 2013. "Income distribution and current account: A sectoral perspective," IMK Working Paper 125-2013, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Jan Behringer & Till van Treeck, 2015.
"Income distribution and the current account: a sectoral perspective,"
Working Papers
379, ECINEQ, Society for the Study of Economic Inequality.
- Takatoshi Ito & Yuko Hashimoto, 2008.
"Price Impacts of Deals and Predictability of the Exchange Rate Movements,"
NBER Chapters, in: International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy, pages 177-217,
National Bureau of Economic Research, Inc.
See citations under working paper version above.
- Takatoshi Ito & Yuko Hashimoto, 2006. "Price Impacts of Deals and Predictability of the Exchange Rate Movements," NBER Working Papers 12682, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Andrew K. Rose, 2008.
"Introduction to "International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy (NBER-EASE Volume 17)","
NBER Chapters, in: International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy, pages 1-9,
National Bureau of Economic Research, Inc.
Cited by:
- Jian Wang & Xiao Wang, 2014.
"Benefits of foreign ownership: evidence from foreign direct investment in china,"
Globalization Institute Working Papers
191, Federal Reserve Bank of Dallas.
- Wang, Jian & Wang, Xiao, 2015. "Benefits of foreign ownership: Evidence from foreign direct investment in China," Journal of International Economics, Elsevier, vol. 97(2), pages 325-338.
- Bakke Julia Tropina, 2023. "Firm performance following foreign acquisitions in Norway: Evidence of profit shifting?*," Nordic Tax Journal, Sciendo, vol. 2023(1), pages 1-21, December.
- Sylvia Beatriz Guillermo Peón & Martín Alberto Rodríguez Brindis, 2014.
"Analyzing the Exchange Rate Pass-through in Mexico: Evidence Post Inflation Targeting Implementation,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(74), pages 18-35, June.
- Sylvia Beatriz Guillermo Peón & Martín Alberto Rodríguez Brindis, 2014. "Analyzing the Exchange Rate Pass-through in Mexico: Evidence Post Inflation Targeting Implementation," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(74), pages 18-35, June.
- Juan Carlos Berganza & Pedro del Río & Fructuoso Borrallo, 2016. "Determinants and implications of low global inflation rates," Occasional Papers 1608, Banco de España.
- Bedri Kamil Onur Tas, 2010. "Determinants of Time-Varying Sensitivity of MENA Countries to Global Shocks: A State Space Approach," Working Papers 530, Economic Research Forum, revised 06 Jan 2010.
- Gilles De Truchis & Benjamin Keddad, 2013.
"Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates,"
Post-Print
hal-01498261, HAL.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," Working Papers halshs-00793503, HAL.
- de Truchis, Gilles & Keddad, Benjamin, 2013. "Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 394-412.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," AMSE Working Papers 1229, Aix-Marseille School of Economics, France, revised 05 Nov 2012.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," William Davidson Institute Working Papers Series wp1039, William Davidson Institute at the University of Michigan.
- Hamilton-Hart, Natasha, 2011. "Distribution, Domestic Politics and Monetary Cooperation in East Asia," ADBI Working Papers 332, Asian Development Bank Institute.
- Martin Dierker & Jung-Wook Kim & Jason Lee & Randall Morck, 2016. "Investors’ Interacting Demand and Supply Curves for Common Stocks," Review of Finance, European Finance Association, vol. 20(4), pages 1517-1547.
- Jian Wang & Xiao Wang, 2014.
"Benefits of foreign ownership: evidence from foreign direct investment in china,"
Globalization Institute Working Papers
191, Federal Reserve Bank of Dallas.
- Takatoshi Ito, 2006.
"Japanese monetary policy: 1998-2005 and beyond,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in Asia: approaches and implementation, volume 31, pages 105-132,
Bank for International Settlements.
Cited by:
- Mark Gertler & Nobuhiro Kiyotaki, 2013.
"Banking, Liquidity and Bank Runs in an Infinite Horizon Economy,"
2013 Meeting Papers
59, Society for Economic Dynamics.
- Mark Gertler & Nobuhiro Kiyotaki, 2015. "Banking, Liquidity, and Bank Runs in an Infinite Horizon Economy," American Economic Review, American Economic Association, vol. 105(7), pages 2011-2043, July.
- Mark Gertler & Nobuhiro Kiyotaki, 2014. "Banking, Liquidity and Bank Runs in an Infinite Horizon Economy," IMES Discussion Paper Series 14-E-05, Institute for Monetary and Economic Studies, Bank of Japan.
- Mark Gertler & Nobuhiro Kiyotaki, 2013. "Banking, Liquidity and Bank Runs in an Infinite-Horizon Economy," NBER Working Papers 19129, National Bureau of Economic Research, Inc.
- Kiichi Tokuoka & Mr. Murtaza H Syed & Mr. Kenneth H Kang, 2009. "“Lost Decade” in Translation - What Japan’s Crisis could Portend about Recovery from the Great Recession," IMF Working Papers 2009/282, International Monetary Fund.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2015.
"Que peut-on attendre de l'assouplissement quantitatif de la BCE ?,"
Post-Print
hal-03459898, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2015. "Que peut-on attendre de l'assouplissement quantitatif de la BCE ?," SciencePo Working papers Main hal-03459898, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2015. "Que peut-on attendre de l’assouplissement quantitatif de la BCE ?," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(2), pages 265-290.
- Leeper, E.M. & Leith, C., 2016. "Understanding Inflation as a Joint Monetary–Fiscal Phenomenon," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2305-2415, Elsevier.
- Akhand Akhtar Hossain, 2009. "Central Banking and Monetary Policy in the Asia-Pacific," Books, Edward Elgar Publishing, number 12777, March.
- Takashi Matsuki & Ming-Jen Chang, 2016. "Out-of-Sample Exchange Rate Forecasting and Macroeconomic Fundamentals: The Case of Japan," Australian Economic Papers, Wiley Blackwell, vol. 55(4), pages 409-433, December.
- Christopher Spencer, 2014. "Conventional and Unconventional Votes: A Tale of Three Monetary Policy Committees," Discussion Paper Series 2014_11, Department of Economics, Loughborough University, revised Dec 2014.
- Akhand Akhtar Hossain, 2015. "The Evolution of Central Banking and Monetary Policy in the Asia-Pacific," Books, Edward Elgar Publishing, number 14611, March.
- Cecchetti, Stephen & Feroli, Michael & Kashyap, Anil & Mann, Catherine L. & Schoenholtz, Kermit L., 2020. "Monetary Policy in the Next Recession?," CEPR Discussion Papers 15365, C.E.P.R. Discussion Papers.
- Mark Gertler & Nobuhiro Kiyotaki, 2013.
"Banking, Liquidity and Bank Runs in an Infinite Horizon Economy,"
2013 Meeting Papers
59, Society for Economic Dynamics.
- Takatoshi Ito & Andrew K. Rose, 2006.
"Introduction to EASE-15: Monetary Policy with Very Low Inflation in the Pacific Rim,"
NBER Chapters, in: Monetary Policy with Very Low Inflation in the Pacific Rim, pages 1-5,
National Bureau of Economic Research, Inc.
Cited by:
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018.
"Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization,"
FEDS Notes
2017-01-09, Board of Governors of the Federal Reserve System (U.S.).
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," Finance and Economics Discussion Series 2018-002, Board of Governors of the Federal Reserve System (U.S.).
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal implications of the Federal Reserve's balance sheet normalization," Staff Reports 833, Federal Reserve Bank of New York.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2019. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 255-306, December.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization," Liberty Street Economics 20180109, Federal Reserve Bank of New York.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization," FEDS Notes 2018-01-09-2, Board of Governors of the Federal Reserve System (U.S.).
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," Working Papers 747, Federal Reserve Bank of Minneapolis.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," FRB Atlanta Working Paper 2018-7, Federal Reserve Bank of Atlanta.
- Shigenori Shiratsuka, 2010.
"Size and Composition of the Central Bank Balance Sheet: Revisiting Japan's Experience of the Quantitative Easing Policy,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 28, pages 79-106, November.
- Shigenori Shiratsuka, 2010. "Size and composition of the central bank balance sheet: revisiting Japan's experience of the quantitative easing policy," Globalization Institute Working Papers 42, Federal Reserve Bank of Dallas.
- Shigenori Shiratsuka, 2009. "Size and Composition of the Central Bank Balance Sheet: Revisiting Japan fs Experience of the Quantitative Easing Policy," IMES Discussion Paper Series 09-E-25, Institute for Monetary and Economic Studies, Bank of Japan.
- Mark Gertler & Nobuhiro Kiyotaki, 2013.
"Banking, Liquidity and Bank Runs in an Infinite Horizon Economy,"
2013 Meeting Papers
59, Society for Economic Dynamics.
- Mark Gertler & Nobuhiro Kiyotaki, 2015. "Banking, Liquidity, and Bank Runs in an Infinite Horizon Economy," American Economic Review, American Economic Association, vol. 105(7), pages 2011-2043, July.
- Mark Gertler & Nobuhiro Kiyotaki, 2014. "Banking, Liquidity and Bank Runs in an Infinite Horizon Economy," IMES Discussion Paper Series 14-E-05, Institute for Monetary and Economic Studies, Bank of Japan.
- Mark Gertler & Nobuhiro Kiyotaki, 2013. "Banking, Liquidity and Bank Runs in an Infinite-Horizon Economy," NBER Working Papers 19129, National Bureau of Economic Research, Inc.
- Bennett T. McCallum, 2007.
"Monetary Policy in East Asia: The Case of Singapore,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 25(S1), pages 13-28, December.
- Bennett T. McCallum, 2007. "Monetary Policy in East Asia: the Case of Singapore," IMES Discussion Paper Series 07-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Takatoshi Ito, 2010.
"Great Inflation and Central Bank Independence in Japan,"
NBER Working Papers
15726, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2013. "Great Inflation and Central Bank Independence in Japan," NBER Chapters, in: The Great Inflation: The Rebirth of Modern Central Banking, pages 357-387, National Bureau of Economic Research, Inc.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2018. "The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience," CARF F-Series CARF-F-442, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Takashi Kamihigashi, 2010.
"Recurrent Bubbles,"
Discussion Paper Series
DP2010-27, Research Institute for Economics & Business Administration, Kobe University, revised Nov 2010.
- Takashi Kamihigashi, 2011. "Recurrent Bubbles," The Japanese Economic Review, Japanese Economic Association, vol. 62(1), pages 27-62, March.
- Dorrucci, Ettore & Pula, Gabor & Santabárbara, Daniel, 2013.
"China's economic growth and rebalancing,"
Occasional Paper Series
142, European Central Bank.
- Ettore Dorrucci & Gabor Pula & Daniel Santabárbara, 2013. "China’s economic growth and rebalancing," Occasional Papers 1301, Banco de España.
- Umino, Shingo, 2014. "Real-time estimation of the equilibrium real interest rate: Evidence from Japan," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 17-32.
- Stefan Angrick, 2015. "Global Liquidity and Monetary Policy Autonomy," IMK Working Paper 159-2015, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- W. R. Garside, 2012. "Japan’s Great Stagnation," Books, Edward Elgar Publishing, number 14624, March.
- Seidman, Laurence & Lewis, Kenneth, 2015. "Stimulus without debt in a severe recession," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 945-960.
- Iiboshi, Hirokuni & Umeda, Masanobu & Wakita, Shigeru, 2008. "Monetary Policy in Japan Reconsidered: A Regime-switching VAR Analysis," MPRA Paper 87391, University Library of Munich, Germany.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2019. "The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience," Bank of Japan Working Paper Series 19-E-13, Bank of Japan.
- Daniel Leigh, 2010. "Monetary Policy and the Lost Decade: Lessons from Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(5), pages 833-857, August.
- Takatoshi Ito, 2009. "Comment on "Did the Japanese Stock Market Appropriately Price the Takenaka Financial Reform?"," NBER Chapters, in: Financial Sector Development in the Pacific Rim, pages 341-345, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2016. "Japanization: Is it Endemic or Epidemic?," NBER Working Papers 21954, National Bureau of Economic Research, Inc.
- Kenneth Kuttner, 2011. "Monetary Policy and Asset Price Volatility: Should We Refill the Bernanke-Gertler Prescription?," Department of Economics Working Papers 2011-04, Department of Economics, Williams College, revised Jun 2011.
- Mitsuhiro Fukao, 2010. "Financial Crisis and Long-term Stagnation in Japan: Fiscal Consolidation under Deflationary Pressures," Keio/Kyoto Joint Global COE Discussion Paper Series 2010-010, Keio/Kyoto Joint Global COE Program.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2018. "The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience," Working Papers on Central Bank Communication 001, University of Tokyo, Graduate School of Economics.
- Akhand Akhtar Hossain, 2015. "The Evolution of Central Banking and Monetary Policy in the Asia-Pacific," Books, Edward Elgar Publishing, number 14611, March.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2016. "The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience," CARF F-Series CARF-F-388, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Lee, Hsiu-Yun & Lai, Hung-Pin, 2011. "A structural threshold model of the exchange rate under optimal intervention," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 931-946, October.
- Mahito Uchida, 2014. "Towards the end of deflation in Japan ?," Post-Print hal-03627437, HAL.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2016. "The Formation of Consumer Inflation Expectations:Evidence From Japan's Deflation Experience," UTokyo Price Project Working Paper Series 067, University of Tokyo, Graduate School of Economics.
- Mr. David Cook & Woon Gyu Choi, 2007. "Financial Market Risk and U.S. Money Demand," IMF Working Papers 2007/089, International Monetary Fund.
- Daniel Leigh, 2010. "Monetary Policy and the Lost Decade: Lessons from Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(5), pages 833-857, August.
- Peterson, George E. & Kaganova, Olga, 2010. "Integrating land financing into subnational fiscal management," Policy Research Working Paper Series 5409, The World Bank.
- Gregor Bäurle & Daniel Kaufmann, 2018. "Measuring Exchange Rate, Price, and Output Dynamics at the Effective Lower Bound," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(6), pages 1243-1266, December.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018.
"Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization,"
FEDS Notes
2017-01-09, Board of Governors of the Federal Reserve System (U.S.).
- Takatoshi Ito & Frederic S. Mishkin, 2006.
"Two Decades of Japanese Monetary Policy and the Deflation Problem,"
NBER Chapters, in: Monetary Policy with Very Low Inflation in the Pacific Rim, pages 131-1997,
National Bureau of Economic Research, Inc.
See citations under working paper version above.
- Takatoshi Ito & Frederic S. Mishkin, 2004. "Two Decades of Japanese Monetary Policy and the Deflation Problem," NBER Working Papers 10878, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Yung Chul Park & Yunjong Wang, 2005.
"Introduction: A New Financial Market Structure for East Asia,"
Chapters, in: Yung Chul Park & Takatoshi Ito & Yunjong Wang (ed.), A New Financial Market Structure for East Asia, chapter 1,
Edward Elgar Publishing.
Cited by:
- Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009.
"From various degrees of trade to various degrees of financial integration: What do interest rates have to say?,"
Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 64(03), pages 365-402, December.
- Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From Various Degrees of Trade to Various Degrees of Financial Integration: What Do Interest Rates Have to Say?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00649936, HAL.
- Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From Various Degrees of Trade to Various Degrees of Financial Integration: What Do Interest Rates Have to Say?," Post-Print hal-00649936, HAL.
- Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From Various Degrees of Trade to Various Degrees of Financial Integration: What do Interest Rates Have to Say?," Working Papers 2009-01, CEPII research center.
- Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009.
"From various degrees of trade to various degrees of financial integration: What do interest rates have to say?,"
Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 64(03), pages 365-402, December.
- Takatoshi Ito, 2004.
"Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting?,"
RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Simon Guttmann (ed.),The Future of Inflation Targeting,
Reserve Bank of Australia.
See citations under working paper version above.
- Takatoshi Ito, 2004. "Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting?," NBER Working Papers 10818, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Andrew K. Rose, 2004.
"Introduction to "Growth and Productivity in East Asia, NBER-East Asia Seminar on Economics, Volume 13","
NBER Chapters, in: Growth and Productivity in East Asia, pages 1-8,
National Bureau of Economic Research, Inc.
Cited by:
- William E. James & Eric D. Ramstetter, 2005.
"Trade, Foreign Firms, and Economic Policy in Indonesian and Thai Manufacturing,"
Economics Study Area Working Papers
78, East-West Center, Economics Study Area.
- James, William E. & Ramstetter, Eric D., 2008. "Trade, foreign firms and economic policy in Indonesian and Thai manufacturing," Journal of Asian Economics, Elsevier, vol. 19(5-6), pages 413-424.
- William E. James & Eric D. Ramstetter, 2005.
"Trade, Foreign Firms, and Economic Policy in Indonesian and Thai Manufacturing,"
Economics Study Area Working Papers
78, East-West Center, Economics Study Area.
- Takatoshi Ito & Anne O. Krueger, 2003.
"Introduction to "Trade in Services in the Asia Pacific Region, NBER East Asia Seminar on Economics (EASE), Volume 11","
NBER Chapters, in: Trade in Services in the Asia-Pacific Region, pages 1-10,
National Bureau of Economic Research, Inc.
Cited by:
- Haruka Yane, 2013. "Prospects for Trade in Intermediates and Trade in Services: What Does the Gravity Model of Bilateral Trade Tell Us?," OSIPP Discussion Paper 13E002, Osaka School of International Public Policy, Osaka University.
- Łukasz Matuszczak, 2019. "What are the determinants of international trade in services? Evidence from firm-level data for Poland," Working Papers 2019-20, Faculty of Economic Sciences, University of Warsaw.
- Françoise Okah Efogo, 2020. "Does trade in services improve African participation in global value chains?," African Development Review, African Development Bank, vol. 32(4), pages 758-772, December.
- Takatoshi Ito, 2003.
"Is foreign exchange intervention effective? The Japanese experiences in the 1990s,"
Chapters, in: Paul Mizen (ed.), Monetary History, Exchange Rates and Financial Markets, chapter 5,
Edward Elgar Publishing.
See citations under working paper version above.
- Takatoshi Ito, 2002. "Is Foreign Exchange Intervention Effective?: The Japanese Experiences in the 1990s," NBER Working Papers 8914, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2002. "Is Foreign Exchange Intervention Effective?: The Japanese experiences in the 1990s," Discussion Paper Series a428, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito, 2001.
"Comment on "The Impacts of Bank Loans on Economic Development: An Implication for East Asia from an Equilibrium Contract Theory","
NBER Chapters, in: Regional and Global Capital Flows: Macroeconomic Causes and Consequences, pages 145-147,
National Bureau of Economic Research, Inc.
Cited by:
- Fukuda, Shin-ichi & Kon, Yoshifumi, 2010.
"Macroeconomic Impacts of Foreign Exchange Reserve Accumulation: Theory and International Evidence,"
ADBI Working Papers
197, Asian Development Bank Institute.
- Shin-ichi Fukuda & Yoshifumi Kon, 2010. "Macroeconomic Impacts of Foreign Exchange Reserve Accumulation: Theory and International Evidence," Working Papers id:3106, eSocialSciences.
- Shin-ichi Fukuda & Yoshifumi Kon, 2010. "Macroeconomic Impacts of Foreign Exchange Reserve Accumulation : Theory and International Evidence," Macroeconomics Working Papers 23012, East Asian Bureau of Economic Research.
- Shin-ichi Fukuda & Yoshifumi Kon, 2012. "Macroeconomic Impacts of Foreign Exchange Reserve Accumulation: Theory and International Evidence," Chapters, in: Masahiro Kawai & Peter J. Morgan & Shinji Takagi (ed.), Monetary and Currency Policy Management in Asia, chapter 5, Edward Elgar Publishing.
- Shin-ichi Fukuda & Yoshifumi Kon, 2008.
"Liquidity Risk Aversion, Debt Maturity, and Current Account Surpluses: A Theory and Evidence from East Asia,"
NBER Chapters, in: International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy, pages 39-70,
National Bureau of Economic Research, Inc.
- Shin-ichi Fukuda & Yoshifumi Kon, 2007. "Liquidity Risk Aversion, Debt Maturity, and Current Account Surpluses: A Theory and Evidence from East Asia," NBER Working Papers 13004, National Bureau of Economic Research, Inc.
- Shin-ichi Fukuda & Yoshifumi Kon, 2007. "Liquidity Risk Aversion, Debt Maturity, and Current Account Surpluses: A Theory and Evidence from East Asia," CIRJE F-Series CIRJE-F-489, CIRJE, Faculty of Economics, University of Tokyo.
- Shin-ichi Fukuda & Yoshifumi Kon, 2007. "Liquidity Risk Aversion, Debt Maturity, and Current Account Surpluses: A Theory and Evidence from East Asia (Forthcoming in T. Ito and A. Rose eds., International Financial Issues in Pacific Rim, Univ," CARF F-Series CARF-F-095, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Fukuda, Shin-ichi & Kon, Yoshifumi, 2010.
"Macroeconomic Impacts of Foreign Exchange Reserve Accumulation: Theory and International Evidence,"
ADBI Working Papers
197, Asian Development Bank Institute.
- Takatoshi Ito & Anne O. Krueger, 2001.
"Introduction to "Regional and Global Capital Flows: Macroeconomic Causes and Consequences, NBER-EASE Volume 10","
NBER Chapters, in: Regional and Global Capital Flows: Macroeconomic Causes and Consequences, pages 1-10,
National Bureau of Economic Research, Inc.
Cited by:
- Berrak Büyükkarabacak & Stefan Krause, 2009. "Studying The Effects Of Household And Firm Credit On The Trade Balance: The Composition Of Funds Matters," Economic Inquiry, Western Economic Association International, vol. 47(4), pages 653-666, October.
- Carlos A. Ibarra, 2004. "Capital Flows, Exchange Rate Regime, and Macroeconomic Performance in Mexico," WIDER Working Paper Series RP2004-27, World Institute for Development Economic Research (UNU-WIDER).
- Edward Surendran Robinson & Takatoshi Ito, 2001.
"Discussion of 'The Case for a Basket, Band and Crawl (BBC) Regime for East Asia',"
RBA Annual Conference Volume (Discontinued), in: David Gruen & John Simon (ed.),Future Directions for Monetary Policies in East Asia,
Reserve Bank of Australia.
Cited by:
- Jeffrey A. Frankel, 2003.
"Experience of and Lessons from Exchange Rate Regime in Emerging Economies,"
NBER Working Papers
10032, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey, 2003. "Experience of and Lessons from Exchange Rate Regimes in Emerging Economies," Working Paper Series rwp03-011, Harvard University, John F. Kennedy School of Government.
- Frankel, Jeffrey, 2017.
"Systematic Managed Floating,"
Working Paper Series
rwp17-025, Harvard University, John F. Kennedy School of Government.
- Jeffrey Frankel, 2021. "Systematic Managed Floating," World Scientific Book Chapters, in: Steven J Davis & Edward S Robinson & Bernard Yeung (ed.), THE ASIAN MONETARY POLICY FORUM Insights for Central Banking, chapter 5, pages 160-221, World Scientific Publishing Co. Pte. Ltd..
- Jeffrey A. Frankel, 2017. "Systematic Managed Floating," NBER Working Papers 23663, National Bureau of Economic Research, Inc.
- Jeffrey Frankel, 2019. "Systematic Managed Floating," Open Economies Review, Springer, vol. 30(2), pages 255-295, April.
- Jeffrey A. Frankel, 2003.
"Experience of and Lessons from Exchange Rate Regime in Emerging Economies,"
NBER Working Papers
10032, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Anne O. Krueger, 2000.
"Introduction to "Role of Foreign Direct Investment in East Asian Economic Development, The (NBER-EASE volume 9)","
NBER Chapters, in: The Role of Foreign Direct Investment in East Asian Economic Development, pages 1-8,
National Bureau of Economic Research, Inc.
Cited by:
- TODO Yasuyuki, 2004.
"Technology Adoption in Follower Countries: With or Without Local R&D Activities?,"
ESRI Discussion paper series
104, Economic and Social Research Institute (ESRI).
- Todo Yasuyuki, 2005. "Technology Adoption in Follower Countries: With or Without Local R&D Activities?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 5(1), pages 1-32, February.
- Todo, Yasuyuki & Miyamoto, Koji, 2006. "Knowledge Spillovers from Foreign Direct Investment and the Role of Local R&D Activities: Evidence from Indonesia," Economic Development and Cultural Change, University of Chicago Press, vol. 55(1), pages 173-200, October.
- De Groot, Olaf, 2014. "Foreign direct investment and welfare," Desarrollo Productivo 37137, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- TODO Yasuyuki, 2004.
"Technology Adoption in Follower Countries: With or Without Local R&D Activities?,"
ESRI Discussion paper series
104, Economic and Social Research Institute (ESRI).
- Takatoshi Ito, 2000.
"Capital Flows in Asia,"
NBER Chapters, in: Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, pages 255-296,
National Bureau of Economic Research, Inc.
See citations under working paper version above.
- Takatoshi Ito, 1999. "Capital Flows in Asia," Discussion Paper Series a371, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito, 1999. "Capital Flows in Asia," NBER Working Papers 7134, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Anne O. Krueger, 2000.
"Introduction to "Deregulation and Interdependence in the Asia-Pacific Region","
NBER Chapters, in: Deregulation and Interdependence in the Asia-Pacific Region, pages 1-11,
National Bureau of Economic Research, Inc.
Cited by:
- Ms. Enrica Detragiache & Mr. Abdul d Abiad & Mr. Thierry Tressel, 2008.
"A New Database of Financial Reforms,"
IMF Working Papers
2008/266, International Monetary Fund.
- Abdul Abiad & Enrica Detragiache & Thierry Tressel, 2010. "A New Database of Financial Reforms," IMF Staff Papers, Palgrave Macmillan, vol. 57(2), pages 281-302, June.
- Ms. Enrica Detragiache & Mr. Abdul d Abiad & Mr. Thierry Tressel, 2008.
"A New Database of Financial Reforms,"
IMF Working Papers
2008/266, International Monetary Fund.
- Takatoshi Ito & Anne O. Krueger, 1999.
"Introduction to "Changes in Exchange Rates in Rapidly Development Countries: Theory, Practice, and Policy Issues (NBER-EASE volume 7)","
NBER Chapters, in: Changes in Exchange Rates in Rapidly Developing Countries: Theory, Practice, and Policy Issues, pages 1-8,
National Bureau of Economic Research, Inc.
Cited by:
- Alan M. Taylor & Mark P. Taylor, 2004.
"The Purchasing Power Parity Debate,"
NBER Working Papers
10607, National Bureau of Economic Research, Inc.
- Alan M. Taylor & Mark P. Taylor, 2004. "The Purchasing Power Parity Debate," Journal of Economic Perspectives, American Economic Association, vol. 18(4), pages 135-158, Fall.
- Taylor, Mark & Taylor, Alan M., 2004. "The Purchasing Power Parity Debate," CEPR Discussion Papers 4495, C.E.P.R. Discussion Papers.
- Alan M. Taylor & Mark Taylor, 2004. "The Purchasing Power Parity Debate," Working Papers 133, University of California, Davis, Department of Economics.
- Maryam Ishaq & Ghulam Ghouse & Muhammad Ishaq Bhatti, 2022. "Another Prospective on Real Exchange Rate and the Traded Goods Prices: Revisiting Balassa–Samuelson Hypothesis," Sustainability, MDPI, vol. 14(13), pages 1-17, June.
- Federico Ravenna & Fabio M. Natalucci, 2008.
"Monetary Policy Choices in Emerging Market Economies: The Case of High Productivity Growth,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 243-271, March.
- Federico Ravenna & Fabio M. Natalucci, 2008. "Monetary Policy Choices in Emerging Market Economies: The Case of High Productivity Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2‐3), pages 243-271, March.
- Eita, Joel Hinaunye & Khumalo, Zitsile Zamantungwa & Choga, Ireen, 2020.
"Empirical test of the Balassa-Samuelson effect in selected African countries,"
MPRA Paper
101495, University Library of Munich, Germany.
- Eita, Joel Hinaunye & Khumalo, Zitsile Zamantungwa & Choga, Ireen, 2020. "Empirical test of the Balassa-Samuelson Effect in Selected African Countries," MPRA Paper 101489, University Library of Munich, Germany.
- Takao Fujii & Yoichi Matsubayashi, 2016. "The Balassa-Samuelson Effect and the Labor Market in Japan F1977-2008," Discussion Papers 1626, Graduate School of Economics, Kobe University.
- Taylor, Alan M. & Glick, Reuven & Bergin, Paul R, 2004.
"Productivity, Tradability and the Long-Run Price Puzzle,"
CEPR Discussion Papers
4494, C.E.P.R. Discussion Papers.
- Paul Bergin & Alan M. Taylor & Reuven Glick, 2005. "Productivity, Tradability, and the Long-Run Price Puzzle," Working Papers 278, University of California, Davis, Department of Economics.
- Paul R. Bergin & Reuven Glick & Alan M. Taylor, 2004. "Productivity, tradability, and the long-run price puzzle," Working Paper Series 2004-08, Federal Reserve Bank of San Francisco.
- Paul R. Bergin & Reuven Glick & Alan M. Taylor, 2017. "Productivity, Tradability, and the Long-Run Price Puzzle," World Scientific Book Chapters, in: International Macroeconomic Interdependence, chapter 8, pages 211-248, World Scientific Publishing Co. Pte. Ltd..
- Paul Bergin & Reuven Glick & Alan M. Taylor, 2004. "Productivity, Tradability, and the Long-Run Price Puzzle," NBER Working Papers 10569, National Bureau of Economic Research, Inc.
- Bergin, Paul R. & Glick, Reuven & Taylor, Alan M., 2006. "Productivity, tradability, and the long-run price puzzle," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 2041-2066, November.
- Abdallah, Ali, 2022. "Dépréciation réelle de la monnaie et croissance économique [Can real currency depreciation lead growth?]," MPRA Paper 113183, University Library of Munich, Germany.
- Yanping Chong & Òscar Jordà & Alan M. Taylor, 2012.
"The Harrod–Balassa–Samuelson Hypothesis: Real Exchange Rates And Their Long‐Run Equilibrium,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(2), pages 609-634, May.
- Taylor, Alan M. & Jordà , Òscar & Chong, Yanping, 2010. "The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium," CEPR Discussion Papers 7902, C.E.P.R. Discussion Papers.
- Yanping Chong & Òscar Jordà & Alan M. Taylor, 2010. "The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium," NBER Working Papers 15868, National Bureau of Economic Research, Inc.
- Rod Tyers & Ying Zhang, 2014.
"Real exchange rate determination and the China puzzle,"
Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 28(2), pages 1-32, November.
- Rod Tyers & Ying Zhang, 2014. "Real Exchange Rate Determination and the China Puzzle," Economics Discussion / Working Papers 14-19, The University of Western Australia, Department of Economics.
- George M. Von Furstenberg, 2003. "Price Insurance Aspects of Monetary Union," Journal of Common Market Studies, Wiley Blackwell, vol. 41(3), pages 519-539, June.
- Noel GASTON & YOSHIMI Taiyo, 2020. "Heterogenous Job Separations and the Balassa-Samuelson Effect," Discussion papers 20032, Research Institute of Economy, Trade and Industry (RIETI).
- Georgios Chortareas & George Kapetanios, 2004.
"The Yen Real Exchange Rate may be Stationary after all: Evidence from Non‐linear Unit‐root Tests,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(1), pages 113-131, February.
- Georgios Chortareas & George Kapetanios, 2006. "The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests," Bank of England working papers 311, Bank of England.
- Georgios Chortareas & George Kapetanios, 2003. "The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests," Working Papers 484, Queen Mary University of London, School of Economics and Finance.
- Ogawa Eiji & Zhiqian Wang, 2013. "Amu Deviation Indicators Based On Purchasing Power Parity And Adjusted By Balassa–Samuelson Effect," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., vol. 2(02), pages 1-22.
- Takatoshi Ito, 2006. "Robust Monetary Framework for China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 14(5), pages 32-47, September.
- Alan M. Taylor & Mark P. Taylor, 2004.
"The Purchasing Power Parity Debate,"
NBER Working Papers
10607, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Peter Isard & Steven Symansky, 1999.
"Economic Growth and Real Exchange Rate: An Overview of the Balassa-Samuelson Hypothesis in Asia,"
NBER Chapters, in: Changes in Exchange Rates in Rapidly Developing Countries: Theory, Practice, and Policy Issues, pages 109-132,
National Bureau of Economic Research, Inc.
See citations under working paper version above.
- Takatoshi Ito & Peter Isard & Steven Symansky, 1997. "Economic Growth and Real Exchange Rate: An Overview of the Balassa-Samuelson Hypothesis in Asia," NBER Working Papers 5979, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Kathryn M. Dominguez & Moeen Qureshi & Zhang Shengman & Masaru Yoshitomi, 1999.
"Capital Flows to East Asia,"
NBER Chapters, in: International Capital Flows, pages 111-190,
National Bureau of Economic Research, Inc.
Cited by:
- Carlos Parodi Trece, 2009.
"Las Crisis Financieras: Un Marco Conceptual,"
Working Papers
09-16, Centro de Investigación, Universidad del Pacífico.
- Carlos Parodi Trece, 2011. "Las crisis financieras: un marco conceptual," Chapters of Books, in: Carlos Parodi Trece (ed.), La primera crisis financiera internacional del siglo XXI, edition 1, volume 1, chapter 1, pages 15-76, Fondo Editorial, Universidad del Pacífico.
- Durham, J.B.J. Benson, 2004. "Absorptive capacity and the effects of foreign direct investment and equity foreign portfolio investment on economic growth," European Economic Review, Elsevier, vol. 48(2), pages 285-306, April.
- Rod Tyers & Yongxiang Bu & Ian Bain, 2006.
"China’s Equilibrium Real Exchange Rate: A Counterfactual Analysis,"
ANU Working Papers in Economics and Econometrics
2006-466, Australian National University, College of Business and Economics, School of Economics.
- Rod Tyers & Iain Bain & Yongxiang Bu, 2008. "China'S Equilibrium Real Exchange Rate: A Counterfactual Analysis," Pacific Economic Review, Wiley Blackwell, vol. 13(1), pages 17-39, February.
- MIYAO Ryuzo, 2002. "Another Look at Origins of the Asian Crisis: Tests of External Borrowing Constraints," ESRI Discussion paper series 011, Economic and Social Research Institute (ESRI).
- Muge Adalet, 2009. "Were Universal Banks More Vulnerable to Banking Failures? Evidence From the 1931 German Banking Crisis," Koç University-TUSIAD Economic Research Forum Working Papers 0911, Koc University-TUSIAD Economic Research Forum.
- de Boyrie Maria E, 2010. "Structural Changes, Causality, and Foreign Direct Investments: Evidence from the Asian Crises of 1997," Global Economy Journal, De Gruyter, vol. 9(4), pages 1-40, January.
- Chowdhry, Bhagwan & Goyal, Amit, 2000. "Understanding the financial crisis in Asia," Pacific-Basin Finance Journal, Elsevier, vol. 8(2), pages 135-152, May.
- Bofinger, Peter & Wollmershäuser, Timo, 2000. "Monetary policy and exchange rate targeting in open economies," W.E.P. - Würzburg Economic Papers 14, University of Würzburg, Department of Economics.
- Reuven Glick & Michael Hutchison, "undated". "Stopping "Hot Money" or Signaling Bad Policy? Capital Controls and the Onset of Currency Crises," EPRU Working Paper Series 00-14, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Chakraborty, Chandana & Rawlins, Glenville, 2004. "Financial resource flows, macro policy response, and the socio-economic environment: the experience of Latin America and East Asia," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(4), pages 469-489, September.
- Ms. Renu Kohli, 2001. "Capital Flows and Their Macroeconomic Effects in India," IMF Working Papers 2001/192, International Monetary Fund.
- B. Andreosso‐O’Callaghan & Denis Kan, 2007. "Analysis Of The Current Account Position Of Four Asian Countries Before The 1997 Crisis," Pacific Economic Review, Wiley Blackwell, vol. 12(1), pages 47-61, February.
- Janus, Thorsten & Riera-Crichton, Daniel, 2013. "International gross capital flows: New uses of balance of payments data and application to financial crises," Journal of Policy Modeling, Elsevier, vol. 35(1), pages 16-28.
- Hashimoto, Yuko, 2003. "An empirical test of likelihood and timing of speculative attacks: the case of Malaysia and Singapore," Japan and the World Economy, Elsevier, vol. 15(2), pages 245-259, April.
- Carlos Parodi Trece, 2009.
"Las Crisis Financieras: Un Marco Conceptual,"
Working Papers
09-16, Centro de Investigación, Universidad del Pacífico.
- Takatoshi Ito & Anne O. Krueger, 1997.
"Introduction to "Regionalism versus Multilateral Trade Arrangements","
NBER Chapters, in: Regionalism versus Multilateral Trade Arrangements, pages 1-8,
National Bureau of Economic Research, Inc.
Cited by:
- Antoni Estevadeordal & Kati Suominen, 2008. "Sequencing Regional Trade Integration and Cooperation Agreements," The World Economy, Wiley Blackwell, vol. 31(1), pages 112-140, January.
- Rahul Sen & Sadhana Srivastava, 2012. "Asia' s international production networks: Will India be the next assembly centre?," Working Papers 11812, Asia-Pacific Research and Training Network on Trade (ARTNeT), an initiative of UNESCAP and IDRC, Canada..
- Catherine Long, 2016. "The Opportunity Space of Overlapping Trade Regimes: Turkey, the Customs Union, and TTIP," Global Policy, London School of Economics and Political Science, vol. 7(3), pages 360-369, September.
- E. A. Panina, 0. "The Eurasiane Economic Union of the World Map of Integration Associations," International Trade and Trade Policy, ФГБОУ ВО "Ð Ð¾Ñ Ñ Ð¸Ð¹Ñ ÐºÐ¸Ð¹ Ñ ÐºÐ¾Ð½Ð¾Ð¼Ð¸Ñ‡ÐµÑ ÐºÐ¸Ð¹ ÑƒÐ½Ð¸Ð²ÐµÑ€Ñ Ð¸Ñ‚ÐµÑ‚ им. Г.Ð’. Плеханова", issue 2.
- Ramkishen S. Rajan & Rahul Sen & Reza Siregar, 2003. "Singapore and the New Regionalism: Bilateral Trade Linkages with Japan and the US," The World Economy, Wiley Blackwell, vol. 26(9), pages 1325-1356, September.
- Charles Goodhart & Takatoshi Ito & Richard Payne, 1996.
"One Day in June 1993: A Study of the Working of the Reuters 2000-2 Electronic Foreign Exchange Trading System,"
NBER Chapters, in: The Microstructure of Foreign Exchange Markets, pages 107-182,
National Bureau of Economic Research, Inc.
Cited by:
- Mende, Alexander, 2005.
"09/11 on the USD/EUR Foreign Exchange Market,"
Hannover Economic Papers (HEP)
dp-312, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Alexander Mende, 2006. "09/11 on the USD/EUR foreign exchange market," Applied Financial Economics, Taylor & Francis Journals, vol. 16(3), pages 213-222.
- Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2002.
"Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange,"
Working Papers
02-1, University of Pennsylvania, Wharton School, Weiss Center.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2003. "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," American Economic Review, American Economic Association, vol. 93(1), pages 38-62, March.
- Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2002. "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," Working Papers 02-16, Duke University, Department of Economics.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2002. "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange?," Center for Financial Institutions Working Papers 02-23, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2002. "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," NBER Working Papers 8959, National Bureau of Economic Research, Inc.
- Martin D. D. Evans(Georgetown University and NBER), 2005. "What are the Origins of Foreign Exchange Movements?," Working Papers gueconwpa~05-05-06, Georgetown University, Department of Economics.
- Sirimon Treepongkaruna & Robert Brooks & Stephen Gray, 2012. "Do trading hours affect volatility links in the foreign exchange market?," Australian Journal of Management, Australian School of Business, vol. 37(1), pages 7-27, April.
- Takatoshi Ito & Yuko Hashimoto, 2006. "Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System (Subsequently published in "Journal of the Japanese and International Economies&qu," CARF F-Series CARF-F-064, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Pasquariello, Paolo, 2007. "Informative trading or just costly noise? An analysis of Central Bank interventions," Journal of Financial Markets, Elsevier, vol. 10(2), pages 107-143, May.
- Rasmus Fatum & Jesper Pedersen, 2007.
"Real-Time Effects of Central Bank Interventions in the Euro Market,"
EPRU Working Paper Series
07-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Fatum, Rasmus & Pedersen, Jesper, 2009. "Real-time effects of central bank intervention in the euro market," Journal of International Economics, Elsevier, vol. 78(1), pages 11-20, June.
- Carpenter, Andrew & Wang, Jianxin, 2007. "Herding and the information content of trades in the Australian dollar market," Pacific-Basin Finance Journal, Elsevier, vol. 15(2), pages 173-194, April.
- Jeffrey Frankel., 1995.
"How Well Do Foreign Exchange Markets Function: Might a Tobin Tax Help?,"
Center for International and Development Economics Research (CIDER) Working Papers
C95-058, University of California at Berkeley.
- Jeffrey A. Frankel, 1996. "How Well do Foreign Exchange Markets Function: Might a Tobin Tax Help?," NBER Working Papers 5422, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey, 1995. "How Well Do Foreign Exchange Markets Function: Might a Tobin Tax Help?," Center for International and Development Economics Research (CIDER) Working Papers 233420, University of California-Berkeley, Department of Economics.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Dominguez, Kathryn M.E., 2006.
"When do central bank interventions influence intra-daily and longer-term exchange rate movements?,"
Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1051-1071, November.
- Kathryn M. E. Dominguez, 2003. "When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?," Working Papers 506, Research Seminar in International Economics, University of Michigan.
- Kathryn M.E. Dominguez, 2003. "When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?," NBER Working Papers 9875, National Bureau of Economic Research, Inc.
- Dominguez, Kathryn M. E., 2003.
"The market microstructure of central bank intervention,"
Journal of International Economics, Elsevier, vol. 59(1), pages 25-45, January.
- Kathryn M. Dominguez, 1999. "The Market Microstructure of Central Bank Intervention," NBER Working Papers 7337, National Bureau of Economic Research, Inc.
- Dominguez & K., 1997. "The Market Microstructure of Central Bank Intervention," Working Papers 412, Research Seminar in International Economics, University of Michigan.
- Ito, Takatoshi & Hashimoto, Yuko, 2006.
"Intraday seasonality in activities of the foreign exchange markets: Evidence from the electronic broking system,"
Journal of the Japanese and International Economies, Elsevier, vol. 20(4), pages 637-664, December.
- Takatoshi Ito & Yuko Hashimoto, 2006. "Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System," NBER Working Papers 12413, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Yuko Hashimoto, 2006. "Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System," CIRJE F-Series CIRJE-F-407, CIRJE, Faculty of Economics, University of Tokyo.
- David W. Berger & Alain P. Chaboud & Sergey V. Chernenko & Edward Howorka & Jonathan H. Wright, 2006.
"Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data,"
International Finance Discussion Papers
830, Board of Governors of the Federal Reserve System (U.S.).
- Berger, David W. & Chaboud, Alain P. & Chernenko, Sergey V. & Howorka, Edward & Wright, Jonathan H., 2008. "Order flow and exchange rate dynamics in electronic brokerage system data," Journal of International Economics, Elsevier, vol. 75(1), pages 93-109, May.
- Rasmus Fatum & Michael M. Hutchison & Thomas Wu, 2010.
"Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates,"
Globalization Institute Working Papers
49, Federal Reserve Bank of Dallas.
- Fatum, Rasmus & Hutchison, Michael & Wu, Thomas, 2012. "Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates," Journal of the Japanese and International Economies, Elsevier, vol. 26(4), pages 542-560.
- Sirimon Treepongkaruna & Tim Brailsford & Stephen Gray, 2014. "Explaining the bid-ask spread in the foreign exchange market: A test of alternate models," Australian Journal of Management, Australian School of Business, vol. 39(4), pages 573-591, November.
- Derviz, Alexis, 2004. "Asset return dynamics and the FX risk premium in a decentralized dealer market," European Economic Review, Elsevier, vol. 48(4), pages 747-784, August.
- Angelo Ranaldo & Paul Söderlind, 2007.
"Safe Haven Currencies,"
Working Papers
2007-17, Swiss National Bank.
- Söderlind, Paul & Ranaldo, Angelo, 2009. "Safe Haven Currencies," CEPR Discussion Papers 7249, C.E.P.R. Discussion Papers.
- Angelo Ranaldo & Paul Söderlind, 2007. "Safe Haven Currencies," University of St. Gallen Department of Economics working paper series 2007 2007-22, Department of Economics, University of St. Gallen.
- Angelo Ranaldo & Paul Söderlind, 2010. "Safe Haven Currencies," Review of Finance, European Finance Association, vol. 14(3), pages 385-407.
- Gabriele Galati, 2001. "Trading volumes, volatility and spreads in FX markets: evidence from emerging market countries," BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 197-229, Bank for International Settlements.
- Sapp, Stephen, 2004. "Are all Central Bank interventions created equal? An empirical investigation," Journal of Banking & Finance, Elsevier, vol. 28(3), pages 443-474, March.
- Richard K. Lyons, 2002.
"Foreign exchange: macro puzzles, micro tools,"
Economic Review, Federal Reserve Bank of San Francisco, pages 51-69.
- Richard K. Lyons, 2001. "Foreign exchange: macro puzzles, micro tools," Pacific Basin Working Paper Series 2001-10, Federal Reserve Bank of San Francisco.
- Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2012. "Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers 18541, National Bureau of Economic Research, Inc.
- Hasbrouck, Joel, 1999. "Security bid/ask dynamics with discreteness and clustering: Simple strategies for modeling and estimation1," Journal of Financial Markets, Elsevier, vol. 2(1), pages 1-28, February.
- Michael King & Carol Osler & Dagfinn Rime, 2012.
"The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward,"
Working Papers
54, Brandeis University, Department of Economics and International Business School.
- Michael R. King & Carol Osler & Dagfinn Rime, 2013. "The market microstructure approach to foreign exchange - Looking back and looking forward," Working Paper 2013/12, Norges Bank.
- King, Michael R. & Osler, Carol L. & Rime, Dagfinn, 2013. "The market microstructure approach to foreign exchange: Looking back and looking forward," Journal of International Money and Finance, Elsevier, vol. 38(C), pages 95-119.
- Hashimoto, Yuko, 2005. "The impact of the Japanese banking crisis on the intraday FX market in late 1997," Journal of Asian Economics, Elsevier, vol. 16(2), pages 205-222, April.
- Lo, Ingrid & Sapp, Stephen G., 2010.
"Order aggressiveness and quantity: How are they determined in a limit order market?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(3), pages 213-237, July.
- Ingrid Lo & Stephen Sapp, 2007. "Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market?," Staff Working Papers 07-23, Bank of Canada.
- Rasmus Fatum & Michael Hutchison & Thomas Wu, 2008. "Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan," EPRU Working Paper Series 2009-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Jan 2009.
- Kaul, Aditya & Sapp, Stephen, 2009. "Trading activity, dealer concentration and foreign exchange market quality," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2122-2131, November.
- Hogan, Warren P. & Batten, Jonathan A., 2005. "Informed and uninformed trading on the Australian dollar," International Review of Financial Analysis, Elsevier, vol. 14(1), pages 61-75.
- Angelo Ranaldo, 2007.
"Segmentation and Time-of-Day Patterns in Foreign Exchange Markets,"
Working Papers
2007-03, Swiss National Bank.
- Ranaldo, Angelo, 2009. "Segmentation and time-of-day patterns in foreign exchange markets," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2199-2206, December.
- Ligon, James A. & Liu, Hao-Chen, 2013. "The relation of trade size and price contribution in a traditional foreign exchange brokered market," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1024-1045.
- Hashimoto, Yuko & Ito, Takatoshi, 2010. "Effects of Japanese macroeconomic statistic announcements on the dollar/yen exchange rate: High-resolution picture," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 334-354, September.
- Cheung, Yin-Wong & Wong, Clement Yuk-Pang, 2000. "A survey of market practitioners' views on exchange rate dynamics," Journal of International Economics, Elsevier, vol. 51(2), pages 401-419, August.
- Cai, Fang & Howorka, Edward & Wongswan, Jon, 2008. "Informational linkages across trading regions: Evidence from foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1215-1243, December.
- Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2020. "Execution Risk and Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers 26706, National Bureau of Economic Research, Inc.
- Kaul, Aditya & Sapp, Stephen, 2006. "Y2K fears and safe haven trading of the U.S. dollar," Journal of International Money and Finance, Elsevier, vol. 25(5), pages 760-779, August.
- Sapp, Stephen G., 2002. "Price Leadership in the Spot Foreign Exchange Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 37(3), pages 425-448, September.
- Carlson, John A. & Lo, Melody, 2006. "One minute in the life of the DM/US$: Public news in an electronic market," Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1090-1102, November.
- Gabriele Galati, 2000. "Trading volumes, volatility and spreads in foreign exchange markets: evidence from emerging market countries," BIS Working Papers 93, Bank for International Settlements.
- Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2008.
"Random Walk or A Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability,"
NBER Working Papers
14160, National Bureau of Economic Research, Inc.
- Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2012. "Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability," Quantitative Finance, Taylor & Francis Journals, vol. 12(6), pages 893-905, March.
- Poskitt, Russell, 2005. "Bid/ask spreads in the foreign exchange market: An alternative interpretation," Pacific-Basin Finance Journal, Elsevier, vol. 13(5), pages 562-583, November.
- Osler, Carol L., 2005.
"Stop-loss orders and price cascades in currency markets,"
Journal of International Money and Finance, Elsevier, vol. 24(2), pages 219-241, March.
- Carol L. Osler, 2002. "Stop-loss orders and price cascades in currency markets," Staff Reports 150, Federal Reserve Bank of New York.
- Oberlechner, Thomas & Hocking, Sam, 2004. "Information sources, news, and rumors in financial markets: Insights into the foreign exchange market," Journal of Economic Psychology, Elsevier, vol. 25(3), pages 407-424, June.
- Goodhart, Charles A. E. & Payne, Richard G., 1996. "Microstructural dynamics in a foreign exchange electronic broking system," Journal of International Money and Finance, Elsevier, vol. 15(6), pages 829-852, December.
- Michael R. King, 2003. "Effective Foreign Exchange Intervention: Matching Strategies with Objectives," International Finance, Wiley Blackwell, vol. 6(2), pages 249-271, July.
- Mende, Alexander, 2005.
"09/11 on the USD/EUR Foreign Exchange Market,"
Hannover Economic Papers (HEP)
dp-312, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Takatoshi Ito & Anne O. Krueger, 1996.
"Introduction to "Financial Deregulation and Integration in East Asia, NBER-EASE Volume 5","
NBER Chapters, in: Financial Deregulation and Integration in East Asia, pages 1-5,
National Bureau of Economic Research, Inc.
Cited by:
- K Blackburn & N Bose & M E Haque, 2005.
"Public Expenditures, Bureaucratic Corruption and Economic Development,"
Centre for Growth and Business Cycle Research Discussion Paper Series
53, Economics, The University of Manchester.
- K Blackburn & G Forgues-Puccio, 2005. "Public Expenditures, Bureaucratic Corruption and Economic Development," Centre for Growth and Business Cycle Research Discussion Paper Series 54, Economics, The University of Manchester.
- K Blackburn & R Sarmah, 2005. "Public Expenditures, Bureaucratic Corruption and Economic Development," Centre for Growth and Business Cycle Research Discussion Paper Series 55, Economics, The University of Manchester.
- Keith Blackburn & Niloy Bose & M. Emranul Haque, 2004. "Public Expenditures, Bureaucratic Corruption and Economic Development," CDMA Conference Paper Series 0407, Centre for Dynamic Macroeconomic Analysis.
- Keith Blackburn & Niloy Bose & M. Emranul Haque, 2011. "Public Expenditures, Bureaucratic Corruption And Economic Development," Manchester School, University of Manchester, vol. 79(3), pages 405-428, June.
- Keith Blackburn & Niloy Bose & M. Emranul Haque, 2005. "Public Expenditures, Bureaucratic Corruption and Economic Development," Economics Discussion Paper Series 0530, Economics, The University of Manchester.
- Montgomery, Heather, 2003. "The role of foreign banks in post-crisis Asia: the importance of method of entry," MPRA Paper 33031, University Library of Munich, Germany.
- Ramkishen S. Rejan, 1998. "The Currency And Financial Crisis In Southeast Asia - A Case Of `Sudden Deathã¢Â‚¬Â„¢ Or `Death Foretoldã¢Â‚¬Â„¢," Macroeconomics Working Papers 22381, East Asian Bureau of Economic Research.
- Kang-Kook Lee, 2010. "The Change of the Financial System and Developmental State in Korea," Working Papers id:3307, eSocialSciences.
- Pekka Ilmakunnas & Hannu Piekkola, 2014. "Intangible investment in people and productivity," Journal of Productivity Analysis, Springer, vol. 41(3), pages 443-456, June.
- K Blackburn & N Bose & M E Haque, 2005.
"Public Expenditures, Bureaucratic Corruption and Economic Development,"
Centre for Growth and Business Cycle Research Discussion Paper Series
53, Economics, The University of Manchester.
- Takatoshi Ito & Yukinobu Kitamura, 1994.
"Public Policies and Household Saving in Japan,"
NBER Chapters, in: Public Policies and Household Saving, pages 133-160,
National Bureau of Economic Research, Inc.
Cited by:
- B. Douglas Bernheim, 1999.
"Taxation and Saving,"
NBER Working Papers
7061, National Bureau of Economic Research, Inc.
- Bernheim, B. Douglas, 2002. "Taxation and saving," Handbook of Public Economics, in: A. J. Auerbach & M. Feldstein (ed.), Handbook of Public Economics, edition 1, volume 3, chapter 18, pages 1173-1249, Elsevier.
- B. Douglas Bernheim, 1999. "Taxation and Saving," Working Papers 99007, Stanford University, Department of Economics.
- Noriyuki Takayama & Yukinobu Kitamura, 1994.
"Household Saving Behavior in Japan,"
NBER Chapters, in: International Comparisons of Household Saving, pages 125-168,
National Bureau of Economic Research, Inc.
- Noriyuki Takayama & Yukinobu Kitamura, 1993. "Household Saving Behavior in Japan," Discussion Paper Series a280, Institute of Economic Research, Hitotsubashi University.
- Yukinobu Kitamura & Noriyuki Takayama, 1999. "Lessons from Generational Accounting in Japan," American Economic Review, American Economic Association, vol. 89(2), pages 171-175, May.
- Sophia Latsos & Gunther Schnabl, 2021.
"Determinants of Japanese Household Saving Behavior in the Low-Interest Rate Environment,"
CESifo Working Paper Series
8927, CESifo.
- Latsos Sophia & Schnabl Gunther, 2021. "Determinants of Japanese Household Saving Behavior in the Low-Interest Rate Environment," The Economists' Voice, De Gruyter, vol. 18(1), pages 81-99, December.
- Takatotshi Ito, 1996. "Japan and the Asian Economies: A 'Miracle' in Transition," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 27(2), pages 205-272.
- B. Douglas Bernheim, 1999.
"Taxation and Saving,"
NBER Working Papers
7061, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 1994.
"On Recent Movements of Japanese Current Accounts and Capital Flows,"
NBER Chapters, in: Macroeconomic Linkage: Savings, Exchange Rates, and Capital Flows, pages 31-52,
National Bureau of Economic Research, Inc.
Cited by:
- Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2020.
"Persistent Current Account Imbalances: Are they Good or Bad for Regional and Global Growth?,"
ADBI Working Papers
1094, Asian Development Bank Institute.
- Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2021. "Persistent current account imbalances: Are they good or bad for regional and global growth?," Journal of International Money and Finance, Elsevier, vol. 115(C).
- Takatoshi Ito & Kathryn M. Dominguez & Moeen Qureshi & Zhang Shengman & Masaru Yoshitomi, 1999. "Capital Flows to East Asia," NBER Chapters, in: International Capital Flows, pages 111-190, National Bureau of Economic Research, Inc.
- Byron Gangnes & F. Gerard Adams, 1994.
"Japan's Persistent Trade Surplus: Policies for Adjustment,"
Working Papers
199404, University of Hawaii at Manoa, Department of Economics.
- Adams, F. Gerard & Gangnes, Byron, 1996. "Japan's persistent trade surplus: Policies for adjustment," Japan and the World Economy, Elsevier, vol. 8(3), pages 309-333, September.
- Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2020.
"Persistent Current Account Imbalances: Are they Good or Bad for Regional and Global Growth?,"
ADBI Working Papers
1094, Asian Development Bank Institute.
- Takatoshi Ito, 1994.
"Public Policy and Housing in Japan,"
NBER Chapters, in: Housing Markets in the United States and Japan, pages 215-238,
National Bureau of Economic Research, Inc.
Cited by:
- Kiyohiko G. Nishimura & Fukujyu Yamazaki & Takako Idee & Toshiaki Watanabe, 1999. "Distortionary Taxation, Excessive Price Sensitivity, and Japanese Land Prices," NBER Working Papers 7254, National Bureau of Economic Research, Inc.
- Iwaisako, Tokuo, 2009. "Household portfolios in Japan," Japan and the World Economy, Elsevier, vol. 21(4), pages 373-382, December.
- Iwaisako, Tokuo & 祝迫, 得夫 & イワイサコ, トクオ, 2002. "Household Portfolios in Japan: Interaction between Equity and Real Estate Holdings over the Life Cycle," Discussion Paper 58, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
- Aizawa, Toshiaki & Helble, Matthias, 2016. "Determinants of Tenure Choice in Japan: What Makes You a Homeowner?," ADBI Working Papers 625, Asian Development Bank Institute.
- Tomomi Miyazaki & Motohiro Sato, 2019. "Property Tax Reform and Land Use: Evidence from Japan," Working Papers 181905, University of California-Irvine, Department of Economics.
- Miyazaki, Tomomi & Sato, Motohiro, 2022. "Property tax and farmland use in urban areas: Evidence from the reform in the early 1990s in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 63(C).
- Lim, William W., 1997. "Observing Sunspots at Home," Journal of Housing Economics, Elsevier, vol. 6(3), pages 203-222, September.
- Kobayashi, Masahiro, 2016. "The Housing Market and Housing Policies in Japan," ADBI Working Papers 558, Asian Development Bank Institute.
- MIYAZAKI Tomomi & SATO Motohiro, 2018. "Property Tax and Land Use: Evidence from the 1990s reforms in Japan," Discussion papers 18072, Research Institute of Economy, Trade and Industry (RIETI).
- Natacha Aveline-Dubach, 2004. "Property markets in Tokyo and the management of the last Boom-bust cycle (1985-2002)," Post-Print halshs-00430984, HAL.
- Takatoshi Ito & Anne O. Krueger, 1994.
"Introduction to "Macroeconomic Linkage: Savings, Exchange Rates, and Capital Flows, NBER-EASE Volume 3","
NBER Chapters, in: Macroeconomic Linkage: Savings, Exchange Rates, and Capital Flows, pages 1-5,
National Bureau of Economic Research, Inc.
Cited by:
- Ila Patnaik & Ajay Shah, 2009.
"The difficulties of the Chinese and Indian exchange rate regimes,"
Macroeconomics Working Papers
22975, East Asian Bureau of Economic Research.
- Ila Patnaik, 2009. "The Difficulties of the Chinese and Indian Exchange Rate Regimes," Working Papers id:2321, eSocialSciences.
- Patnaik, Ila & Shah, Ajay, 2009. "The difficulties of the Chinese and Indian exchange rate regimes," Working Papers 09/62, National Institute of Public Finance and Policy.
- Ila Patnaik & Ajay Shah, 2009. "The difficulties of the Chinese and Indian exchange rate regimes," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 6(1), pages 157-173, June.
- Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2020.
"Persistent Current Account Imbalances: Are they Good or Bad for Regional and Global Growth?,"
ADBI Working Papers
1094, Asian Development Bank Institute.
- Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2021. "Persistent current account imbalances: Are they good or bad for regional and global growth?," Journal of International Money and Finance, Elsevier, vol. 115(C).
- Ramkishen S. Rajan, 2011.
"Management of Exchange Rate Regimes in Emerging Asia,"
Governance Working Papers
23214, East Asian Bureau of Economic Research.
- Ramkishen S. Rajan, 2011. "Management of Exchange Rate Regimes in Emerging Asia," Macroeconomics Working Papers 23214, East Asian Bureau of Economic Research.
- Rajan, Ramkishen, 2011. "Management of Exchange Rate Regimes in Emerging Asia," ADBI Working Papers 322, Asian Development Bank Institute.
- Ila Patnaik & Ajay Shah, 2009.
"The difficulties of the Chinese and Indian exchange rate regimes,"
Macroeconomics Working Papers
22975, East Asian Bureau of Economic Research.
- Wen-Ling Lin & Takatoshi Ito, 1994.
"Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets,"
NBER Chapters, in: The Internationalization of Equity Markets, pages 309-343,
National Bureau of Economic Research, Inc.
See citations under working paper version above.
- Takatoshi Ito & Wen-Ling Lin, 1993. "Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets," NBER Working Papers 4592, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 1993.
"U.S. Political Pressure and Economic Liberalization in East Asia,"
NBER Chapters, in: Regionalism and Rivalry: Japan and the United States in Pacific Asia, pages 391-422,
National Bureau of Economic Research, Inc.
See citations under working paper version above.
- Takatoshi Ito, 1992. "U.S. Political Pressure and Economic Liberalization in East Asia," Discussion Paper Series a257, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito & Anne O. Krueger, 1992.
"Introduction to "The Political Economy of Tax Reform, NBER-EASE Volume 1","
NBER Chapters, in: The Political Economy of Tax Reform, pages 1-6,
National Bureau of Economic Research, Inc.
Cited by:
- Bès, Martin & Febres, Jorge & Rains, Luisa, 1996. "Reformas recientes en la política tributaria en América Latina," Sede de la CEPAL en Santiago (Estudios e Investigaciones) 34273, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- Arnold Harberger, 1995. "Tax Lore for Budding Reformers," NBER Chapters, in: Reform, Recovery, and Growth: Latin America and the Middle East, pages 291-310, National Bureau of Economic Research, Inc.
- Kakpo, Eliakim, 2018. "On the political economy of state corporate tax reforms in the U.S," MPRA Paper 94986, University Library of Munich, Germany.
- Thomas A. Barthold & Takatoshi Ito, 1992.
"Bequest Taxes and Accumulation of Household Wealth: U.S.-Japan Comparison,"
NBER Chapters, in: The Political Economy of Tax Reform, pages 235-292,
National Bureau of Economic Research, Inc.
See citations under working paper version above.
- Thomas A. Barthold & Takatoshi Ito, 1991. "Bequest Taxes and Accumulation of Household Wealth: U.S. - Japan Comparison," NBER Working Papers 3692, National Bureau of Economic Research, Inc.
- Thomas A. Barthold & Takatoshi Ito, 1991. "Bequest Taxes and Accumulation of Household Wealth: U.S.-Japan Comparison," Discussion Paper Series a233, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito & Masayoshi Maruyama, 1991.
"Is the Japanese Distribution System Really Inefficient?,"
NBER Chapters, in: Trade with Japan: Has the Door Opened Wider?, pages 149-174,
National Bureau of Economic Research, Inc.
See citations under working paper version above.
- Takatoshi Ito & Masayoshi Maruyama, 1990. "Is the Japanese Distribution System Really Inefficient?," NBER Working Papers 3306, National Bureau of Economic Research, Inc.
Books
- Dongchul Cho & Takatoshi Ito & Andrew Mason (ed.), 2018.
"Economic Stagnation in Japan,"
Books,
Edward Elgar Publishing, number 17837, March.
Cited by:
- Jung, Kyu-Chul, 2021. "Korea's Inflation Expectations with regard to the Phillips Curve and Implications of the COVID-19 Crisis," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 43(2), pages 81-101.
- Gilles Dufrenot & Meryem Rhouzlane, 2018.
"Secular Stagnation: New Challenges for the Industrialized Countries in the 21st Century,"
AMSE Working Papers
1818, Aix-Marseille School of Economics, France.
- Gilles Dufrénot & Meryem Rhouzlane, 2018. "Secular Stagnation: New Challenges for the Industrialized Countries in the 21st Century," Working Papers halshs-01821669, HAL.
- Urbano Fra.Paleo, 2019. "Timescape of disaster risk governance in contemporary Japan: Neither state of normalcy nor constancy in regulation," PLOS ONE, Public Library of Science, vol. 14(4), pages 1-16, April.
- Ito, Takatoshi & Rose, Andrew K. (ed.), 2011.
"Commodity Prices and Markets,"
National Bureau of Economic Research Books,
University of Chicago Press, number 9780226386898, April.
Cited by:
- Jesus Crespo Cuaresma & Ines Fortin & Jaroslava Hlouskova & Michael Obersteiner, 2024.
"Regime‐dependent commodity price dynamics: A predictive analysis,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(7), pages 2822-2847, November.
- Crespo-Cuaresma, Jesus & Fortin, Ines & Hlouskova, Jaroslava & Obersteiner, Michael, 2021. "Regime-dependent commodity price dynamics: A predictive analysis," IHS Working Paper Series 28, Institute for Advanced Studies.
- Pincheira, Pablo & Hardy, Nicolás, 2019.
"Forecasting Aluminum Prices with Commodity Currencies,"
MPRA Paper
97005, University Library of Munich, Germany.
- Pincheira, Pablo & Hardy, Nicolás, 2021. "Forecasting aluminum prices with commodity currencies," Resources Policy, Elsevier, vol. 73(C).
- Etsuro Shioji, 2015.
"Time varying pass-through: Will the yen depreciation help Japan hit the inflation target?,"
UTokyo Price Project Working Paper Series
050, University of Tokyo, Graduate School of Economics.
- Shioji, Etsuro, 2015. "Time varying pass-through: Will the yen depreciation help Japan hit the inflation target?," Journal of the Japanese and International Economies, Elsevier, vol. 37(C), pages 43-58.
- Ngo Van Long & Yifan Li & Zhuang Miao, 2020. "Effects of Exchange Rate Volatility on Export Diversity: The Role of Production Constraints," CIRANO Working Papers 2020s-41, CIRANO.
- Etsuro Shioji, 2012. "The Evolution of the Exchange Rate Pass-Through in Japan:A Re-evaluation Based on Time-Varying Parameter VARs," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(1), pages 67-92, June.
- Andrew Filardo & Marco Jacopo Lombardi, 2014. "Has Asian emerging market monetary policy been too procyclical when responding to swings in commodity prices?," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation, inflation and monetary policy in Asia and the Pacific, volume 77, pages 129-153, Bank for International Settlements.
- Pincheira, Pablo & Hardy, Nicolas, 2018. "The predictive relationship between exchange rate expectations and base metal prices," MPRA Paper 89423, University Library of Munich, Germany.
- Iwaisako, Tokuo & Nakata, Hayato, 2017. "Impact of exchange rate shocks on Japanese exports: Quantitative assessment using a structural VAR model," Journal of the Japanese and International Economies, Elsevier, vol. 46(C), pages 1-16.
- SEKINE Atsushi & TSURUGA Takayuki, 2016.
"Effects of Commodity Price Shocks on Inflation: A Cross-Country Analysis,"
ESRI Discussion paper series
331, Economic and Social Research Institute (ESRI).
- Atsushi Sekine & Takayuki Tsuruga, 2014. "Effects of Commodity Price Shocks on Inflation:A Cross-Country Analysis," UTokyo Price Project Working Paper Series 038, University of Tokyo, Graduate School of Economics.
- Atsushi Sekine & Takayuki Tsuruga, 2017. "Effects of commodity price shocks on inflation: A cross-country analysis," CAMA Working Papers 2017-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Atsushi Sekine & Takayuki Tsuruga, 2014. "Effects of Commodity Price Shocks on Inflation: A Cross Country Analysis," Discussion papers e-13-006, Graduate School of Economics Project Center, Kyoto University.
- Atsushi Sekine & Takayuki Tsuruga, 2018. "Effects of commodity price shocks on inflation: a cross-country analysis," Oxford Economic Papers, Oxford University Press, vol. 70(4), pages 1108-1135.
- Gargano, Antonio & Timmermann, Allan, 2014. "Forecasting commodity price indexes using macroeconomic and financial predictors," International Journal of Forecasting, Elsevier, vol. 30(3), pages 825-843.
- Jérôme Héricourt & Sandra Poncet, 2015.
"Exchange Rate Volatility, Financial Constraints, and Trade: Empirical Evidence from Chinese Firms,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-01044989, HAL.
- Jérôme Héricourt & Sandra Poncet, 2012. "Exchange Rate Volatility, Financial Constraints and Trade: Empirical Evidence from Chinese Firms," Working Papers 2012-35, CEPII research center.
- Sandra Poncet & Jérôme Héricourt, 2013. "Exchange Rate Volatility, Financial Constraints and Trade: Empirical Evidence from Chinese Firms," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00960664, HAL.
- Jérôme Héricourt & Sandra Poncet, 2015. "Exchange Rate Volatility, Financial Constraints, and Trade: Empirical Evidence from Chinese Firms," PSE-Ecole d'économie de Paris (Postprint) hal-01044989, HAL.
- Jérôme Héricourt & Sandra Poncet, 2015. "Exchange Rate Volatility, Financial Constraints, and Trade: Empirical Evidence from Chinese Firms," The World Bank Economic Review, World Bank, vol. 29(3), pages 550-578.
- Jérôme Héricourt & Sandra Poncet, 2015. "Exchange Rate Volatility, Financial Constraints, and Trade: Empirical Evidence from Chinese Firms," Post-Print hal-01044989, HAL.
- Sandra Poncet & Jérôme Héricourt, 2013. "Exchange Rate Volatility, Financial Constraints and Trade: Empirical Evidence from Chinese Firms," PSE - G-MOND WORKING PAPERS halshs-00960664, HAL.
- Sandra Poncet & Jérôme Héricourt, 2013. "Exchange Rate Volatility, Financial Constraints and Trade: Empirical Evidence from Chinese Firms," Working Papers halshs-00960664, HAL.
- Heericourt, Jerome & Poncet, Sandra, 2013. "Exchange rate volatility, financial constraints, and trade : empirical evidence from Chinese firms," Policy Research Working Paper Series 6638, The World Bank.
- Jérôme Héricourt & Sandra Poncet, 2013. "Exchange Rate Volatility, Financial Constraints and Trade: Empirical Evidence from Chinese Firms," CESifo Working Paper Series 4303, CESifo.
- Buncic, Daniel & Moretto, Carlo, 2014.
"Forecasting Copper Prices with Dynamic Averaging and Selection Models,"
Economics Working Paper Series
1430, University of St. Gallen, School of Economics and Political Science.
- Buncic, Daniel & Moretto, Carlo, 2015. "Forecasting copper prices with dynamic averaging and selection models," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 1-38.
- Arezki, Rabah & Dumitrescu, Elena & Freytag, Andreas & Quintyn, Marc, 2014.
"Commodity prices and exchange rate volatility: Lessons from South Africa's capital account liberalization,"
Emerging Markets Review, Elsevier, vol. 19(C), pages 96-105.
- Ms. Elena Dumitrescu & Mr. Rabah Arezki & Mr. Andreas Freytag & Mr. Marc G Quintyn, 2012. "Commodity Prices and Exchange Rate Volatility: Lessons from South Africa’s Capital Account Liberalization," IMF Working Papers 2012/168, International Monetary Fund.
- Juncal Cunado & Soojin Jo & Fernando Perez de Gracia, 2015. "Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies," Staff Working Papers 15-23, Bank of Canada.
- Shioji, Etsuro, 2021. "Pass-through of oil supply shocks to domestic gasoline prices: evidence from daily data," Energy Economics, Elsevier, vol. 98(C).
- Fung, Hung-Gay & Tse, Yiuman & Zhao, Lin, 2013. "Are stock markets in Asia related to carry trade?," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 200-216.
- Etsuro Shioji, 2015. "Time varying pass-through: Will the yen depreciation help Japan hit the inflation," Working Papers e092, Tokyo Center for Economic Research.
- Wang, Yudong & Liu, Li & Wu, Chongfeng, 2020. "Forecasting commodity prices out-of-sample: Can technical indicators help?," International Journal of Forecasting, Elsevier, vol. 36(2), pages 666-683.
- Yiuman Tse & John K. Wald, 2013. "Insured Uncovered Interest Parity," Working Papers 0172fin, College of Business, University of Texas at San Antonio.
- Muhammad Arshad Khan & Muhammad Iftikhar Ul Husnain & Qaisar Abbas & Syed Zulfiqar Ali Shah, 2019. "Asymmetric effects of oil price shocks on Asian economies: a nonlinear analysis," Empirical Economics, Springer, vol. 57(4), pages 1319-1350, October.
- Amedeo Argentiero, Tarek Atalla, Simona Bigerna, Silvia Micheli, and Paolo Polinori, 2017. "Comparing Renewable Energy Policies in EU-15, U.S. and China: A Bayesian DSGE Model," The Energy Journal, International Association for Energy Economics, vol. 0(KAPSARC S).
- Pincheira Brown, Pablo & Hardy, Nicolás, 2019. "Forecasting base metal prices with the Chilean exchange rate," Resources Policy, Elsevier, vol. 62(C), pages 256-281.
- Rafailidis Panagiotis & Katrakilidis Constantinos, 2021. "Do oil prices and exchange rates affect the US stock market? New evidence from the asymmetric cointegration approach," Bulletin of Applied Economics, Risk Market Journals, vol. 8(2), pages 147-161.
- Pincheira-Brown, Pablo & Bentancor, Andrea & Hardy, Nicolás & Jarsun, Nabil, 2022. "Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis," Energy Economics, Elsevier, vol. 106(C).
- Tse, Yiuman & Wald, John K., 2013. "Insured uncovered interest parity," Finance Research Letters, Elsevier, vol. 10(4), pages 175-183.
- Shu Lin & Kang Shi & Haichun Ye, 2018.
"Online Appendix to "Exchange rate volatility and trade: The role of credit constraints","
Online Appendices
16-243, Review of Economic Dynamics.
- Shu Lin & Kang Shi & Haichun Ye, 2018. "Exchange rate volatility and trade: The role of credit constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 203-222, October.
- Maria Socorro Gochoco-Bautista & Jianxin Wang & Minxian Yang, 2014. "Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies," The World Economy, Wiley Blackwell, vol. 37(6), pages 811-833, June.
- Yu-chin Chen & Kenneth Rogoff, 2006.
"Are the Commodity Currencies an Exception to the Rule?,"
Working Papers
UWEC-2006-28, University of Washington, Department of Economics, revised Mar 2012.
- Chen Yu-Chin & Rogoff Kenneth, 2012. "Are The Commodity Currencies An Exception To The Rule?," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-28.
- Pincheira, Pablo & Hardy, Nicolas, 2018. "Forecasting Base Metal Prices with Commodity Currencies," MPRA Paper 83564, University Library of Munich, Germany.
- SATO Kiyotaka & Shajuan ZHANG, 2019. "Do Exchange Rates Matter in Global Value Chains?," Discussion papers 19059, Research Institute of Economy, Trade and Industry (RIETI).
- Bing Lu & Yaqi Wang & Xiaofen Tan, 2020. "Exchange Rate Volatility, Heterogeneous Firms and Market Concentration," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 28(4), pages 51-75, July.
- Jesus Crespo Cuaresma & Ines Fortin & Jaroslava Hlouskova & Michael Obersteiner, 2024.
"Regime‐dependent commodity price dynamics: A predictive analysis,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(7), pages 2822-2847, November.
- Takatoshi Ito & Andrew K. Rose, 2011.
"Commodity Prices and Markets,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_09-1, February.
Cited by:
- Jesus Crespo Cuaresma & Ines Fortin & Jaroslava Hlouskova & Michael Obersteiner, 2024.
"Regime‐dependent commodity price dynamics: A predictive analysis,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(7), pages 2822-2847, November.
- Crespo-Cuaresma, Jesus & Fortin, Ines & Hlouskova, Jaroslava & Obersteiner, Michael, 2021. "Regime-dependent commodity price dynamics: A predictive analysis," IHS Working Paper Series 28, Institute for Advanced Studies.
- Andrew Filardo & Marco Jacopo Lombardi, 2014. "Has Asian emerging market monetary policy been too procyclical when responding to swings in commodity prices?," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation, inflation and monetary policy in Asia and the Pacific, volume 77, pages 129-153, Bank for International Settlements.
- Muhammad Arshad Khan & Muhammad Iftikhar Ul Husnain & Qaisar Abbas & Syed Zulfiqar Ali Shah, 2019. "Asymmetric effects of oil price shocks on Asian economies: a nonlinear analysis," Empirical Economics, Springer, vol. 57(4), pages 1319-1350, October.
- Amedeo Argentiero, Tarek Atalla, Simona Bigerna, Silvia Micheli, and Paolo Polinori, 2017. "Comparing Renewable Energy Policies in EU-15, U.S. and China: A Bayesian DSGE Model," The Energy Journal, International Association for Energy Economics, vol. 0(KAPSARC S).
- Shu Lin & Kang Shi & Haichun Ye, 2018.
"Online Appendix to "Exchange rate volatility and trade: The role of credit constraints","
Online Appendices
16-243, Review of Economic Dynamics.
- Shu Lin & Kang Shi & Haichun Ye, 2018. "Exchange rate volatility and trade: The role of credit constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 203-222, October.
- Yu-chin Chen & Kenneth Rogoff, 2006.
"Are the Commodity Currencies an Exception to the Rule?,"
Working Papers
UWEC-2006-28, University of Washington, Department of Economics, revised Mar 2012.
- Chen Yu-Chin & Rogoff Kenneth, 2012. "Are The Commodity Currencies An Exception To The Rule?," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-28.
- Jesus Crespo Cuaresma & Ines Fortin & Jaroslava Hlouskova & Michael Obersteiner, 2024.
"Regime‐dependent commodity price dynamics: A predictive analysis,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(7), pages 2822-2847, November.
- Ito, Takatoshi & Rose, Andrew K. (ed.), 2010.
"The Economic Consequences of Demographic Change in East Asia,"
National Bureau of Economic Research Books,
University of Chicago Press, number 9780226386850, April.
Cited by:
- Seungho LeeMA & Inhoe KuPhD & Byongdon ShonPhD, 2019. "The Effects of Old-Age Public Transfer on the Well-Being of Older Adults: The Case of Social Pension in South Korea," The Journals of Gerontology: Series B, The Gerontological Society of America, vol. 74(3), pages 506-515.
- Bucci, Alberto & Eraydın, Levent & Müller, Moritz, 2019.
"Dilution effects, population growth and economic growth under human capital accumulation and endogenous technological change,"
Journal of Macroeconomics, Elsevier, vol. 62(C).
- Bucci, Alberto & Eraydın, Levent & Müller, Moritz, 2018. "Dilution effects, population growth and economic growth under human capital accumulation and endogenous technological change," Working Paper Series in Economics 113, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Vesal, Mohammad, 2017. "The Long Run Educational Impact of Iran-Iraq War," MPRA Paper 101014, University Library of Munich, Germany.
- Jisung Park & Seongsu Kim, 2015. "The differentiating effects of workforce aging on exploitative and exploratory innovation: The moderating role of workforce diversity," Asia Pacific Journal of Management, Springer, vol. 32(2), pages 481-503, June.
- Lena Edlund & Chulhee Lee, 2013. "Son Preference, Sex Selection and Economic Development: The Case of South Korea," NBER Working Papers 18679, National Bureau of Economic Research, Inc.
- Kang-Rae Ma, 2016. "Intergenerational Transmission of Wealth and Life Satisfaction," Applied Research in Quality of Life, Springer;International Society for Quality-of-Life Studies, vol. 11(4), pages 1287-1308, December.
- Saito, Hitoshi, 2017. "The effects of population ageing on public education in Japan : A reinterpretation using micro data," MPRA Paper 79848, University Library of Munich, Germany.
- Sen Ma & Fangqi Wen, 2016. "Who Coresides With Parents? An Analysis Based on Sibling Comparative Advantage," Demography, Springer;Population Association of America (PAA), vol. 53(3), pages 623-647, June.
- Uchida, Yuki & Ono, Tetsuo, 2021.
"Generational conflict and education politics: Implications for growth and welfare,"
Journal of Macroeconomics, Elsevier, vol. 69(C).
- Yuki Uchida & Tetsuo Ono, 2018. "Generational Conflict and Education Politics: Implications for Growth and Welfare," Discussion Papers in Economics and Business 18-05-Rev.2, Osaka University, Graduate School of Economics, revised Apr 2019.
- Yuki Uchida & Tetsuo Ono, 2018. "Generational Conflict and Education Politics: Implications for Growth and Welfare," Discussion Papers in Economics and Business 18-05-Rev., Osaka University, Graduate School of Economics, revised Nov 2018.
- Yuko Nozaki, 2017. "The effects of higher education on childrearing fertility behavior in Japan," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 44(5), pages 653-669, May.
- Elena Nebolsina, 2020. "The Impact of Demographic Burden on Insurance Density," SAGE Open, , vol. 10(4), pages 21582440209, December.
- Takatoshi Ito & Chin Hee Hahn (ed.), 2010.
"The Rise of China and Structural Changes in Korea and Asia,"
Books,
Edward Elgar Publishing, number 13760, March.
Cited by:
- Shin-ichi Fukuda & Munehisa Kasuya, 2010.
"The Rise of China and the Japanese Economy: Evidence from Macro and Firm-level Micro Data,"
Bank of Japan Working Paper Series
10-E-1, Bank of Japan.
- Shin-Ichi Fukuda & Munehisa Kasuya, 2012. "A Rise Of China And The Japanese Economy: Evidence From Macro- And Firm-Level Micro-Data," China Economic Policy Review (CEPR), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-27.
- Sébastien Lechevalier & Brieuc Monfort, 2016. "Abenomics: Has it worked? Will it fail?," Working Papers halshs-01415428, HAL.
- Keun Lee & Mihnsoo Kim & Jooyoung Kwak, 2012. "Places for Korean firms in China: looking for a viable international division of labor in 1990–2010," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 17(1), pages 4-21.
- Kanit Sangsubhan, 2010. "The Rise of China and Structural Change in Thailand," Chapters, in: Takatoshi Ito & Chin Hee Hahn (ed.), The Rise of China and Structural Changes in Korea and Asia, chapter 11, Edward Elgar Publishing.
- Chin Hee Hahn & Sung-Hyun Ryu, 2012. "Terms of Trade in Korea: Causes of Decline Since the Mid-1990s and Implications for Green Growth," Chapters, in: Chin Hee Hahn & Sang-Hyop Lee & Kyoung-Soo Yoon (ed.), Responding to Climate Change, chapter 7, Edward Elgar Publishing.
- Shin-ichi Fukuda & Munehisa Kasuya, 2010.
"The Rise of China and the Japanese Economy: Evidence from Macro and Firm-level Micro Data,"
Bank of Japan Working Paper Series
10-E-1, Bank of Japan.
- Takatoshi Ito & Andrew Rose, 2010.
"The Economic Consequences of Demographic Change in East Asia,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_08-2, February.
Cited by:
- Meng, Xin & Zhao, Guochang, 2021. "The long shadow of a large scale education interruption: The intergenerational effect," Labour Economics, Elsevier, vol. 71(C).
- Black, Sandra E. & Devereux, Paul J. & Salvanes, Kjell G., 2014.
"Does grief transfer across generations? In-utero deaths and child outcomes,"
Discussion Paper Series in Economics
23/2014, Norwegian School of Economics, Department of Economics.
- Salvanes, Kjell G & Black, Sandra & Devereux, Paul J., 2014. "Does grief transfer across generations? In-utero deaths and child outcomes," CEPR Discussion Papers 9913, C.E.P.R. Discussion Papers.
- Sandra Black & Paul J. Devereux & Kjell Salvanes, 2014. "Does grief transfer across generations? In-utero deaths and child outcomes," NBER Working Papers 19979, National Bureau of Economic Research, Inc.
- Black, Sandra E. & Devereux, Paul J. & Salvanes, Kjell G., 2014. "Does Grief Transfer across Generations? In-Utero Deaths and Child Outcomes," IZA Discussion Papers 8043, Institute of Labor Economics (IZA).
- Sandra E Black & Paul J Devereux & Kjell G Salvanes, 2014. "Does Grief Transfer across Generations? - In-Utero Deaths and Child Outcomes," Working Papers 201405, School of Economics, University College Dublin.
- Lee, Chulhee, 2014. "In utero exposure to the Korean War and its long-term effects on socioeconomic and health outcomes," Journal of Health Economics, Elsevier, vol. 33(C), pages 76-93.
- Seungho LeeMA & Inhoe KuPhD & Byongdon ShonPhD, 2019. "The Effects of Old-Age Public Transfer on the Well-Being of Older Adults: The Case of Social Pension in South Korea," The Journals of Gerontology: Series B, The Gerontological Society of America, vol. 74(3), pages 506-515.
- Bucci, Alberto & Eraydın, Levent & Müller, Moritz, 2019.
"Dilution effects, population growth and economic growth under human capital accumulation and endogenous technological change,"
Journal of Macroeconomics, Elsevier, vol. 62(C).
- Bucci, Alberto & Eraydın, Levent & Müller, Moritz, 2018. "Dilution effects, population growth and economic growth under human capital accumulation and endogenous technological change," Working Paper Series in Economics 113, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Dora Costa, 2021. "Health Shocks of the Father and Longevity of the Children's Children," NBER Working Papers 29553, National Bureau of Economic Research, Inc.
- Naohiro Ogawa & Sang-Hyop Lee & Rikiya Matsukura & An-Chi Tung & Mun Sim Lai, 2012. "Population aging, economic growth, and intergenerational transfers in Japan: how dire are the prospects?," Chapters, in: Donghyun Park & Sang-Hyop Lee & Andrew Mason (ed.), Aging, Economic Growth, and Old-Age Security in Asia, chapter 8, pages 231-276, Edward Elgar Publishing.
- Sandra E. Black & Aline Bütikofer & Paul J. Devereux & Kjell G. Salvanes, 2013.
"This Is Only a Test? Long-Run Impacts of Prenatal Exposure to Radioactive Fallout,"
NBER Working Papers
18987, National Bureau of Economic Research, Inc.
- Salvanes, Kjell G & Black, Sandra & Devereux, Paul J., 2013. "This Is Only a Test? Long-Run Impacts of Prenatal Exposure to Radioactive Fallout," CEPR Discussion Papers 9443, C.E.P.R. Discussion Papers.
- Lei, Xiaoyan & Giles, John & Hu, Yuqing & Park, Albert & Strauss, John & Zhao, Yaohui, 2012. "Patterns and correlates of intergenerational non-time transfers : evidence from CHARLS," Policy Research Working Paper Series 6076, The World Bank.
- Robert S. Scholte & Gerard J. van den Berg & Maarten Lindeboom, 2012.
"Long-Run Effects of Gestation during the Dutch Hunger Winter Famine on Labor Market and Hospitalization Outcomes,"
Tinbergen Institute Discussion Papers
12-013/3, Tinbergen Institute.
- S. Scholte, Robert & van den Berg, Gerard J. & Lindeboom, Maarten, 2012. "Long-run effects of gestation during the Dutch hunger winter famine on labor market and hospitalization outcomes," Working Paper Series 2012:15, IFAU - Institute for Evaluation of Labour Market and Education Policy.
- Scholte, Robert S. & van den Berg, Gerard J. & Lindeboom, Maarten, 2015. "Long-run effects of gestation during the Dutch Hunger Winter famine on labor market and hospitalization outcomes," Journal of Health Economics, Elsevier, vol. 39(C), pages 17-30.
- Scholte, Robert & van den Berg, Gerard J. & Lindeboom, Maarten, 2012. "Long-Run Effects of Gestation During the Dutch Hunger Winter Famine on Labor Market and Hospitalization Outcomes," IZA Discussion Papers 6307, Institute of Labor Economics (IZA).
- Petra Persson & Maya Rossin-Slater, 2018.
"Family Ruptures, Stress, and the Mental Health of the Next Generation,"
American Economic Review, American Economic Association, vol. 108(4-5), pages 1214-1252, April.
- Petra Persson & Maya Rossin-Slater, 2016. "Family Ruptures, Stress, and the Mental Health of the Next Generation," NBER Working Papers 22229, National Bureau of Economic Research, Inc.
- Jeffrey G. Williamson, 2013. "Demographic Dividends Revisited," Asian Development Review, MIT Press, vol. 30(2), pages 1-25, September.
- Denis Cogneau & Lionel Kesztenbaum, 2016.
"Short and long-term impacts of famines: The case of the siege of Paris 1870-1871,"
PSE Working Papers
halshs-01321939, HAL.
- Denis Cogneau & Lionel Kesztenbaum, 2016. "Short and long-term impacts of famines: The case of the siege of Paris 1870-1871," Working Papers halshs-01321939, HAL.
- Vesal, Mohammad, 2017. "The Long Run Educational Impact of Iran-Iraq War," MPRA Paper 101014, University Library of Munich, Germany.
- Chloe N. East & Sarah Miller & Marianne Page & Laura R. Wherry, 2017.
"Multi-generational Impacts of Childhood Access to the Safety Net: Early Life Exposure to Medicaid and the Next Generation’s Health,"
NBER Working Papers
23810, National Bureau of Economic Research, Inc.
- Chloe N. East & Sarah Miller & Marianne Page & Laura R. Wherry, 2023. "Multigenerational Impacts of Childhood Access to the Safety Net: Early Life Exposure to Medicaid and the Next Generation's Health," American Economic Review, American Economic Association, vol. 113(1), pages 98-135, January.
- Alok Kumar, 2019. "Old-Age Income Support, Human Capital Investment, and Efficiency: Rotten-Kid Theorem Meets Samaritan's Dilemma," Department Discussion Papers 1902, Department of Economics, University of Victoria.
- Stephanie von Hinke & Nigel Rice & Emma Tominey, 2019.
"Mental Health around Pregnancy and Child Development from Early Childhood to Adolescence,"
Working Papers
2019-048, Human Capital and Economic Opportunity Working Group.
- von Hinke, Stephanie & Rice, Nigel & Tominey, Emma, 2019. "Mental Health around Pregnancy and Child Development from Early Childhood to Adolescence," IZA Discussion Papers 12544, Institute of Labor Economics (IZA).
- von Hinke, Stephanie & Rice, Nigel & Tominey, Emma, 2022. "Mental health around pregnancy and child development from early childhood to adolescence," Labour Economics, Elsevier, vol. 78(C).
- Asadul Islam & Paul A. Raschky & Russell Smyth, 2011. "The Long-term Health Effects of Mass Political Violence: Evidence From China’s Cultural Revolution," Monash Economics Working Papers 32-11, Monash University, Department of Economics.
- Colmer, Jonathan & Voorheis, John, 2020.
"The grandkids aren't alright: the intergenerational effects of prenatal pollution exposure,"
LSE Research Online Documents on Economics
108495, London School of Economics and Political Science, LSE Library.
- Jonathan Colmer & John Voorheis, 2020. "The grandkids aren't alright: the intergenerational effects of prenatal pollution exposure," CEP Discussion Papers dp1733, Centre for Economic Performance, LSE.
- Jonathan Colmer & John Voorheis, 2020. "The Grandkids Aren't Alright: The Intergenerational Effects of Prenatal Pollution Exposure," Working Papers 20-36, Center for Economic Studies, U.S. Census Bureau.
- Xing Li & M. W. Luke Chan & Byron G. Spencer & Wei Yang, 2016. "Does the marriage market sex ratio affect parental sex selection? Evidence from the Chinese census," Journal of Population Economics, Springer;European Society for Population Economics, vol. 29(4), pages 1063-1082, October.
- Douglas Almond & Janet Currie, 2011. "Killing Me Softly: The Fetal Origins Hypothesis," Journal of Economic Perspectives, American Economic Association, vol. 25(3), pages 153-172, Summer.
- Simon Chang & Belton Fleisher & Seonghoon Kim & Shi-yung Liu, 2014. "Long-Term Health Effects of Malaria Exposure around Birth: Evidence from Colonial Taiwan," Economic Development and Cultural Change, University of Chicago Press, vol. 62(3), pages 519-536.
- Meng-Wen Tsou & Jin-Tan Liu & James K. Hammitt & Chyi-Horng Lu & Szu-Yu Zoe Kao, 2020.
"The effect of prenatal exposure to radiation on birth outcomes: exploiting a natural experiment in Taiwan,"
The Japanese Economic Review, Springer, vol. 71(3), pages 379-403, July.
- Tsou, Meng-Wen & Liu, Jin-Tan & Hammitt, James K. & Lu, Chyi-Horng & Kao, Szu-Yu Zoe, 2019. "The Effect of Prenatal Exposure to Radiation on Birth Outcomes: Exploiting a Natural Experiment in Taiwan," TSE Working Papers 19-1019, Toulouse School of Economics (TSE).
- Gooch, Elizabeth, 2017. "Estimating the Long-Term Impact of the Great Chinese Famine (1959–61) on Modern China," World Development, Elsevier, vol. 89(C), pages 140-151.
- Cheng, Zhiming & Guo, Wei & Hayward, Mathew & Smyth, Russell & Wang, Haining, 2021. "Childhood adversity and the propensity for entrepreneurship: A quasi-experimental study of the Great Chinese Famine," Journal of Business Venturing, Elsevier, vol. 36(1).
- Chu, Chin-Peng & Yeh, Kuo-Chun, 2021. "Demographic Transition for Economic Development in Taipei,China: Literature and Policy Implications," ADBI Working Papers 1222, Asian Development Bank Institute.
- Vo, Duc, 2019.
"Ageing Population and Economic Growth in Developing Countries A Quantile Regression Approach,"
MPRA Paper
103279, University Library of Munich, Germany.
- Thach Ngoc Pham & Duc Hong Vo, 2021. "Aging Population and Economic Growth in Developing Countries: A Quantile Regression Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(1), pages 108-122, January.
- Xu, Hongwei & Li, Lydia & Zhang, Zhenmei & Liu, Jinyu, 2016. "Is natural experiment a cure? Re-examining the long-term health effects of China's 1959–1961 famine," Social Science & Medicine, Elsevier, vol. 148(C), pages 110-122.
- Jisung Park & Seongsu Kim, 2015. "The differentiating effects of workforce aging on exploitative and exploratory innovation: The moderating role of workforce diversity," Asia Pacific Journal of Management, Springer, vol. 32(2), pages 481-503, June.
- Hilary Hoynes & Diane Whitmore Schanzenbach & Douglas Almond, 2016.
"Long-Run Impacts of Childhood Access to the Safety Net,"
American Economic Review, American Economic Association, vol. 106(4), pages 903-934, April.
- Hilary W. Hoynes & Diane Whitmore Schanzenbach & Douglas Almond, 2012. "Long Run Impacts of Childhood Access to the Safety Net," NBER Working Papers 18535, National Bureau of Economic Research, Inc.
- Jain, Neha & Goli, Srinivas, 2021.
"Potential demographic dividend for India, 2001 to 2061: A macro-simulation projection using the spectrum model,"
MPRA Paper
109562, University Library of Munich, Germany.
- Jain, Neha & Goli, Srinivas, 2021. "Potential demographic dividend for India, 2001 to 2061: A macro-simulation projection using the spectrum model," SocArXiv rvf9n, Center for Open Science.
- Mamun, Shamsul Arifeen Khan & Rahman, Mohammad Mafizur & Khanam, Rasheda, 2020. "The relation between an ageing population and economic growth in Bangladesh: Evidence from an endogenous growth model," Economic Analysis and Policy, Elsevier, vol. 66(C), pages 14-25.
- Eriksson, Tor & Pan, Jay & Qin, Xuezheng, 2014.
"The intergenerational inequality of health in China,"
China Economic Review, Elsevier, vol. 31(C), pages 392-409.
- Tor Eriksson & Jay Pan & Xuezheng Qin, 2013. "The Intergenerational Inequality of Health in China," Economics Working Papers 2013-21, Department of Economics and Business Economics, Aarhus University.
- Asadul Islam & Paul Raschky & Russell Smyth, 2017. "The Long-Term Health Effects of Mass Political Violence: Evidence from China’s Cultural Revolution," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 132(1), pages 257-272, May.
- Samantha Rawlings, 2012. "Gender, race, and heterogeneous scarring and selection effects of epidemic malaria on human capital," Economics Discussion Papers em-dp2012-01, Department of Economics, University of Reading.
- Sang-Hyop LEE & Andrew MASON & Donghyun PARK, 2011. "Why Does Population Aging Matter So Much for Asia? Population Aging, Economic Security and Economic Growth in Asia," Working Papers DP-2011-04, Economic Research Institute for ASEAN and East Asia (ERIA).
- Janet Currie, 2011.
"Inequality at Birth: Some Causes and Consequences,"
American Economic Review, American Economic Association, vol. 101(3), pages 1-22, May.
- Janet Currie, 2011. "Inequality at Birth: Some Causes and Consequences," NBER Working Papers 16798, National Bureau of Economic Research, Inc.
- Lena Edlund & Chulhee Lee, 2013. "Son Preference, Sex Selection and Economic Development: The Case of South Korea," NBER Working Papers 18679, National Bureau of Economic Research, Inc.
- Kang-Rae Ma, 2016. "Intergenerational Transmission of Wealth and Life Satisfaction," Applied Research in Quality of Life, Springer;International Society for Quality-of-Life Studies, vol. 11(4), pages 1287-1308, December.
- Pudney, Stephen & Booker, Cara, 2013. "In sickness and in health? Comorbidity in older couples," ISER Working Paper Series 2013-30, Institute for Social and Economic Research.
- Saito, Hitoshi, 2017. "The effects of population ageing on public education in Japan : A reinterpretation using micro data," MPRA Paper 79848, University Library of Munich, Germany.
- Maria Porter, 2016. "How do sex ratios in China influence marriage decisions and intra-household resource allocation?," Review of Economics of the Household, Springer, vol. 14(2), pages 337-371, June.
- Sen Ma & Fangqi Wen, 2016. "Who Coresides With Parents? An Analysis Based on Sibling Comparative Advantage," Demography, Springer;Population Association of America (PAA), vol. 53(3), pages 623-647, June.
- Chih Ming Tan & Zhibo Tan & Xiaobo Zhang, 2015.
"Sins of the Fathers: The Intergenerational Legacy of the 1959-1961 Great Chinese Famine on Children's Cognitive Development,"
Working Paper series
15-33, Rimini Centre for Economic Analysis.
- Tan, Chih Ming & Tan, Zhibo & Zhang, Xiaobo, 2014. "Sins of the fathers: The intergenerational legacy of the 1959-1961 Great Chinese Famine on children's cognitive development," IFPRI discussion papers 1351, International Food Policy Research Institute (IFPRI).
- Donghyun Park & Sang-Hyop Lee & Andrew Mason (ed.), 2012. "Aging, Economic Growth, and Old-Age Security in Asia," Books, Edward Elgar Publishing, number 15088, March.
- Shimasawa, Manabu & Oguro, Kazumasa & Toyoda, Nao, 2014. "Does Japan have a Gray Democracy? An empirical analysis of prefectural data," CIS Discussion paper series 615, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
- Williamson, Jeffrey G., 2013. "Demographic Dividends Revisited," CEPR Discussion Papers 9390, C.E.P.R. Discussion Papers.
- Uchida, Yuki & Ono, Tetsuo, 2021.
"Generational conflict and education politics: Implications for growth and welfare,"
Journal of Macroeconomics, Elsevier, vol. 69(C).
- Yuki Uchida & Tetsuo Ono, 2018. "Generational Conflict and Education Politics: Implications for Growth and Welfare," Discussion Papers in Economics and Business 18-05-Rev.2, Osaka University, Graduate School of Economics, revised Apr 2019.
- Yuki Uchida & Tetsuo Ono, 2018. "Generational Conflict and Education Politics: Implications for Growth and Welfare," Discussion Papers in Economics and Business 18-05-Rev., Osaka University, Graduate School of Economics, revised Nov 2018.
- Yuko Nozaki, 2017. "The effects of higher education on childrearing fertility behavior in Japan," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 44(5), pages 653-669, May.
- Elena Nebolsina, 2020. "The Impact of Demographic Burden on Insurance Density," SAGE Open, , vol. 10(4), pages 21582440209, December.
- Chih Ming Tan & Zhibo Tan & Xiaobo Zhang, 2014. "Sins of the Father: The Intergenerational Legacy of the 1959-61 Great Chinese Famine on Children's Cognitive Development," Working Paper series 08_14, Rimini Centre for Economic Analysis.
- Sandra E. Black & Paul J. Devereux & Kjell G. Salvanes, 2016. "Does Grief Transfer across Generations? Bereavements during Pregnancy and Child Outcomes," American Economic Journal: Applied Economics, American Economic Association, vol. 8(1), pages 193-223, January.
- Takatoshi Ito & Andrew K. Rose, 2009.
"Financial Sector Development in the Pacific Rim,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_07-2, February.
Cited by:
- Enrique Moral-Benito & Oliver Roehn, 2014.
"The impact of financial (de)regulation on current account balances,"
Working Papers
1424, Banco de España.
- Enrique Moral-Benito & Oliver Roehn, 2014. "The Impact of Financial (De-)Regulation on Current Account Balances," CESifo Working Paper Series 5082, CESifo.
- Moral-Benito, Enrique & Roehn, Oliver, 2016. "The impact of financial regulation on current account balances," European Economic Review, Elsevier, vol. 81(C), pages 148-166.
- Antoinette Schoar, 2010.
"The Divide between Subsistence and Transformational Entrepreneurship,"
Innovation Policy and the Economy, University of Chicago Press, vol. 10(1), pages 57-81.
- Antoinette Schoar, 2010. "The Divide between Subsistence and Transformational Entrepreneurship," NBER Chapters, in: Innovation Policy and the Economy, Volume 10, pages 57-81, National Bureau of Economic Research, Inc.
- Charles Yuji Horioka & Akiko Terada-Hagiwara, 2011.
"The Determinants and Long-term Projections of Saving Rates in Developing Asia,"
ISER Discussion Paper
0821, Institute of Social and Economic Research, Osaka University.
- Horioka, Charles Yuji & Terada-Hagiwara, Akiko, 2010. "Determinants and Long-term Projections of Saving Rates in Developing Asia," ADB Economics Working Paper Series 228, Asian Development Bank.
- Charles Yuji Horioka & Akiko Terada-Hagiwara, 2011. "The Determinants and Long-term Projections of Saving Rates in Developing Asia," NBER Working Papers 17581, National Bureau of Economic Research, Inc.
- Horioka, Charles Yuji & Terada-Hagiwara, Akiko, 2012. "The determinants and long-term projections of saving rates in Developing Asia," Japan and the World Economy, Elsevier, vol. 24(2), pages 128-137.
- Menzie Chinn, 2015. "Emerging Market Economies and the Next Reserve Currencies," Open Economies Review, Springer, vol. 26(1), pages 155-174, February.
- Jan Behringer & Till van Treeck, 2015.
"Income distribution and the current account: a sectoral perspective,"
Working Papers
379, ECINEQ, Society for the Study of Economic Inequality.
- van Treeck, Till & Behringer, Jan, 2014. "Income Distribution and Current Account: A Sectoral Perspective," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100296, Verein für Socialpolitik / German Economic Association.
- Jan Behringer & Till van Treeck, 2013. "Income distribution and current account: A sectoral perspective," IMK Working Paper 125-2013, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Yoshiaki Ogura & Hirofumi Uchida, 2014.
"Bank Consolidation and Soft Information Acquisition in Small Business Lending,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 45(2), pages 173-200, April.
- OGURA Yoshiaki & UCHIDA Hirofumi, 2007. "Bank Consolidation and Soft Information Acquisition in Small Business Lending," Discussion papers 07037, Research Institute of Economy, Trade and Industry (RIETI).
- Juliane Gerstenberger & Gunther Schnabl, 2017. "The Impact of Japanese Monetary Policy Crisis Management on the Japanese Banking Sector," CESifo Working Paper Series 6440, CESifo.
- Ito, Hiro & Volz, Ulrich, 2012. "The People’s Republic of China and Global Imbalances from a View of Sectorial Reforms," ADBI Working Papers 393, Asian Development Bank Institute.
- Menzie D. Chinn & Barry Eichengreen & Hiro Ito, 2011.
"A Forensic Analysis of Global Imbalances,"
NBER Working Papers
17513, National Bureau of Economic Research, Inc.
- Menzie D. Chinn & Barry Eichengreen & Hiro Ito, 2014. "A forensic analysis of global imbalances," Oxford Economic Papers, Oxford University Press, vol. 66(2), pages 465-490.
- Pop, Adrian & Pop, Diana, 2009. "Requiem for market discipline and the specter of TBTF in Japanese banking," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(4), pages 1429-1459, November.
- Guonan Ma & Zhou Haiwen, 2009. "China’s evolving external wealth and rising creditor position," BIS Working Papers 286, Bank for International Settlements.
- Enrique Moral-Benito & Oliver Roehn, 2014.
"The impact of financial (de)regulation on current account balances,"
Working Papers
1424, Banco de España.
- Ito, Takatoshi & Rose, Andrew K. (ed.), 2009.
"Financial Sector Development in the Pacific Rim,"
National Bureau of Economic Research Books,
University of Chicago Press, number 9780226386843, April.
Cited by:
- Enrique Moral-Benito & Oliver Roehn, 2014.
"The impact of financial (de)regulation on current account balances,"
Working Papers
1424, Banco de España.
- Enrique Moral-Benito & Oliver Roehn, 2014. "The Impact of Financial (De-)Regulation on Current Account Balances," CESifo Working Paper Series 5082, CESifo.
- Moral-Benito, Enrique & Roehn, Oliver, 2016. "The impact of financial regulation on current account balances," European Economic Review, Elsevier, vol. 81(C), pages 148-166.
- Charles Yuji Horioka & Akiko Terada-Hagiwara, 2011.
"The Determinants and Long-term Projections of Saving Rates in Developing Asia,"
ISER Discussion Paper
0821, Institute of Social and Economic Research, Osaka University.
- Horioka, Charles Yuji & Terada-Hagiwara, Akiko, 2010. "Determinants and Long-term Projections of Saving Rates in Developing Asia," ADB Economics Working Paper Series 228, Asian Development Bank.
- Charles Yuji Horioka & Akiko Terada-Hagiwara, 2011. "The Determinants and Long-term Projections of Saving Rates in Developing Asia," NBER Working Papers 17581, National Bureau of Economic Research, Inc.
- Horioka, Charles Yuji & Terada-Hagiwara, Akiko, 2012. "The determinants and long-term projections of saving rates in Developing Asia," Japan and the World Economy, Elsevier, vol. 24(2), pages 128-137.
- Menzie Chinn, 2015. "Emerging Market Economies and the Next Reserve Currencies," Open Economies Review, Springer, vol. 26(1), pages 155-174, February.
- Jan Behringer & Till van Treeck, 2015.
"Income distribution and the current account: a sectoral perspective,"
Working Papers
379, ECINEQ, Society for the Study of Economic Inequality.
- van Treeck, Till & Behringer, Jan, 2014. "Income Distribution and Current Account: A Sectoral Perspective," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100296, Verein für Socialpolitik / German Economic Association.
- Jan Behringer & Till van Treeck, 2013. "Income distribution and current account: A sectoral perspective," IMK Working Paper 125-2013, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Yoshiaki Ogura & Hirofumi Uchida, 2014.
"Bank Consolidation and Soft Information Acquisition in Small Business Lending,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 45(2), pages 173-200, April.
- OGURA Yoshiaki & UCHIDA Hirofumi, 2007. "Bank Consolidation and Soft Information Acquisition in Small Business Lending," Discussion papers 07037, Research Institute of Economy, Trade and Industry (RIETI).
- Juliane Gerstenberger & Gunther Schnabl, 2017. "The Impact of Japanese Monetary Policy Crisis Management on the Japanese Banking Sector," CESifo Working Paper Series 6440, CESifo.
- Menzie D. Chinn & Barry Eichengreen & Hiro Ito, 2011.
"A Forensic Analysis of Global Imbalances,"
NBER Working Papers
17513, National Bureau of Economic Research, Inc.
- Menzie D. Chinn & Barry Eichengreen & Hiro Ito, 2014. "A forensic analysis of global imbalances," Oxford Economic Papers, Oxford University Press, vol. 66(2), pages 465-490.
- Pop, Adrian & Pop, Diana, 2009. "Requiem for market discipline and the specter of TBTF in Japanese banking," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(4), pages 1429-1459, November.
- Enrique Moral-Benito & Oliver Roehn, 2014.
"The impact of financial (de)regulation on current account balances,"
Working Papers
1424, Banco de España.
- Angus Deaton & Shahid Yusuf & Kemal Dervis & William Easterly & Takatoshi Ito & Joseph E. Stiglitz, 2009.
"Development Economics through the Decades,"
World Bank Publications - Books,
The World Bank Group, number 2586.
Cited by:
- Ewa Lechman, 2013.
"Technology convergence and digital divides. A country-level evidence for the period 2000-2010,"
GUT FME Working Paper Series A
3, Faculty of Management and Economics, Gdansk University of Technology.
- Ewa Lechman, 2012. "Technology convergence and digital divides. A country-level evidence for the period 2000–2010," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 31.
- Lechman, Ewa, 2012. "Technology convergence and digital divides. A country-level evidence for the period 2000-2010," MPRA Paper 41849, University Library of Munich, Germany.
- James Roumasset, 2010.
"Wither The Economics of Agricultural Development?,"
Working Papers
201003, University of Hawaii at Manoa, Department of Economics.
- Roumasset, James, 2010. "Wither the Economics of Agricultural Development?," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), vol. 7(01), pages 1-22, June.
- James Roumasset, 2010. "Wither The Economics of Agricultural Development?," Working Papers 2010-03, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
- James Roumasset, 2010. "Wither the Economics of Agricultural Development?," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), vol. 7(1), pages 1-22, June.
- Alex Izurieta, 2009. "Forum 2009," Development and Change, International Institute of Social Studies, vol. 40(6), pages 1153-1190, November.
- Migara O. De Silva & Galina Kurlyandskaya & Elena Andreeva & Natalia Golovanova, 2009. "Intergovernmental Reforms in the Russian Federation : One Step Forward, Two Steps Back?," World Bank Publications - Books, The World Bank Group, number 2668.
- Ewa, Lechman, 2012. "Cross national technology convergence. An empirical study for the period 2000-2010," MPRA Paper 37442, University Library of Munich, Germany.
- Nabeshima, Kaoru, 2011. "Growth strategies in a greener world," IDE Discussion Papers 314, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Ishrat Husain, 2012. "Economic Reforms in Pakistan: One Step Forward, Two Steps Backwards (The Quaid-i-Azam Lecture)," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 51(4), pages 7-22.
- Ewa, Lechman, 2012. "Social development – a multidimensional approach to social development analysis. Country level evidence for year 2011," MPRA Paper 41812, University Library of Munich, Germany.
- Ewa Lechman, 2013.
"Technology convergence and digital divides. A country-level evidence for the period 2000-2010,"
GUT FME Working Paper Series A
3, Faculty of Management and Economics, Gdansk University of Technology.
- Ito, Takatoshi & Rose, Andrew K. (ed.), 2008.
"International Financial Issues in the Pacific Rim,"
National Bureau of Economic Research Books,
University of Chicago Press, number 9780226386829, April.
Cited by:
- Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2018.
"Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB,"
Research in International Business and Finance, Elsevier, vol. 44(C), pages 227-238.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016. "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," Discussion Papers of DIW Berlin 1590, DIW Berlin, German Institute for Economic Research.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2016. "Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB," Bank of Finland Research Discussion Papers 20/2016, Bank of Finland.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016. "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," CESifo Working Paper Series 5995, CESifo.
- Juan Carlos Berganza & Pedro del Río & Fructuoso Borrallo, 2016. "Determinants and implications of low global inflation rates," Occasional Papers 1608, Banco de España.
- Bedri Kamil Onur Tas, 2010. "Determinants of Time-Varying Sensitivity of MENA Countries to Global Shocks: A State Space Approach," Working Papers 530, Economic Research Forum, revised 06 Jan 2010.
- Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2020. "Execution Risk and Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers 26706, National Bureau of Economic Research, Inc.
- Serge Darolles & Jeremy Dudek & Gaëlle Le Fol, 2014.
"Contagion in Emerging Markets,"
Post-Print
hal-01632778, HAL.
- Serge Darolles & Jérémy Dudek & Gaëlle Le Fol, 2015. "Contagion in Emerging Markets," Palgrave Macmillan Books, in: Nigel Finch (ed.), Emerging Markets and Sovereign Risk, chapter 3, pages 45-58, Palgrave Macmillan.
- Hamilton-Hart, Natasha, 2011. "Distribution, Domestic Politics and Monetary Cooperation in East Asia," ADBI Working Papers 332, Asian Development Bank Institute.
- Martin Dierker & Jung-Wook Kim & Jason Lee & Randall Morck, 2016. "Investors’ Interacting Demand and Supply Curves for Common Stocks," Review of Finance, European Finance Association, vol. 20(4), pages 1517-1547.
- Watanabe, Shingo & Ogura, Masanobu, 2010. "How far apart are the two ACUs from each other? Asian currency unit and Asian currency union," Emerging Markets Review, Elsevier, vol. 11(2), pages 152-172, June.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2018.
"Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB,"
Research in International Business and Finance, Elsevier, vol. 44(C), pages 227-238.
- Takatoshi Ito & Andrew K. Rose, 2008.
"International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_08-1, February.
Cited by:
- Bakke Julia Tropina, 2023. "Firm performance following foreign acquisitions in Norway: Evidence of profit shifting?*," Nordic Tax Journal, Sciendo, vol. 2023(1), pages 1-21, December.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2018.
"Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB,"
Research in International Business and Finance, Elsevier, vol. 44(C), pages 227-238.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016. "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," Discussion Papers of DIW Berlin 1590, DIW Berlin, German Institute for Economic Research.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2016. "Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB," Bank of Finland Research Discussion Papers 20/2016, Bank of Finland.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016. "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," CESifo Working Paper Series 5995, CESifo.
- Juan Carlos Berganza & Pedro del Río & Fructuoso Borrallo, 2016. "Determinants and implications of low global inflation rates," Occasional Papers 1608, Banco de España.
- Bedri Kamil Onur Tas, 2010. "Determinants of Time-Varying Sensitivity of MENA Countries to Global Shocks: A State Space Approach," Working Papers 530, Economic Research Forum, revised 06 Jan 2010.
- Gilles De Truchis & Benjamin Keddad, 2013.
"Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates,"
Post-Print
hal-01498261, HAL.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," Working Papers halshs-00793503, HAL.
- de Truchis, Gilles & Keddad, Benjamin, 2013. "Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 394-412.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," AMSE Working Papers 1229, Aix-Marseille School of Economics, France, revised 05 Nov 2012.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," William Davidson Institute Working Papers Series wp1039, William Davidson Institute at the University of Michigan.
- Serge Darolles & Jeremy Dudek & Gaëlle Le Fol, 2014.
"Contagion in Emerging Markets,"
Post-Print
hal-01632778, HAL.
- Serge Darolles & Jérémy Dudek & Gaëlle Le Fol, 2015. "Contagion in Emerging Markets," Palgrave Macmillan Books, in: Nigel Finch (ed.), Emerging Markets and Sovereign Risk, chapter 3, pages 45-58, Palgrave Macmillan.
- Hamilton-Hart, Natasha, 2011. "Distribution, Domestic Politics and Monetary Cooperation in East Asia," ADBI Working Papers 332, Asian Development Bank Institute.
- Martin Dierker & Jung-Wook Kim & Jason Lee & Randall Morck, 2016. "Investors’ Interacting Demand and Supply Curves for Common Stocks," Review of Finance, European Finance Association, vol. 20(4), pages 1517-1547.
- Watanabe, Shingo & Ogura, Masanobu, 2010. "How far apart are the two ACUs from each other? Asian currency unit and Asian currency union," Emerging Markets Review, Elsevier, vol. 11(2), pages 152-172, June.
- Takatoshi Ito & Andrew K. Rose, 2007.
"Fiscal Policy and Management in East Asia,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_07-1, February.
Cited by:
- Giovanni Ganelli & Juha Tervala, 2015.
"Tariff-tax Reforms in Large Economies,"
The World Economy, Wiley Blackwell, vol. 38(12), pages 1990-2012, December.
- Juha Tervala & Mr. Giovanni Ganelli, 2012. "Tariff-Tax Reforms in Large Economies," IMF Working Papers 2012/139, International Monetary Fund.
- Erwin Corong & Lawrence Dacuycuy & Rachel Reyes & Angelo Taningco, 2013.
"The Growth and Distributive Impacts of Public Infrastructure Investments in the Philippines,"
Economic Studies in Inequality, Social Exclusion, and Well-Being, in: John Cockburn & Yazid Dissou & Jean-Yves Duclos & Luca Tiberti (ed.), Infrastructure and Economic Growth in Asia, edition 127, pages 47-86,
Springer.
- Corong, Erwin & Dacuycuy, Lawrence & Reyes, Rachel & Taningco, Angelo, 2012. "The Growth and Distributive Impacts of Public Infrastructure Investments in the Philippines," PEP Working Papers 164410, Partnership for Economic Policy (PEP).
- Taningco, Angelo & Corong, Erwin & Dacuycuy, Lawrence & Reyes, Rachel, 2013. "The growth and distributive impacts of public infrastructure investments in the Philippines," PEP Policy Briefs 159874, Partnership for Economic Policy (PEP).
- Corong, Erwin & Dacuycuy, Lawrence & Reyes, Rachel & Taningco, Angelo, 2012. "The Growth and Distributive Impacts of Public Infrastructure Investments in the Philippines," Conference papers 332290, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Erwin Corong & Lawrence Dacuycuy & Rachel Reyes & Angelo Taningco, 2012. "The Growth and Distributive Impacts of Public Infrastructure Investments in the Philippines," Working Papers MPIA 2012-15, PEP-MPIA.
- Sanghamitra Bandyopadhyay & Joan Esteban, 2007.
"Redistributive Taxation and PublicExpenditures,"
STICERD - Distributional Analysis Research Programme Papers
95, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Sanghamitra Bandyopadhyay & Joan Esteban, 2007. "Redistributive Taxation and Public Expenditures," Economics Series Working Papers 366, University of Oxford, Department of Economics.
- Bandyopadhyay, Sanghamitra & Esteban, Joan, 2007. "Redistributive taxation and public expenditures," LSE Research Online Documents on Economics 6537, London School of Economics and Political Science, LSE Library.
- Harsha Thirumurthy, 2005.
"The Economic Impact of AIDS Treatment: Labor Supply in Western Kenya,"
Working Papers
id:300, eSocialSciences.
- Harsha Thirumurthy & Joshua Graff Zivin & Markus Goldstein, 2008. "The Economic Impact of AIDS Treatment: Labor Supply in Western Kenya," Journal of Human Resources, University of Wisconsin Press, vol. 43(3), pages 511-552.
- Harsha Thirumurthy & Joshua Graff Zivin & Markus Goldstein, 2006. "The Economic Impact of AIDS Treatment: Labor Supply in Western Kenya," Working Papers 947, Economic Growth Center, Yale University.
- Thirumurthy, Harsha & Zivin, Joshua Graff & Goldstein, Markus, 2006. "The Economic Impact of AIDS Treatment: Labor Supply in Western Kenya," Center Discussion Papers 28414, Yale University, Economic Growth Center.
- Harsha Thirumurthy & Joshua Graff-Zivin & Markus Goldstein, 2005. "The Economic Impact of AIDS Treatment: Labor Supply in Western Kenya," NBER Working Papers 11871, National Bureau of Economic Research, Inc.
- François Gerard & Joana Naritomi, 2021.
"Job Displacement Insurance and (the Lack of) Consumption-Smoothing,"
American Economic Review, American Economic Association, vol. 111(3), pages 899-942, March.
- Naritomi, Joana & ,, 2019. "Job Displacement Insurance and (the Lack of) Consumption-Smoothing," CEPR Discussion Papers 13676, C.E.P.R. Discussion Papers.
- Francois Gerard & Joana Naritomi, 2019. "Job displacement insurance and (the lack of) consumption-smoothing," CESifo Working Paper Series 7625, CESifo.
- François Gerard & Joana Naritomi, 2019. "Job Displacement Insurance and (the Lack of) Consumption-Smoothing," NBER Working Papers 25749, National Bureau of Economic Research, Inc.
- Gerard, François & Naritomi, Joana, 2021. "Job displacement insurance and (the lack of) consumption-smoothing," LSE Research Online Documents on Economics 107127, London School of Economics and Political Science, LSE Library.
- Iwamoto, Yasushi & Kohara, Miki & Saito, Makoto, 2010.
"On the consumption insurance effects of long-term care insurance in Japan: Evidence from micro-level household data,"
Journal of the Japanese and International Economies, Elsevier, vol. 24(1), pages 99-115, March.
- Yasushi Iwamoto & Miki Kohara & Makoto Saito, 2009. "On the Consumption Insurance Effects of Long-term Care Insurance in Japan: Evidence from Micro-level Household Data," Global COE Hi-Stat Discussion Paper Series gd09-109, Institute of Economic Research, Hitotsubashi University.
- Chadwick C. Curtis & Steven Lugauer & Nelson C. Mark, 2011.
"Demographic Patterns and Household Saving in China,"
NBER Working Papers
16828, National Bureau of Economic Research, Inc.
- Steven Lugauer & Nelson C. Mark & Chadwick R. Curtis, 2011. "Demographic Patterns and Household Saving in China," 2011 Meeting Papers 529, Society for Economic Dynamics.
- Chadwick C. Curtis & Steven Lugauer & Nelson C. Mark, 2015. "Demographic Patterns and Household Saving in China," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(2), pages 58-94, April.
- Steven Lugauer & Nelson Mark, 2010. "Demographic Patterns and Household Saving in China," Working Papers 007, University of Notre Dame, Department of Economics, revised Jun 2012.
- Laurence J. Kotlikoff & Francisco J. Gomes & Luis M. Viceira, 2010.
"The Excess Burden of Government Indecision,"
Boston University - Department of Economics - Working Papers Series
WP2010-014, Boston University - Department of Economics.
- Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira, 2007. "The Excess Burden Of Government Indecision," Boston University - Department of Economics - Working Papers Series WP2007-004, Boston University - Department of Economics.
- Francisco Gomes & Laurence Kotlikoff & Luis Viceira, 2006. "The Excess Burden of Government Indecision," Working Papers wp123, University of Michigan, Michigan Retirement Research Center.
- Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira, 2012. "The Excess Burden of Government Indecision," NBER Chapters, in: Tax Policy and the Economy, Volume 26, pages 125-163, National Bureau of Economic Research, Inc.
- Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira, 2012. "The Excess Burden of Government Indecision," Tax Policy and the Economy, University of Chicago Press, vol. 26(1), pages 125-164.
- Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira, 2007. "The Excess Burden of Government Indecision," NBER Working Papers 12859, National Bureau of Economic Research, Inc.
- Braun, R. Anton & Joines, Douglas H., 2015. "The implications of a graying Japan for government policy," Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 1-23.
- Fehr, Hans & Jokisch, Sabine & Kallweit, Manuel & Kindermann, Fabian & Kotlikoff, Laurence J., 2013. "Generational Policy and Aging in Closed and Open Dynamic General Equilibrium Models," Handbook of Computable General Equilibrium Modeling, in: Peter B. Dixon & Dale Jorgenson (ed.), Handbook of Computable General Equilibrium Modeling, edition 1, volume 1, chapter 0, pages 1719-1800, Elsevier.
- Jungho Kim & Alexia Prskawetz, 2010.
"External Shocks, Household Consumption and Fertility in Indonesia,"
Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 29(4), pages 503-526, August.
- Kim Jungho & Alexia Prskawetz, 2009. "External Shocks, Household Consumption and Fertility in Indonesia," VID Working Papers 0604, Vienna Institute of Demography (VID) of the Austrian Academy of Sciences in Vienna.
- Rafiq, Sohrab & Zeufack, Albert, 2012. "Fiscal multipliers over the growth cycle : evidence from Malaysia," Policy Research Working Paper Series 5982, The World Bank.
- François Gerard & Gustavo Gonzaga, 2013. "Informal Labor and the Cost of Social Programs: Evidence from 15 Years of Unemployment Insurance in Brazil," Textos para discussão 608, Department of Economics PUC-Rio (Brazil).
- Abhijit V. Banerjee & Rema Hanna & Gabriel E. Kreindler & Benjamin A. Olken, 2017. "Debunking the Stereotype of the Lazy Welfare Recipient: Evidence from Cash Transfer Programs," The World Bank Research Observer, World Bank, vol. 32(2), pages 155-184.
- Gordon, Roger & Li, Wei, 2009.
"Tax structures in developing countries: Many puzzles and a possible explanation,"
Journal of Public Economics, Elsevier, vol. 93(7-8), pages 855-866, August.
- Roger Gordon & Wei Li, 2005. "Tax Structure in Developing Countries: Many Puzzles and a Possible Explanation," NBER Working Papers 11267, National Bureau of Economic Research, Inc.
- François Gerard & Gustavo Gonzaga, 2011. "Unemployment Insurance in Developing Countries: The Case of Brazil," Textos para discussão 593, Department of Economics PUC-Rio (Brazil).
- P. Geetha Rani, 2017. "Financing higher education and education loans in India: interstate differentials and determinants," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 19(1), pages 42-59, April.
- Ilker Ersegun Kayhan & Glenn P. Jenkins, 2016. "Build-Operate-Transfer Projects in Turkey: Contingent Liabilities and Associated Risks," Development Discussion Papers 2016-01, JDI Executive Programs.
- Haryo Kuncoro, 2018. "The impact of government consumption on the private expenditures in developing country: the case of Indonesia," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(1), pages 1-16, January.
- Fehr, Hans & Jokisch, Sabine & Kotlikoff, Laurence J., 2013. "The world’s interconnected demographic/fiscal transition," The Journal of the Economics of Ageing, Elsevier, vol. 1, pages 35-49.
- Zsofia Barany & Nicolas Coeurdacier & Stéphane Guibaud, 2018.
"Capital Flows in an Aging World,"
Working Papers
hal-03393116, HAL.
- Coeurdacier, Nicolas & Barany, Zsofia & Guibaud, Stéphane, 2018. "Capital Flows in an Aging World," CEPR Discussion Papers 13180, C.E.P.R. Discussion Papers.
- Bárány, Zsófia L. & Coeurdacier, Nicolas & Guibaud, Stéphane, 2023. "Capital flows in an aging world," Journal of International Economics, Elsevier, vol. 140(C).
- Zsofia Barany & Nicolas Coeurdacier & Stéphane Guibaud, 2023. "Capital Flows in an Aging World," Post-Print hal-03803869, HAL.
- Zsofia Barany & Nicolas Coeurdacier & Stéphane Guibaud, 2018. "Capital Flows in an Aging World," SciencePo Working papers Main hal-03393116, HAL.
- Zsofia Barany & Nicolas Coeurdacier & Stéphane Guibaud, 2023. "Capital Flows in an Aging World," SciencePo Working papers Main hal-03803869, HAL.
- Mr. Sohrab Rafiq, 2013. "The Growth and Stabilization Properties of Fiscal Policy in Malaysia," IMF Working Papers 2013/149, International Monetary Fund.
- Philip Lane & Sergio Schmukler, 2007. "The Evolving Role of China and India in the Global Financial System," Open Economies Review, Springer, vol. 18(4), pages 499-520, September.
- Young Jun Chun & Ji Eun Song, 2018. "Retrospective Generational Accounts for Korea," Korean Economic Review, Korean Economic Association, vol. 34, pages 157-185.
- Busl, Claudia & Iliewa, Zwetelina & Jokisch, Sabine & Kappler, Marcus & Roscher, Thomas & Schindler, Felix & Schleer, Frauke, 2012. "Endbericht an das Bundesministerium der Finanzen zum Forschungsauftrag fe 11/11: "Sparen und Investieren vor dem Hintergrund des demografischen Wandels"," ZEW Expertises, ZEW - Leibniz Centre for European Economic Research, number 110554, March.
- Charles Ka Yui Leung & Edward Chi Ho Tang, 2023.
"The dynamics of the house price‐to‐income ratio: Theory and evidence,"
Contemporary Economic Policy, Western Economic Association International, vol. 41(1), pages 61-78, January.
- Charles Ka Yui Leung & Edward Chi Ho Tang, 2021. "The Dynamics of the House Price-to-Income Ratio: Theory and Evidence," GRU Working Paper Series GRU_2021_005, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Charles Ka Yui Leung & Edward Chi Ho Tang, 2021. "The Dynamics of the House Price-to-Income Ratio: Theory and Evidence," ISER Discussion Paper 1125, Institute of Social and Economic Research, Osaka University.
- Denvil Duncan & Klara Sabirianova Peter, 2016.
"Unequal inequalities: Do progressive taxes reduce income inequality?,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 23(4), pages 762-783, August.
- Duncan, Denvil & Peter, Klara Sabirianova, 2012. "Unequal Inequalities: Do Progressive Taxes Reduce Income Inequality?," IZA Discussion Papers 6910, Institute of Labor Economics (IZA).
- A. Devulder, 2014. "Heterogeneity, Unemployment Benefits and Voluntary Labor Force Participation," Working papers 493, Banque de France.
- Young Jun Chun, 2013. "The Growth Effects of Population Aging in an Economy with Endogenous Technological Progress," Korean Economic Review, Korean Economic Association, vol. 29, pages 51-80.
- Hans Fehr & Sabine Jokisch & Laurence J. Kotlikoff, 2008. "Dynamic Globalization and Its Potentially Alarming Prospects for Low-Wage Workers," NBER Working Papers 14527, National Bureau of Economic Research, Inc.
- Gordon Roger H., 2010. "Public Finance and Economic Development: Reflections based on Experience in China," Journal of Globalization and Development, De Gruyter, vol. 1(1), pages 1-29, January.
- Hur, Seok-Kyun, 2014. "Government Spending and Inclusive Growth in Developing Asia," ADB Economics Working Paper Series 415, Asian Development Bank.
- Giovanni Ganelli & Juha Tervala, 2015.
"Tariff-tax Reforms in Large Economies,"
The World Economy, Wiley Blackwell, vol. 38(12), pages 1990-2012, December.
- Ito, Takatoshi & Krueger, Anne O. (ed.), 2007.
"Regionalism versus Multilateral Trade Arrangements,"
National Bureau of Economic Research Books,
University of Chicago Press, number 9780226387031, April.
Cited by:
- Said, Mohamed Ahmed & Shelaby, Ayman Abd-Alkawy, 2014. "Potentials Of Egypt Agricultural Bilateral Trade With The Arab Countries: Gravity Model Evidence," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 2(01), pages 1-12, January.
- Ito, Takatoshi & Rose, Andrew K. (ed.), 2006.
"Monetary Policy with Very Low Inflation in the Pacific Rim,"
National Bureau of Economic Research Books,
University of Chicago Press, number 9780226378978, April.
Cited by:
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018.
"Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization,"
FEDS Notes
2017-01-09, Board of Governors of the Federal Reserve System (U.S.).
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," Finance and Economics Discussion Series 2018-002, Board of Governors of the Federal Reserve System (U.S.).
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal implications of the Federal Reserve's balance sheet normalization," Staff Reports 833, Federal Reserve Bank of New York.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2019. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 255-306, December.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization," Liberty Street Economics 20180109, Federal Reserve Bank of New York.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization," FEDS Notes 2018-01-09-2, Board of Governors of the Federal Reserve System (U.S.).
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," Working Papers 747, Federal Reserve Bank of Minneapolis.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," FRB Atlanta Working Paper 2018-7, Federal Reserve Bank of Atlanta.
- Shigenori Shiratsuka, 2010.
"Size and Composition of the Central Bank Balance Sheet: Revisiting Japan's Experience of the Quantitative Easing Policy,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 28, pages 79-106, November.
- Shigenori Shiratsuka, 2010. "Size and composition of the central bank balance sheet: revisiting Japan's experience of the quantitative easing policy," Globalization Institute Working Papers 42, Federal Reserve Bank of Dallas.
- Shigenori Shiratsuka, 2009. "Size and Composition of the Central Bank Balance Sheet: Revisiting Japan fs Experience of the Quantitative Easing Policy," IMES Discussion Paper Series 09-E-25, Institute for Monetary and Economic Studies, Bank of Japan.
- Mark Gertler & Nobuhiro Kiyotaki, 2013.
"Banking, Liquidity and Bank Runs in an Infinite Horizon Economy,"
2013 Meeting Papers
59, Society for Economic Dynamics.
- Mark Gertler & Nobuhiro Kiyotaki, 2015. "Banking, Liquidity, and Bank Runs in an Infinite Horizon Economy," American Economic Review, American Economic Association, vol. 105(7), pages 2011-2043, July.
- Mark Gertler & Nobuhiro Kiyotaki, 2014. "Banking, Liquidity and Bank Runs in an Infinite Horizon Economy," IMES Discussion Paper Series 14-E-05, Institute for Monetary and Economic Studies, Bank of Japan.
- Mark Gertler & Nobuhiro Kiyotaki, 2013. "Banking, Liquidity and Bank Runs in an Infinite-Horizon Economy," NBER Working Papers 19129, National Bureau of Economic Research, Inc.
- Bennett T. McCallum, 2007.
"Monetary Policy in East Asia: The Case of Singapore,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 25(S1), pages 13-28, December.
- Bennett T. McCallum, 2007. "Monetary Policy in East Asia: the Case of Singapore," IMES Discussion Paper Series 07-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Takatoshi Ito, 2010.
"Great Inflation and Central Bank Independence in Japan,"
NBER Working Papers
15726, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2013. "Great Inflation and Central Bank Independence in Japan," NBER Chapters, in: The Great Inflation: The Rebirth of Modern Central Banking, pages 357-387, National Bureau of Economic Research, Inc.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2018. "The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience," CARF F-Series CARF-F-442, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Takashi Kamihigashi, 2010.
"Recurrent Bubbles,"
Discussion Paper Series
DP2010-27, Research Institute for Economics & Business Administration, Kobe University, revised Nov 2010.
- Takashi Kamihigashi, 2011. "Recurrent Bubbles," The Japanese Economic Review, Japanese Economic Association, vol. 62(1), pages 27-62, March.
- Dorrucci, Ettore & Pula, Gabor & Santabárbara, Daniel, 2013.
"China's economic growth and rebalancing,"
Occasional Paper Series
142, European Central Bank.
- Ettore Dorrucci & Gabor Pula & Daniel Santabárbara, 2013. "China’s economic growth and rebalancing," Occasional Papers 1301, Banco de España.
- Umino, Shingo, 2014. "Real-time estimation of the equilibrium real interest rate: Evidence from Japan," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 17-32.
- Stefan Angrick, 2015. "Global Liquidity and Monetary Policy Autonomy," IMK Working Paper 159-2015, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- W. R. Garside, 2012. "Japan’s Great Stagnation," Books, Edward Elgar Publishing, number 14624, March.
- Seidman, Laurence & Lewis, Kenneth, 2015. "Stimulus without debt in a severe recession," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 945-960.
- Iiboshi, Hirokuni & Umeda, Masanobu & Wakita, Shigeru, 2008. "Monetary Policy in Japan Reconsidered: A Regime-switching VAR Analysis," MPRA Paper 87391, University Library of Munich, Germany.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2019. "The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience," Bank of Japan Working Paper Series 19-E-13, Bank of Japan.
- Daniel Leigh, 2010. "Monetary Policy and the Lost Decade: Lessons from Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(5), pages 833-857, August.
- Takatoshi Ito, 2009. "Comment on "Did the Japanese Stock Market Appropriately Price the Takenaka Financial Reform?"," NBER Chapters, in: Financial Sector Development in the Pacific Rim, pages 341-345, National Bureau of Economic Research, Inc.
- Michelis, Andrea De & Iacoviello, Matteo, 2016.
"Raising an inflation target: The Japanese experience with Abenomics,"
European Economic Review, Elsevier, vol. 88(C), pages 67-87.
- Andrea De Michelis & Matteo Iacoviello, 2016. "Raising an Inflation Target : The Japanese Experience with Abenomics," International Finance Discussion Papers 1168, Board of Governors of the Federal Reserve System (U.S.).
- Takatoshi Ito, 2016. "Japanization: Is it Endemic or Epidemic?," NBER Working Papers 21954, National Bureau of Economic Research, Inc.
- Kenneth Kuttner, 2011. "Monetary Policy and Asset Price Volatility: Should We Refill the Bernanke-Gertler Prescription?," Department of Economics Working Papers 2011-04, Department of Economics, Williams College, revised Jun 2011.
- Mitsuhiro Fukao, 2010. "Financial Crisis and Long-term Stagnation in Japan: Fiscal Consolidation under Deflationary Pressures," Keio/Kyoto Joint Global COE Discussion Paper Series 2010-010, Keio/Kyoto Joint Global COE Program.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2018. "The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience," Working Papers on Central Bank Communication 001, University of Tokyo, Graduate School of Economics.
- Akhand Akhtar Hossain, 2015. "The Evolution of Central Banking and Monetary Policy in the Asia-Pacific," Books, Edward Elgar Publishing, number 14611, March.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2016. "The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience," CARF F-Series CARF-F-388, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Lee, Hsiu-Yun & Lai, Hung-Pin, 2011. "A structural threshold model of the exchange rate under optimal intervention," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 931-946, October.
- Mahito Uchida, 2014. "Towards the end of deflation in Japan ?," Post-Print hal-03627437, HAL.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2016. "The Formation of Consumer Inflation Expectations:Evidence From Japan's Deflation Experience," UTokyo Price Project Working Paper Series 067, University of Tokyo, Graduate School of Economics.
- Mr. David Cook & Woon Gyu Choi, 2007. "Financial Market Risk and U.S. Money Demand," IMF Working Papers 2007/089, International Monetary Fund.
- Daniel Leigh, 2010. "Monetary Policy and the Lost Decade: Lessons from Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(5), pages 833-857, August.
- Peterson, George E. & Kaganova, Olga, 2010. "Integrating land financing into subnational fiscal management," Policy Research Working Paper Series 5409, The World Bank.
- Gregor Bäurle & Daniel Kaufmann, 2018. "Measuring Exchange Rate, Price, and Output Dynamics at the Effective Lower Bound," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(6), pages 1243-1266, December.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018.
"Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization,"
FEDS Notes
2017-01-09, Board of Governors of the Federal Reserve System (U.S.).
- Takatoshi Ito & Andrew K. Rose, 2006.
"Monetary Policy with Very Low Inflation in the Pacific Rim,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_06-1, February.
Cited by:
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018.
"Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization,"
FEDS Notes
2017-01-09, Board of Governors of the Federal Reserve System (U.S.).
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," Finance and Economics Discussion Series 2018-002, Board of Governors of the Federal Reserve System (U.S.).
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal implications of the Federal Reserve's balance sheet normalization," Staff Reports 833, Federal Reserve Bank of New York.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2019. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 255-306, December.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization," Liberty Street Economics 20180109, Federal Reserve Bank of New York.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization," FEDS Notes 2018-01-09-2, Board of Governors of the Federal Reserve System (U.S.).
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," Working Papers 747, Federal Reserve Bank of Minneapolis.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," FRB Atlanta Working Paper 2018-7, Federal Reserve Bank of Atlanta.
- Mark Gertler & Nobuhiro Kiyotaki, 2013.
"Banking, Liquidity and Bank Runs in an Infinite Horizon Economy,"
2013 Meeting Papers
59, Society for Economic Dynamics.
- Mark Gertler & Nobuhiro Kiyotaki, 2015. "Banking, Liquidity, and Bank Runs in an Infinite Horizon Economy," American Economic Review, American Economic Association, vol. 105(7), pages 2011-2043, July.
- Mark Gertler & Nobuhiro Kiyotaki, 2014. "Banking, Liquidity and Bank Runs in an Infinite Horizon Economy," IMES Discussion Paper Series 14-E-05, Institute for Monetary and Economic Studies, Bank of Japan.
- Mark Gertler & Nobuhiro Kiyotaki, 2013. "Banking, Liquidity and Bank Runs in an Infinite-Horizon Economy," NBER Working Papers 19129, National Bureau of Economic Research, Inc.
- Bennett T. McCallum, 2007.
"Monetary Policy in East Asia: The Case of Singapore,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 25(S1), pages 13-28, December.
- Bennett T. McCallum, 2007. "Monetary Policy in East Asia: the Case of Singapore," IMES Discussion Paper Series 07-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Takatoshi Ito, 2010.
"Great Inflation and Central Bank Independence in Japan,"
NBER Working Papers
15726, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2013. "Great Inflation and Central Bank Independence in Japan," NBER Chapters, in: The Great Inflation: The Rebirth of Modern Central Banking, pages 357-387, National Bureau of Economic Research, Inc.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2018. "The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience," CARF F-Series CARF-F-442, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Stefan Angrick, 2015. "Global Liquidity and Monetary Policy Autonomy," IMK Working Paper 159-2015, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- W. R. Garside, 2012. "Japan’s Great Stagnation," Books, Edward Elgar Publishing, number 14624, March.
- Seidman, Laurence & Lewis, Kenneth, 2015. "Stimulus without debt in a severe recession," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 945-960.
- Iiboshi, Hirokuni & Umeda, Masanobu & Wakita, Shigeru, 2008. "Monetary Policy in Japan Reconsidered: A Regime-switching VAR Analysis," MPRA Paper 87391, University Library of Munich, Germany.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2019. "The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience," Bank of Japan Working Paper Series 19-E-13, Bank of Japan.
- Daniel Leigh, 2010. "Monetary Policy and the Lost Decade: Lessons from Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(5), pages 833-857, August.
- Takatoshi Ito, 2016. "Japanization: Is it Endemic or Epidemic?," NBER Working Papers 21954, National Bureau of Economic Research, Inc.
- Kenneth Kuttner, 2011. "Monetary Policy and Asset Price Volatility: Should We Refill the Bernanke-Gertler Prescription?," Department of Economics Working Papers 2011-04, Department of Economics, Williams College, revised Jun 2011.
- Mitsuhiro Fukao, 2010. "Financial Crisis and Long-term Stagnation in Japan: Fiscal Consolidation under Deflationary Pressures," Keio/Kyoto Joint Global COE Discussion Paper Series 2010-010, Keio/Kyoto Joint Global COE Program.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2018. "The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience," Working Papers on Central Bank Communication 001, University of Tokyo, Graduate School of Economics.
- Akhand Akhtar Hossain, 2015. "The Evolution of Central Banking and Monetary Policy in the Asia-Pacific," Books, Edward Elgar Publishing, number 14611, March.
- Moussa, Zakaria, 2010. "The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model," MPRA Paper 29429, University Library of Munich, Germany.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2016. "The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience," CARF F-Series CARF-F-388, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Lee, Hsiu-Yun & Lai, Hung-Pin, 2011. "A structural threshold model of the exchange rate under optimal intervention," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 931-946, October.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2016. "The Formation of Consumer Inflation Expectations:Evidence From Japan's Deflation Experience," UTokyo Price Project Working Paper Series 067, University of Tokyo, Graduate School of Economics.
- Mr. David Cook & Woon Gyu Choi, 2007. "Financial Market Risk and U.S. Money Demand," IMF Working Papers 2007/089, International Monetary Fund.
- Gregor Bäurle & Daniel Kaufmann, 2018. "Measuring Exchange Rate, Price, and Output Dynamics at the Effective Lower Bound," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(6), pages 1243-1266, December.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018.
"Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization,"
FEDS Notes
2017-01-09, Board of Governors of the Federal Reserve System (U.S.).
- Yung Chul Park & Takatoshi Ito & Yunjong Wang (ed.), 2005.
"A New Financial Market Structure for East Asia,"
Books,
Edward Elgar Publishing, number 3528, March.
Cited by:
- George M. von Furstenberg, 2007. "Aspects, Models and Measures for Assessing the Competitiveness of International Financial Services in a Particular Location," Working Papers 182007, Hong Kong Institute for Monetary Research.
- George Furstenberg, 2008.
"Assessing the Competitiveness of International Financial Services in Particular Locations: A Survey of Methods and Perspectives,"
Open Economies Review, Springer, vol. 19(4), pages 539-556, September.
- George von Furstenberg, 2007. "Assessing the Competitiveness of International Financial Services in Particular Locations: A Survey of Methods and Perspectives," CAEPR Working Papers 2007-024, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Das Dilip K., 2014. "Evolving Domestic Bond Markets and Financial Deepening in Asia," Global Economy Journal, De Gruyter, vol. 14(1), pages 89-112, June.
- Daekeun Park & Inseok Shin, 2013. "What Hinders Cross-Border Portfolio Investment In East Asia?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 58(02), pages 1-22.
- Anders C. Johansson, 2011.
"Financial Markets in East Asia and Europe during the Global Financial Crisis,"
The World Economy, Wiley Blackwell, vol. 34, pages 1088-1105, July.
- Johansson, Anders C., 2010. "Financial Markets in East Asia and Europe during the Global Financial Crisis," Working Paper Series 2010-13, Stockholm School of Economics, China Economic Research Center.
- Salem Boubakri & Cyriac Guillaumin, 2015.
"Regional integration of the East Asian stock markets : an empirical assessment,"
Post-Print
halshs-01195916, HAL.
- Boubakri, Salem & Guillaumin, Cyriac, 2015. "Regional integration of the East Asian stock markets: An empirical assessment," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 136-160.
- Catherine Figuière & Laëtitia Guilhot & Cyriac Guillaumin, 2013.
"La question du régime de change en Asie de l'Est : vers un bloc monétaire régional ?,"
Post-Print
halshs-00828873, HAL.
- Catherine Figuière & Laëtitia Guilhot & Cyriac Guillaumin, 2013. "La question du régime de change en Asie de l'Est : Vers un bloc monétaire régional ?," Revue d'économie politique, Dalloz, vol. 123(2), pages 265-298.
- Eichengreen, Barry, 2006. "Global Imbalances and the Asian Economies: Implications for Regional Cooperation," Working Papers on Regional Economic Integration 4, Asian Development Bank.
- Dobson, Wendy & Masson, Paul R., 2009. "Will the renminbi become a world currency?," China Economic Review, Elsevier, vol. 20(1), pages 124-135, March.
- Gatfaoui, Hayette, 2013. "Translating financial integration into correlation risk: A weekly reporting's viewpoint for the volatility behavior of stock markets," Economic Modelling, Elsevier, vol. 30(C), pages 776-791.
- Subhan, M. Nuruddin, 2021. "Analysis of Banking Risk, Good Corporate Governance, Capital and Earning Influences on the Indonesia’s Commercial Bank Performances," OSF Preprints vqm9y, Center for Open Science.
- Robert N. McCauley & Eric Chan, 2009. "Hong Kong and Shanghai: Yesterday, Today and Tomorrow," NBER Chapters, in: Financial Sector Development in the Pacific Rim, pages 13-37, National Bureau of Economic Research, Inc.
- T.P. Bhat, 2013. "Yuan: Towards an International Reserve Currency," India Quarterly: A Journal of International Affairs, , vol. 69(3), pages 249-263, September.
- Philip Lane & Sergio Schmukler, 2007. "The Evolving Role of China and India in the Global Financial System," Open Economies Review, Springer, vol. 18(4), pages 499-520, September.
- Takatoshi Ito & Andrew K. Rose, 2005.
"International Trade in East Asia,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_05-1, February.
Cited by:
- Richard E. Baldwin, 2011.
"Multilateralising Regionalism: Spaghetti Bowls as Building Blocks on the Path to Global Free Trade,"
Chapters, in: Miroslav N. Jovanović (ed.), International Handbook on the Economics of Integration, Volume I, chapter 2,
Edward Elgar Publishing.
- Richard E. Baldwin, 2006. "Multilateralising Regionalism: Spaghetti Bowls as Building Blocs on the Path to Global Free Trade," The World Economy, Wiley Blackwell, vol. 29(11), pages 1451-1518, November.
- Richard Baldwin, 2006. "Multilateralising Regionalism: Spaghetti Bowls as Building Blocs on the Path to Global Free Trade," NBER Working Papers 12545, National Bureau of Economic Research, Inc.
- Baldwin, Richard, 2006. "Multilateralising Regionalism: Spaghetti Bowls as Building Blocs on the Path to Global Free Trade," CEPR Discussion Papers 5775, C.E.P.R. Discussion Papers.
- Francois, Joseph & Wörz, Julia, 2006.
"Rags in the High Rent District: The Evolution of Quota Rents in Textiles and Clothing,"
CEPR Discussion Papers
5477, C.E.P.R. Discussion Papers.
- Joseph Francois & Julia Woerz, 0000. "Rags in the High Rent District: the Evolution of Quota Rents in Textiles and Clothing," Tinbergen Institute Discussion Papers 06-007/2, Tinbergen Institute.
- Joseph F. Francois & Julia Wörz, 2006. "Rags in the High Rent District: The Evolution of Quota Rents in Textiles and Clothing," wiiw Working Papers 37, The Vienna Institute for International Economic Studies, wiiw.
- Joseph Francois & Julia Woerz, 2006. "Rags in the High Rent District: the Evolution of Quota Rents in Textiles and Clothing," The Institute for International Integration Studies Discussion Paper Series iiisdp121, IIIS.
- Francois, Joseph & Woerz, Julia, 2009. "Non-linear panel estimation of import quotas: The evolution of quota premiums under the ATC," Journal of International Economics, Elsevier, vol. 78(2), pages 181-191, July.
- Obashi, Ayako, 2010.
"Stability of production networks in East Asia: Duration and survival of trade,"
Japan and the World Economy, Elsevier, vol. 22(1), pages 21-30, January.
- Ayako Obashi, 2008. "Stability of Production Networks in East Asia: Duration and Survival of Trade," Keio/Kyoto Joint Global COE Discussion Paper Series 2008-002, Keio/Kyoto Joint Global COE Program.
- Ayako OBASHI, 2009. "Stability of Production Networks in East Asia: Duration and Survival of Trade," Working Papers d006, Economic Research Institute for ASEAN and East Asia (ERIA).
- Tan, Yong, 2016. "The Impact of Demand Shocks on Firm-Level Offshoring Behavior: Theory and Evidence," MPRA Paper 73734, University Library of Munich, Germany.
- Carolyn L. Evans & Shane M. Sherlund, 2011. "Are Antidumping Duties for Sale? Case‐Level Evidence on the Grossman‐Helpman Protection for Sale Model," Southern Economic Journal, John Wiley & Sons, vol. 78(2), pages 330-357, October.
- Dennis J. Snower & Alessio J. G. Brown & Christian Merkl, 2009. "Globalization and the Welfare State: A Review of Hans-Werner Sinn's Can Germany Be Saved?," Journal of Economic Literature, American Economic Association, vol. 47(1), pages 136-158, March.
- ANDO Mitsuyo & KIMURA Fukunari, 2015.
"Globalization and Domestic Operations: Applying the JC/JD method to Japanese manufacturing firms,"
Discussion papers
15010, Research Institute of Economy, Trade and Industry (RIETI).
- Mitsoyo Ando & Fukunari Kimura, 2015. "Globalization and Domestic Operations: Applying the JC/JD Method to Japanese Manufacturing Firms," Asian Economic Papers, MIT Press, vol. 14(2), pages 1-35, Summer.
- Liu, Meng-chun & Chen, Shin-Horng, 2012. "MNCs’ offshore R&D networks in host country's regional innovation system: The case of Taiwan-based firms in China," Research Policy, Elsevier, vol. 41(6), pages 1107-1120.
- Richard Pomfret & Uwe Kaufmann & Christopher Findlay, 2010. "Are Preferential Tariffs Utilized? Evidence from Australian Imports, 2000-9," School of Economics and Public Policy Working Papers 2010-13, University of Adelaide, School of Economics and Public Policy.
- Kawai, Masahiro & Zhai, Fan, 2009. "China-Japan-United States integration amid global rebalancing: A computable general equilibrium analysis," Journal of Asian Economics, Elsevier, vol. 20(6), pages 688-699, November.
- Sequeira, Sandra, 2016.
"Corruption, trade costs, and gains from tariff liberalization: evidence from Southern Africa,"
LSE Research Online Documents on Economics
68286, London School of Economics and Political Science, LSE Library.
- Sandra Sequeira, 2016. "Corruption, Trade Costs, and Gains from Tariff Liberalization: Evidence from Southern Africa," American Economic Review, American Economic Association, vol. 106(10), pages 3029-3063, October.
- Richard Baldwin & Frederic Robert-Nicoud, 2008.
"Offshoring: General Equilibrium Effects on Wages, Production and Trade,"
Development Working Papers
250, Centro Studi Luca d'Agliano, University of Milano.
- Baldwin, Richard E. & Robert-Nicoud, Frédéric, 2007. "Offshoring: general equilibrium effects on wages, production and trade," LSE Research Online Documents on Economics 19720, London School of Economics and Political Science, LSE Library.
- Baldwin, Richard & Robert-Nicoud, Frédéric, 2007. "Offshoring: General Equilibrium Effects on Wages, Production and Trade," CEPR Discussion Papers 6218, C.E.P.R. Discussion Papers.
- Richard E. Baldwin & Frédéric Robert-Nicoud, 2007. "Offshoring: General Equilibrium Effects on Wages, Production and Trade," CEP Discussion Papers dp0794, Centre for Economic Performance, LSE.
- Richard Baldwin & Frederic Robert-Nicoud, 2007. "Offshoring: General Equilibrium Effects on Wages, Production and Trade," NBER Working Papers 12991, National Bureau of Economic Research, Inc.
- Richard Pomfret, 2011. "Regional Integration in East Asia," Chapters, in: Miroslav N. Jovanović (ed.), International Handbook on the Economics of Integration, Volume I, chapter 16, Edward Elgar Publishing.
- Laike Yang, 2014. "Production Sharing in East Asia: China’s Position, Trade Pattern and Technology upgrading," Competence Centre on Money, Trade, Finance and Development 1407, Hochschule fuer Technik und Wirtschaft, Berlin.
- Shiro Armstrong, 2010. "Taiwan's Asia Pacific Economic Strategies Post-ECFA," EABER Working Papers 22810, East Asian Bureau of Economic Research.
- Kimura, Fukunari & Obashi, Ayako, 2011.
"Production Networks in East Asia: What We Know So Far,"
ADBI Working Papers
320, Asian Development Bank Institute.
- Fukunari Kimura & Ayako Obashi, 2016. "Production Networks in East Asia: What We Know So Far," ADB Institute Series on Development Economics, in: Ganeshan Wignaraja (ed.), Production Networks and Enterprises in East Asia, edition 1, chapter 0, pages 33-64, Springer.
- Fukunari Kimura & Ayako Obashi, 2011. "Production Networks in East Asia : What We Know So Far," Trade Working Papers 23216, East Asian Bureau of Economic Research.
- Fukunari Kimura & Ayako Obashi, 2011. "Production Networks in East Asia : What We Know So Far," Microeconomics Working Papers 23216, East Asian Bureau of Economic Research.
- Henryk Gurgul & Lukasz Lach, 2016.
"Comparative advantage of the EU in global value chains: How important and efficient are new EU members in transition?,"
Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 17(1), pages 21-58.
- Gurgul, Henryk & Lach, Łukasz, 2016. "Comparative advantage of the EU in global value chains: How important and efficient are new EU members in transition?," MPRA Paper 72738, University Library of Munich, Germany.
- Dr.Ayako OBASHI, 2009.
"Resiliency of Production Networks in Asia: Evidence from the Asian Crisis,"
Working Papers
DP-2009-21, Economic Research Institute for ASEAN and East Asia (ERIA).
- Ayako Obashi, 2011. "Resiliency of production networks in Asia: Evidence from the Asian crisis," STUDIES IN TRADE AND INVESTMENT, in: Trade-led growth: A sound strategy for Asia, chapter 3, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP).
- Ayako Obashi, 2009. "Resiliency of Production Networks in Asia: Evidence from the Asian Crisis," Keio/Kyoto Joint Global COE Discussion Paper Series 2009-005, Keio/Kyoto Joint Global COE Program.
- Tzu-Han YANG & Deng-Shing HUANG, 2011. "Multinational Corporations, FDI and the East Asian Economic Integration," Discussion papers 11071, Research Institute of Economy, Trade and Industry (RIETI).
- Fukunari Kimura, 2009. "The Nature and Characteristics of Production Networks in East Asia: Evidences from Micro/Panel Data Analyses," Global COE Hi-Stat Discussion Paper Series gd09-093, Institute of Economic Research, Hitotsubashi University.
- Nobuaki Yamashita & Kyoji Fukao, 2009.
"Expansion Abroad and Jobs at Home - Evidence from Japanese Multinational Enterprises,"
Macroeconomics Working Papers
22707, East Asian Bureau of Economic Research.
- Nobuaki Yamashita & Kyoji Fukao, 2008. "Expansion Abroad and Jobs at Home: Evidence from Japanese Multinational Enterprises," Asia Pacific Economic Papers 377, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
- Yamashita, Nobuaki & Fukao, Kyoji, 2010. "Expansion abroad and jobs at home: Evidence from Japanese multinational enterprises," Japan and the World Economy, Elsevier, vol. 22(2), pages 88-97, March.
- Kyoji Fukao & Toshihiro Okubo, 2008.
"Why Has the Border Effect in the Japanese Machinery Sectors Declined? The Role of Business Networks in East Asian-Machinery Trade,"
Hi-Stat Discussion Paper Series
d07-238, Institute of Economic Research, Hitotsubashi University.
- Kyoji Fukao & Toshihiro Okubo, 2011. "Why Has the Border Effect in the Japanese Machinery Sectors Declined? The role of business networks in East Asian machinery trade," Keio/Kyoto Joint Global COE Discussion Paper Series 2011-007, Keio/Kyoto Joint Global COE Program.
- Kyoji Fukao & Toshihiro Okubo, 2011. "Why Has the Border Effect in the Japanese Machinery Sectors Declined? The Role of Business Networks in East Asian Machinery Trade," Global COE Hi-Stat Discussion Paper Series gd11-197, Institute of Economic Research, Hitotsubashi University.
- Fukao, Kyoji & Okubo, Toshihiro, 2011. "Why Has the Border Effect in the Japanese Machinery Sectors Declined?: The Role of Business Networks in East Asian Machinery Trade," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 26, pages 651-671.
- Lee, Hiro & Owen, Robert F. & van der Mensbrugghe, Dominique, 2009.
"Regional integration in Asia and its effects on the EU and North America,"
Journal of Asian Economics, Elsevier, vol. 20(3), pages 240-254, May.
- Hiro Lee & Robert F. Owen & Dominique van der Mensbrugghe, 2008. "Regional Integration in Asia and Its Effects on the EU and North America," OSIPP Discussion Paper 08E012, Osaka School of International Public Policy, Osaka University.
- Ralph Paprzycki & Keiko Ito, 2010. "Investment, Production and Trade Networks as Drivers of East Asian Integration," Global COE Hi-Stat Discussion Paper Series gd09-117, Institute of Economic Research, Hitotsubashi University.
- Baldwin, Richard, 2010.
"Unilateral tariff liberalisation,"
CEPR Discussion Papers
8162, C.E.P.R. Discussion Papers.
- Richard Baldwin, 2011. "Unilateral tariff liberalisation," Global COE Hi-Stat Discussion Paper Series gd10-159, Institute of Economic Research, Hitotsubashi University.
- Richard Baldwin, 2010. "Unilateral Tariff Liberalisation," NBER Working Papers 16600, National Bureau of Economic Research, Inc.
- Mitsuyo Ando & Fukunari Kimura, 2013. "Expanding Fragmentation Of Production In East Asia And Domestic Operations: Further Evidence From Japanese Manufacturing Firms," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-43.
- Otsuki, Tsunehiro & Honda, Keiichiro & Michida, Etsuyo & Nabeshima, Kaoru & Ueki, Yasushi, 2015. "Effects of RoHs and REACH regulations on firm-level production and export, and the role of global value chains : the cases of Malaysia and Vietnam," IDE Discussion Papers 526, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Kent Matthews, 2014. "Cost Inefficiency in the Pakistan Banking Sector 2002-2009," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 10, pages 1-20.
- Mitsuyo Ando, 2020. "Further Development of International Production Networks and Job Reallocation in Japan," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 16(1), pages 135-162, February.
- Philippe Martin & Hélène Rey, 2006.
"Globalization and Emerging Markets: With or Without Crash?,"
SciencePo Working papers Main
hal-01021349, HAL.
- Philippe Martin & Hélène Rey, 2006. "Globalization and Emerging Markets: With or Without Crash?," Post-Print hal-01021349, HAL.
- Hélène Rey & Philippe Martin, 2006. "Globalization and Emerging Markets: With or Without Crash?," American Economic Review, American Economic Association, vol. 96(5), pages 1631-1651, December.
- Philippe Martin & Helene Rey, 2006. "Globalization and Emerging Markets: With or without Crash?," Post-Print halshs-00176903, HAL.
- Philippe Martin & Hélène Rey, 2005. "Globalization and Emerging Markets: With or Without Crash?," NBER Working Papers 11550, National Bureau of Economic Research, Inc.
- Helene Rey & Philippe Martin, 2005. "Globalization and Emerging Markets: With or Without Crash?," 2005 Meeting Papers 152, Society for Economic Dynamics.
- Martin, Philippe & Rey, Hélène, 2005. "Globalization and Emerging Markets: With or Without Crash?," CEPR Discussion Papers 5165, C.E.P.R. Discussion Papers.
- Philippe Martin & Helene Rey, 2006. "Globalization and Emerging Markets: With or without Crash?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00176903, HAL.
- Michael G. Plummer & Ganeshan Wignaraja, 2006.
"The Post-Crisis Sequencing of Economic Integration in Asia: Trade as a Complement to a Monetary Future,"
Economie Internationale, CEPII research center, issue 107, pages 59-85.
- Plummer, Michael G. & Wignaraja, Ganeshan, 2007. "The Post-Crisis Sequencing of Economic Integration in Asia: Trade as a Complement to a Monetary Future," Working Papers on Regional Economic Integration 9, Asian Development Bank.
- Michael G. Plummer & Ganeshan Wignaraja, 2007. "The Post-Crisis Sequencing of Economic Integration in Asia: Trade as a Complement to a Monetary Future," Working Paper series 12_07, Rimini Centre for Economic Analysis.
- Hayakawa, Kazunobu & Kimura, Fukunari, 2008. "The Effect of Exchange Rate Volatility on International Trade: The Implication for Production Networks in East Asia," IDE Discussion Papers 156, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Julen Berasaluce & José Romero, 2015. "Exports, imports, FDI and GDP in the Republic of Korea: 1980-2014," Serie documentos de trabajo del Centro de Estudios Económicos 2015-06, El Colegio de México, Centro de Estudios Económicos.
- Arvis, Jean-François & Shepherd, Ben, 2011. "The air connectivity index : measuring integration in the global air transport network," Policy Research Working Paper Series 5722, The World Bank.
- Ayako Obashi & Fukunari Kimura, 2021. "New Developments in International Production Networks: Impact of Digital Technologies," Asian Economic Journal, East Asian Economic Association, vol. 35(2), pages 115-141, June.
- Sasahara, Akira, 2018.
"Explaining the Employment Effect of Exports: Value-Added Content Matters,"
MPRA Paper
89731, University Library of Munich, Germany.
- Sasahara, Akira, 2019. "Explaining the employment effect of exports: Value-added content matters," Journal of the Japanese and International Economies, Elsevier, vol. 52(C), pages 1-21.
- Akira Sasahara, 2018. "Explaining the Employment Effect of Exports: Value-Added Content Matters," NBER Chapters, in: Globalization and Welfare Impacts of International Trade, National Bureau of Economic Research, Inc.
- Vries, Gaaitzen J. de & Stehrer, Robert & Los, Bart & Erumban, Abdul Azeez & Timmer, Marcel, 2013.
"Slicing Up Global Value Chains,"
GGDC Research Memorandum
GD-135, Groningen Growth and Development Centre, University of Groningen.
- Marcel P. Timmer & Abdul Azeez Erumban & Bart Los & Robert Stehrer & Gaaitzen J. de Vries, 2014. "Slicing Up Global Value Chains," Journal of Economic Perspectives, American Economic Association, vol. 28(2), pages 99-118, Spring.
- Richard Pomfret, 2009. "Regionalism in the Asia-Pacific Region: How Wide, How Deep?," School of Economics and Public Policy Working Papers 2009-31, University of Adelaide, School of Economics and Public Policy.
- Baldwin, Richard E., 2007.
"Managing the Noodle Bowl: The Fragility of East Asian Regionalism,"
Working Papers on Regional Economic Integration
7, Asian Development Bank.
- Richard E. Baldwin, 2008. "Managing The Noodle Bowl: The Fragility Of East Asian Regionalism," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 53(03), pages 449-478.
- Baldwin, Richard, 2006. "Managing the Noodle Bowl: The Fragility of East Asian Regionalism," CEPR Discussion Papers 5561, C.E.P.R. Discussion Papers.
- Konon, Alexander, 2012. "Direct and Indirect Crisis Effects on International Trade or: Is There a Chance to Employ an Income Stimulus to Stimulate Exports?," MPRA Paper 36363, University Library of Munich, Germany.
- Shepherd, Ben & Pasadilla, Gloria, 2012. "Services as a New Engine of Growth for ASEAN, the People’s Republic of China, and India," ADBI Working Papers 349, Asian Development Bank Institute.
- Ando, Mitsuyo, 2006. "Fragmentation and vertical intra-industry trade in East Asia," The North American Journal of Economics and Finance, Elsevier, vol. 17(3), pages 257-281, December.
- Baldwin, Richard & Venables, Anthony J., 2013.
"Spiders and snakes: Offshoring and agglomeration in the global economy,"
Journal of International Economics, Elsevier, vol. 90(2), pages 245-254.
- Richard Baldwin & Anthony Venables, 2010. "Spiders and snakes: offshoring and agglomeration in the global economy," NBER Working Papers 16611, National Bureau of Economic Research, Inc.
- Venables, Anthony & Baldwin, Richard, 2010. "Spiders and Snakes: Offshoring and Agglomeration in the Global Economy," CEPR Discussion Papers 8163, C.E.P.R. Discussion Papers.
- Miraskari , Seyed Reza & Tayebi , Seyed Komail & Vaez Barzani , Mohammad, 2013. "An Analysis of International Outsourcing in Iran-China Trade Relations," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 8(1), pages 109-139, January.
- Chin Hee Hahn & Yong-Seok Choi, 2010. "China’s Rise and Production and Investment Growth in Korean Manufacturing Industries: Channels and the Effects," Chapters, in: Takatoshi Ito & Chin Hee Hahn (ed.), The Rise of China and Structural Changes in Korea and Asia, chapter 6, Edward Elgar Publishing.
- Aadil Nakhoda, 2015.
"The Influence of Industry Financial Composition on the Exports from Pakistan,"
Working Papers
id:7656, eSocialSciences.
- Aadil Nakhoda, 2014. "The Influence of Industry Financial Composition on the Exports from Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 10, pages 21-49.
- Aadil Nakhoda, 2014. "The Influence of Industry Financial Composition on the Exports from Pakistan," SBP Working Paper Series 67, State Bank of Pakistan, Research Department.
- Ahn, Sanghoon & Fukao, Kyoji & 深尾, 京司 & フカオ, キョウジ & Ito, Keiko & 伊藤, 恵子 & イトウ, ケイコ, 2009.
"The Impact of Outsourcing on the Japanese and South Korean Labor Markets: International Outsourcing of Intermediate Inputs and Assembly in East Asia,"
CEI Working Paper Series
2008-27, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Sanghoon Ahn & Kyoji Fukao & Keiko Ito, 2008. "The Impact of Outsourcing on the Japanese and South Korean Labor Markets: International Outsourcing of Intermediate Inputs and Assembly in East Asia," Global COE Hi-Stat Discussion Paper Series gd08-001, Institute of Economic Research, Hitotsubashi University.
- Kumagai, Satoru & Hayakawa, Kazunobu & Isono, Ikumo & Keola, Souknilanh & Tsubota, Kenmei, 2013.
"Geographical simulation analysis for logistics enhancement in Asia,"
Economic Modelling, Elsevier, vol. 34(C), pages 145-153.
- Kenmei Tsubota & Satoru Kumagai & Kazunobu Hayakawa & Ikumo Isono & Souknilanh Keola, 2013. "Geographical Simulation Analysis for Logistics Enhancement in Asia," EcoMod2013 5006, EcoMod.
- Kumagai, Satoru & Hayakawa, Kazunobu & Isono, Ikumo & Keola, Souknilanh & Tsubota, Kenmei, 2012. "Geographical simulation analysis for logistics enhancement in Asia," IDE Discussion Papers 369, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Hahn Chin Hee, 2012. "Learning-by-Exporting, Introduction of New Products, and Product Rationalization: Evidence from Korean Manufacturing," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 12(1), pages 1-37, May.
- Rafaelita M. Aldaba & Josef T. Yap, 2009.
"Investment and Capital Flows : Implications of the ASEAN Economic Community,"
Macroeconomics Working Papers
22949, East Asian Bureau of Economic Research.
- Rafaelita M. Aldaba & Josef T. Yap, 2009. "Investment and Capital Flows : Implications of the ASEAN Economic Community," Trade Working Papers 23087, East Asian Bureau of Economic Research.
- Yap, Josef T. & Aldaba, Rafaelita M., 2009. "Investment and Capital Flows: Implications of the ASEAN Economic Community," Discussion Papers DP 2009-01, Philippine Institute for Development Studies.
- Atsuko Matsumura, 2021. "Gravity analysis of trade for environmental goods focusing on bilateral tariff rates and regional integration," Asia-Pacific Journal of Regional Science, Springer, vol. 5(2), pages 477-511, June.
- René Belderbos & Kyoji Fukao & Keiko Ito & Wilko Letterie, 2013.
"Global Fixed Capital Investment by Multinational Firms,"
Economica, London School of Economics and Political Science, vol. 80(318), pages 274-299, April.
- Ren� BELDERBOS & FUKAO Kyoji & ITO Keiko & Wilko LETTERIE, 2010. "Global Fixed Capital Investment by Multinational Firms," Discussion papers 10044, Research Institute of Economy, Trade and Industry (RIETI).
- Mitsuyo Ando & Fukunari Kimura, 2014.
"Evolution of Machinery Production Networks: Linkage of North America with East Asia,"
Asian Economic Papers, MIT Press, vol. 13(3), pages 121-160, Fall.
- Mitsuyo ANDO & Fukunari KIMURA, 2013. "Evolution of Machinery Production Networks: Linkage of North America with East Asia," Working Papers DP-2013-32, Economic Research Institute for ASEAN and East Asia (ERIA).
- VANDENBUSSCHE, Hylke & DI COMITE, Francesco & ROVEGNO, Laura & VIEGELAHN, Christian, 2011.
"Moving up the quality ladder? EU-China trade dynamics in clothing,"
LIDAM Discussion Papers CORE
2011067, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Vandenbussche, Hylke & Di Comite, Francesco & Viegelahn, Christian & Rovegno, Laura, 2011. "Moving up the Quality ladder? EU-China Trade Dynamics in Clothing," CEPR Discussion Papers 8725, C.E.P.R. Discussion Papers.
- Hylke VANDENBUSSCHE & Francesco DI COMITE & Laura ROVEGNO & Christian VIEGELAHN, 2011. "Moving up the Quality ladder? EU-China Trade Dynamics in Clothing," LIDAM Discussion Papers IRES 2011047, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Defever, Fabrice & Heid, Benedikt & Larch, Mario, 2015.
"Spatial exporters,"
Journal of International Economics, Elsevier, vol. 95(1), pages 145-156.
- Fabrice Defever & Benedikt Heid & Mario Larch, 2011. "Spatial Exporters," CEP Discussion Papers dp1100, Centre for Economic Performance, LSE.
- Defever, Fabrice & Heid, Benedikt & Larch, Mario, 2011. "Spatial exporters," LSE Research Online Documents on Economics 121926, London School of Economics and Political Science, LSE Library.
- Fabrice Defever & Benedikt Heid & Mario Larch, 2011. "Spatial Exporters," CESifo Working Paper Series 3672, CESifo.
- Yoshifumi Fukunaga & Ponciano Intal & Fukunari Kimura & Phoumin Han & Philippa Dee & Narjoko Dionisius & OUM Sothea, . "ASEAN Rising: ASEAN and AEC Beyond 2015," Books, Economic Research Institute for ASEAN and East Asia (ERIA), number 2013-asean-rising edited by Yoshifumi Fukunaga & Ponciano Intal, Jr. & Fukunari Kimura & Phoumin Han & Philippa Dee & Narjoko Di, September.
- ANDO Mitsuyo & IRIYAMA Akie, 2009. "International Production Networks and Export/Import Responsiveness to Exchange Rates: The case of Japanese manufacturing firms," Discussion papers 09049, Research Institute of Economy, Trade and Industry (RIETI).
- Pierluigi Montalbano & Silvia Nenci & Emiliano Magrini, 2014.
"Are the EU trade preferences really effective? A generalized propensity score evaluation of the Southern Mediterranea countries’ case in Agriculture and Fishery,"
Departmental Working Papers of Economics - University 'Roma Tre'
0188, Department of Economics - University Roma Tre.
- Emiliano Magrini & Pierluigi Montalbano & Silvia Nenci, 2014. "Are EU trade preferences really effective? A Generalized Propensity Score evaluation of the Southern Mediterranean countries's case in agriculture and fishery," FOODSECURE Working papers 23, LEI Wageningen UR.
- Emiliano Magrini & Pierluigi Montalbano & Silvia Nenci, 2013. "Are the EU trade preferences really effective? A Generalized Propensity Score evaluation of the Southern Mediterranean Countries' case in agriculture and fishery," Working Papers 2/13, Sapienza University of Rome, DISS.
- Liu, Wen-Hsien & Tsai, Pan-Long & Tsay, Ching-Lung, 2015. "Domestic impacts of outward FDI in Taiwan: Evidence from panel data of manufacturing firms," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 469-484.
- Nobuaki Yamashita, 2008.
"The Impact of Production Fragmentation on Skill Upgrading: New Evidence from Japanese Manufacturing,"
Departmental Working Papers
2008-06, The Australian National University, Arndt-Corden Department of Economics.
- Yamashita, Nobuaki, 2008. "The impact of production fragmentation on skill upgrading: New evidence from Japanese manufacturing," Journal of the Japanese and International Economies, Elsevier, vol. 22(4), pages 545-565, December.
- Lord, Montague & Artuso, Fabio & Record, Richard & Clarke, Julian, 2014.
"Trading Costs in East Asia’s Global Value Chains,"
MPRA Paper
66437, University Library of Munich, Germany.
- Lord, Montague & Clarke, Julian & Record, Richard & Artuso, Fabio, 2014. "Trading Costs in East Asia’s Global Value Chains," MPRA Paper 61061, University Library of Munich, Germany.
- Lord, Montague, 2014. "Trading Costs in East Asia’s Global Value Chains," MPRA Paper 61080, University Library of Munich, Germany.
- Philipp Harms & Jaewon Jung & Oliver Lorz, 2014.
"Offshoring and Sequential Production Chains: A General-Equilibrium Analysis,"
Working Papers
14.01, Swiss National Bank, Study Center Gerzensee.
- Philipp Harms & Jaewon Jung & Oliver Lorz, 2016. "Offshoring and Sequential Production Chains: A General Equilibrium Analysis," Working Papers 1607, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
- Philipp Harms & Jaewon Jung & Oliver Lorz, 2014. "Offshoring and Sequential Production Chains: A General-Equilibrium Analysis," MAGKS Papers on Economics 201402, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Philipp Harms & Jaewon Jung & Oliver Lorz, 2017. "Offshoring and Sequential Production Chains: A General Equilibrium Analysis," THEMA Working Papers 2017-25, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Philipp Harms & Jaewon Jung & Oliver Lorz, 2021. "Offshoring and sequential production chains: A general equilibrium analysis," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(2), pages 623-647, May.
- Baldwin, Richard, 2009. "Integration of the North American economy and new-paradigm globalisation," CEPR Discussion Papers 7523, C.E.P.R. Discussion Papers.
- Gianluca OREFICE & Nadia ROCHA, 2011.
"Deep integration and production networks: an empirical analysis,"
Departmental Working Papers
2011-24, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Orefice, Gianluca & Rocha, Nadia, 2011. "Deep integration and production networks: An empirical analysis," WTO Staff Working Papers ERSD-2011-11, World Trade Organization (WTO), Economic Research and Statistics Division.
- Gianluca Orefice & Nadia Rocha, 2014. "Deep Integration and Production Networks: An Empirical Analysis," The World Economy, Wiley Blackwell, vol. 37(1), pages 106-136, January.
- Kimura, Fukunari & Chang, Mateus Silva, 2017.
"Industrialization and poverty reduction in East Asia: Internal labor movements matter,"
Journal of Asian Economics, Elsevier, vol. 48(C), pages 23-37.
- Fukunari Kimura & Mateus Silva Chang, 2016. "Industrialization and Poverty Reduction in East Asia: Internal Labor Movements Matter," Keio-IES Discussion Paper Series 2016-022, Institute for Economics Studies, Keio University.
- Erler, Alexander & Bauer, Christian & Herz, Bernhard, 2014. "Defending against speculative attacks – It is risky, but it can pay off," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 309-330.
- Mitsuyo Ando & Kenta Yamanouchi & Fukunari Kimura, 2021. "Potential for India’s Entry into Factory Asia: Some Casual Findings from International Trade Data," Working Papers DP-2021-14, Economic Research Institute for ASEAN and East Asia (ERIA).
- Tan, Yong & Shao, Yuchen, 2016. "The Impact of Demand Shocks on Firm-Level Offshoring Behavior: Theory and Evidence," MPRA Paper 68728, University Library of Munich, Germany.
- Anna Golovko & Hasan Sahin, 2021. "Analysis of international trade integration of Eurasian countries: gravity model approach," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(3), pages 519-548, September.
- Okubo, Toshihiro & Kimura, Fukunari & Teshima, Nozomu, 2014.
"Asian fragmentation in the Global Financial Crisis,"
International Review of Economics & Finance, Elsevier, vol. 31(C), pages 114-127.
- Toshihiro Okubo & Fukunari Kimura & Nozomu Teshima, 2014. "Asian Fragmentation in the Global Financial Crisis," CAMA Working Papers 2014-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Toshihiro OKUBO & Fukunari KIMURA & Nozomu TESHIMA, 2013. "Asian Fragmentation in the Global Financial Crisis," Working Papers DP-2013-38, Economic Research Institute for ASEAN and East Asia (ERIA).
- Richard Baldwin & Toshihiro Okubo, 2019.
"GVC journeys: Industrialisation and Deindustrialisation in the Age of the Second Unbundling,"
Working Papers
e136, Tokyo Center for Economic Research.
- Baldwin, Richard & Okubo, Toshihiro, 2019. "GVC journeys: Industrialisation and deindustrialisation in the age of the second unbundling," Journal of the Japanese and International Economies, Elsevier, vol. 52(C), pages 53-67.
- Toshihiro Okubo & Richard Baldwin, 2019. "GVC journeys: Industrialisation and Deindustrialisation in the Age of the Second Unbundling," Keio-IES Discussion Paper Series 2019-003, Institute for Economics Studies, Keio University.
- Richard Baldwin & Toshihiro Okubo, 2018. "GVC Journeys: Industrialisation and Deindustrialisation in the Age of the Second Unbundling," NBER Chapters, in: Globalization and Welfare Impacts of International Trade, National Bureau of Economic Research, Inc.
- Fukunari Kimura, 2010. "East Asian Production Networks and the Rise of China," Chapters, in: Takatoshi Ito & Chin Hee Hahn (ed.), The Rise of China and Structural Changes in Korea and Asia, chapter 10, Edward Elgar Publishing.
- Keiko Ito & Kyoji Fukao, 2010.
"Determinants of the Profitability of Japanese Manufacturing Affiliates in China and Other Regions: Does Localisation of Procurement, Sales and Management Matter?,"
The World Economy, Wiley Blackwell, vol. 33(12), pages 1639-1671, December.
- ITO Keiko & FUKAO Kyoji, 2007. "Determinants of the Profitability of Japanese Manufacturing Affiliates in China and Other Regions: Does Localization of Procurement, Sales, and Management Matter?," Discussion papers 07001, Research Institute of Economy, Trade and Industry (RIETI).
- Mitsuyo Ando & Sven W. Arndt & Fukunari Kimura, 2006. "Production Networks in East Asia : Strategic Behavior by Japanese and U.S. firms," Microeconomics Working Papers 21886, East Asian Bureau of Economic Research.
- Ikumo Isono & Satoru Kumagai & Fukunari Kimura, 2012.
"Agglomeration and Dispersion in China and ASEAN: a Geographical Simulation Analysis,"
Working Papers
DP-2012-02, Economic Research Institute for ASEAN and East Asia (ERIA).
- Ikumo Isono & Satoru Kumagai & Fukunari Kimura, 2012. "Agglomeration And Dispersion In China And Asean: A Geographical Simulation Analysis," China Economic Policy Review (CEPR), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-16.
- Nakhoda, Aadil, 2012. "The influence of industry financial composition on export flow: A case study of a developing financial market," MPRA Paper 43792, University Library of Munich, Germany.
- Capannelli, Giovanni, 2011. "Institutions for Economic and Financial Integration in Asia: Trends and Prospects," ADBI Working Papers 308, Asian Development Bank Institute.
- Sanghoon Ahn & Jong-Wha Lee, 2007.
"Integration and Growth in East Asia,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 25(S1), pages 131-168, December.
- Sanghoon Ahn & Jong-Wha Lee, 2007. "Integration and Growth in East Asia," IMES Discussion Paper Series 07-E-14, Institute for Monetary and Economic Studies, Bank of Japan.
- Neha Gupta, 2016. "Domestic Value-added Growth is Vital," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 17(2), pages 271-294, September.
- Richard Baldwin, 2007.
"Multilateralising Regionalism: Sphagetti Bowls as building Blocs on the Path to Global Free Trade,"
Working Papers
id:1231, eSocialSciences.
- Richard E. Baldwin, 2006. "Multilateralising Regionalism: Spaghetti Bowls as Building Blocs on the Path to Global Free Trade," The World Economy, Wiley Blackwell, vol. 29(11), pages 1451-1518, November.
- Richard Baldwin, 2006. "Multilateralising Regionalism: Spaghetti Bowls as Building Blocs on the Path to Global Free Trade," NBER Working Papers 12545, National Bureau of Economic Research, Inc.
- Baldwin, Richard, 2006. "Multilateralising Regionalism: Spaghetti Bowls as Building Blocs on the Path to Global Free Trade," CEPR Discussion Papers 5775, C.E.P.R. Discussion Papers.
- Stefano Federico, 2016. "How does multinational production affect the measurement of competitiveness?," Questioni di Economia e Finanza (Occasional Papers) 301, Bank of Italy, Economic Research and International Relations Area.
- Daniel Saslavsky & Ben Shepherd, 2014.
"Facilitating international production networks: The role of trade logistics,"
The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 23(7), pages 979-999, October.
- Saslavsky, Daniel & Shepherd, Ben, 2012. "Facilitating international production networks : the role of trade logistics," Policy Research Working Paper Series 6224, The World Bank.
- Ito, Tadashi & Vézina, Pierre-Louis, 2016.
"Production fragmentation, upstreamness, and value added: Evidence from Factory Asia 1990–2005,"
Journal of the Japanese and International Economies, Elsevier, vol. 42(C), pages 1-9.
- Ito, Tadashi & Vezina, Pierre-Louis, 2015. "Production fragmentation, upstreamness, and value-added : evidence from factory Asia 1990-2005," IDE Discussion Papers 535, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- ANDO Mitsuyo & KIMURA Fukunari, 2011. "Globalizing Corporate Activities in East Asia and Impact on Domestic Operations: Further evidence from Japanese manufacturing firms," Discussion papers 11034, Research Institute of Economy, Trade and Industry (RIETI).
- Kazunobu Hayakawa, 2007. "Measuring Barriers to International Division of Labor in East Asia," Asian Economic Journal, East Asian Economic Association, vol. 21(2), pages 139-153, June.
- Fukunari KIMURA, 2006. "International Production and Distribution Networks in East Asia: Eighteen Facts, Mechanics, and Policy Implications," Asian Economic Policy Review, Japan Center for Economic Research, vol. 1(2), pages 326-344, December.
- Badri Narayanan & Sachin Kumar Sharma, 2016. "An Analysis of Tariff Reductions in the Trans-Pacific Partnership (TPP): Implications for the Indian Economy," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 10(1), pages 1-34, February.
- Hayakawa, Kazunobu & Kimura, Fukunari, 2009.
"The effect of exchange rate volatility on international trade in East Asia,"
Journal of the Japanese and International Economies, Elsevier, vol. 23(4), pages 395-406, December.
- Kazunobu HAYAKAWA & Fukunari KIMURA, 2008. "The Effect of Exchange Rate Volatility on International Trade in East Asia," Working Papers d003, Economic Research Institute for ASEAN and East Asia (ERIA).
- Liu, Wan-Hsin & Nunnenkamp, Peter, 2009.
"Domestic repercussions of different types of FDI: firm-level evidence for Taiwanese manufacturing,"
Kiel Working Papers
1546, Kiel Institute for the World Economy (IfW Kiel).
- Liu, Wan-Hsin & Nunnenkamp, Peter, 2011. "Domestic Repercussions of Different Types of FDI: Firm-Level Evidence for Taiwanese Manufacturing," World Development, Elsevier, vol. 39(5), pages 808-823, May.
- Ken Itakura & Hiro Lee, 2012.
"Welfare Changes and Sectoral Adjustments of Asia-Pacific Countries under Alternative Sequencings of Free Trade Agreements,"
OSIPP Discussion Paper
12E005, Osaka School of International Public Policy, Osaka University.
- Ken Itakura & Hiro Lee, 2012. "Welfare Changes And Sectoral Adjustments Of Asia-Pacific Countries Under Alternative Sequencings Of Free Trade Agreements," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., vol. 1(02), pages 1-22.
- ANDO Mitsuyo & KIMURA Fukunari, 2007. "International Production/Distribution Networks and Domestic Operations in terms of Employment and Corporate Organization: Microdata Analysis of Japanese Firms," Discussion papers 07063, Research Institute of Economy, Trade and Industry (RIETI).
- ITO Tadashi, 2013. "FTA and Export Platform Foreign Direct Investment: Evidence from Japanese firm level data," Discussion papers 13100, Research Institute of Economy, Trade and Industry (RIETI).
- Cheong, Inkyo, 2013. "Negotiations for the Trans-Pacific Partnership Agreement: Evaluation and Implications for East Asian Regionalism," ADBI Working Papers 428, Asian Development Bank Institute.
- Nobuaki Yamashita, 2010. "International Fragmentation of Production," Books, Edward Elgar Publishing, number 13615, March.
- Mirajul Haq & Javeria Saeed & Muhammad Akram, 2021. "Exploring the Advantages and Disadvantages of the China–Pakistan Free Trade Agreement," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 29(3), pages 83-103, May.
- Nathapornpan Piyaareekul Uttama, 2021. "International Investment Agreements Provisions and Foreign Direct Investment Flows in the Regional Comprehensive Economic Partnership Region," Economies, MDPI, vol. 9(1), pages 1-23, March.
- Mitsuyo ANDO, 2010. "Machinery Trade in East Asia, and the Global Financial Crisis," Working Papers DP-2010-10, Economic Research Institute for ASEAN and East Asia (ERIA).
- Mitsuyo Ando, 2011. "International Production/Distribution Networks in East Asia," Chapters, in: Masahisa Fujita & Ikuo Kuroiwa & Satoru Kumagai (ed.), The Economics of East Asian Integration, chapter 4, Edward Elgar Publishing.
- Zijie Fan & Yabin Zhang & Chun Liao, 2019. "Global or Regional Value Chains? Evidence from China," International Regional Science Review, , vol. 42(5-6), pages 459-494, September.
- Aekapol Chongvilaivan, 2012. "Thailand's 2011 flooding: Its impact on direct exports and global supply chains," Working Papers 11312, Asia-Pacific Research and Training Network on Trade (ARTNeT), an initiative of UNESCAP and IDRC, Canada..
- Plummer, Michael G., 2006. "An ASEAN customs union?," Journal of Asian Economics, Elsevier, vol. 17(5), pages 923-938, November.
- ANDO Mitsuyo & KIMURA Fukunari, 2013. "Trade Adjustments to Exchange Rate Changes by Japanese Manufacturing MNEs: Intra-firm and arm's length transactions," Discussion papers 13023, Research Institute of Economy, Trade and Industry (RIETI).
- Pomfret, Richard & Sourdin, Patricia, 2009. "Have Asian trade agreements reduced trade costs?," Journal of Asian Economics, Elsevier, vol. 20(3), pages 255-268, May.
- Mario D. Tello, 2005. "Do Developing Countries Benefit from Antidumping Laws? An Assessment Based upon a Theoretical Dumping Model," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 2(1), pages 3-35, Julio-Dic.
- Hahn, Chin Hee & Choi, Yong-Seok, 2021. "Learning-to-export Effect as a Response to Export Opportunities: Micro-evidence from Korean Manufacturing," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 43(4), pages 1-21.
- Manzano, George N. & Martin, Kristine Joy, 2015. "Implications of a Philippine-US Free Trade Agreement on Trade in Goods: An Indicator Approach," Discussion Papers DP 2015-42, Philippine Institute for Development Studies.
- Mateus Silva Chang, 2017. "Machinery production networks in Latin America: a quantity and quality analysis," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 26(1), pages 1-35, December.
- KATO Atsuyuki, 2019. "Exchange Rates and Intra- and Inter-Firm Trade in Japan," Discussion papers 19082, Research Institute of Economy, Trade and Industry (RIETI).
- Qiaomin Li & Sholeh Maani, 2018. "Detecting positive effects of the ASEAN-China free trade agreement on foreign direct investment," International Economics and Economic Policy, Springer, vol. 15(1), pages 69-87, January.
- Irene Brambilla & Amit Khandelwal & Peter Schott, 2007.
"China's Experience Under the Multifiber Arrangement (MFA) and the Agreement on Textiles and Clothing (ATC),"
NBER Working Papers
13346, National Bureau of Economic Research, Inc.
- Irene Brambilla & Amit K. Khandelwal & Peter K. Schott, 2010. "China's Experience under the Multi-Fiber Arrangement (MFA) and the Agreement on Textiles and Clothing (ATC)," NBER Chapters, in: China's Growing Role in World Trade, pages 345-387, National Bureau of Economic Research, Inc.
- Thangavelu, Shandre M. & Narjoko, Dionisius, 2014. "Human capital, FTAs and foreign direct investment flows into ASEAN," Journal of Asian Economics, Elsevier, vol. 35(C), pages 65-76.
- Fukunari Kimura & Kazunobu Hayakawa & Zheng Ji, 2008. "Does International Fragmentation Occur in Sectors Other Than Machinery?," Asian Economic Journal, East Asian Economic Association, vol. 22(4), pages 343-358, December.
- Hayakawa, Kazunobu, 2009. "Market Access and Intermediate Goods Trade," IDE Discussion Papers 208, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Witada Anukoonwattaka, 2011. "Comparative overview of economic profiles and roles of China and India in Asian international production networks," STUDIES IN TRADE AND INVESTMENT, in: Witada Anukoonwattaka & Mia Mikic (ed.), India: A New Player in Asian Production Networks?, Studies in Trade and Investment 75, chapter 2, pages 23-53, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP).
- Giovanni Capannelli, 2010. "Perceptions of Economic Interdependence: The View of Asian Opinion Leaders," Chapters, in: Masahiro Kawai & Jong-Wha Lee & Peter A. Petri & Giovanni Capanelli (ed.), Asian Regionalism in the World Economy, chapter 10, Edward Elgar Publishing.
- ANDO Mitsuyo & KIMURA Fukunari, 2017. "Job Creation and Destruction at the Levels of Intra-firm Sections, Firms, and Industries in Globalization: The case of Japanese manufacturing firms," Discussion papers 17100, Research Institute of Economy, Trade and Industry (RIETI).
- KURTOVIC, Safet & HALILI, Blerim & MAXHUNI, Nehat & TALOVIC, Sead, 2016. "Liberalization of Trade with the EFTA Countries: Some Evidence from Bosnia and Herzegovina - La liberalizzazione del commercio con i paesi dell’ EFTA: evidenze dalla Bosnia e Herzegovina," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(3), pages 213-232.
- Durling, James P. & Prusa, Thomas J., 2006. "The trade effects associated with an antidumping epidemic: The hot-rolled steel market, 1996-2001," European Journal of Political Economy, Elsevier, vol. 22(3), pages 675-695, September.
- Richard E. Baldwin, 2011.
"Multilateralising Regionalism: Spaghetti Bowls as Building Blocks on the Path to Global Free Trade,"
Chapters, in: Miroslav N. Jovanović (ed.), International Handbook on the Economics of Integration, Volume I, chapter 2,
Edward Elgar Publishing.
- Ito, Takatoshi & Rose, Andrew K. (ed.), 2005.
"International Trade in East Asia,"
National Bureau of Economic Research Books,
University of Chicago Press, number 9780226378961, April.
Cited by:
- Richard E. Baldwin, 2011.
"Multilateralising Regionalism: Spaghetti Bowls as Building Blocks on the Path to Global Free Trade,"
Chapters, in: Miroslav N. Jovanović (ed.), International Handbook on the Economics of Integration, Volume I, chapter 2,
Edward Elgar Publishing.
- Richard E. Baldwin, 2006. "Multilateralising Regionalism: Spaghetti Bowls as Building Blocs on the Path to Global Free Trade," The World Economy, Wiley Blackwell, vol. 29(11), pages 1451-1518, November.
- Richard Baldwin, 2006. "Multilateralising Regionalism: Spaghetti Bowls as Building Blocs on the Path to Global Free Trade," NBER Working Papers 12545, National Bureau of Economic Research, Inc.
- Baldwin, Richard, 2006. "Multilateralising Regionalism: Spaghetti Bowls as Building Blocs on the Path to Global Free Trade," CEPR Discussion Papers 5775, C.E.P.R. Discussion Papers.
- Francois, Joseph & Wörz, Julia, 2006.
"Rags in the High Rent District: The Evolution of Quota Rents in Textiles and Clothing,"
CEPR Discussion Papers
5477, C.E.P.R. Discussion Papers.
- Joseph Francois & Julia Woerz, 0000. "Rags in the High Rent District: the Evolution of Quota Rents in Textiles and Clothing," Tinbergen Institute Discussion Papers 06-007/2, Tinbergen Institute.
- Joseph F. Francois & Julia Wörz, 2006. "Rags in the High Rent District: The Evolution of Quota Rents in Textiles and Clothing," wiiw Working Papers 37, The Vienna Institute for International Economic Studies, wiiw.
- Joseph Francois & Julia Woerz, 2006. "Rags in the High Rent District: the Evolution of Quota Rents in Textiles and Clothing," The Institute for International Integration Studies Discussion Paper Series iiisdp121, IIIS.
- Francois, Joseph & Woerz, Julia, 2009. "Non-linear panel estimation of import quotas: The evolution of quota premiums under the ATC," Journal of International Economics, Elsevier, vol. 78(2), pages 181-191, July.
- Obashi, Ayako, 2010.
"Stability of production networks in East Asia: Duration and survival of trade,"
Japan and the World Economy, Elsevier, vol. 22(1), pages 21-30, January.
- Ayako Obashi, 2008. "Stability of Production Networks in East Asia: Duration and Survival of Trade," Keio/Kyoto Joint Global COE Discussion Paper Series 2008-002, Keio/Kyoto Joint Global COE Program.
- Ayako OBASHI, 2009. "Stability of Production Networks in East Asia: Duration and Survival of Trade," Working Papers d006, Economic Research Institute for ASEAN and East Asia (ERIA).
- Tan, Yong, 2016. "The Impact of Demand Shocks on Firm-Level Offshoring Behavior: Theory and Evidence," MPRA Paper 73734, University Library of Munich, Germany.
- Carolyn L. Evans & Shane M. Sherlund, 2011. "Are Antidumping Duties for Sale? Case‐Level Evidence on the Grossman‐Helpman Protection for Sale Model," Southern Economic Journal, John Wiley & Sons, vol. 78(2), pages 330-357, October.
- Dennis J. Snower & Alessio J. G. Brown & Christian Merkl, 2009. "Globalization and the Welfare State: A Review of Hans-Werner Sinn's Can Germany Be Saved?," Journal of Economic Literature, American Economic Association, vol. 47(1), pages 136-158, March.
- ANDO Mitsuyo & KIMURA Fukunari, 2015.
"Globalization and Domestic Operations: Applying the JC/JD method to Japanese manufacturing firms,"
Discussion papers
15010, Research Institute of Economy, Trade and Industry (RIETI).
- Mitsoyo Ando & Fukunari Kimura, 2015. "Globalization and Domestic Operations: Applying the JC/JD Method to Japanese Manufacturing Firms," Asian Economic Papers, MIT Press, vol. 14(2), pages 1-35, Summer.
- Liu, Meng-chun & Chen, Shin-Horng, 2012. "MNCs’ offshore R&D networks in host country's regional innovation system: The case of Taiwan-based firms in China," Research Policy, Elsevier, vol. 41(6), pages 1107-1120.
- Richard Pomfret & Uwe Kaufmann & Christopher Findlay, 2010. "Are Preferential Tariffs Utilized? Evidence from Australian Imports, 2000-9," School of Economics and Public Policy Working Papers 2010-13, University of Adelaide, School of Economics and Public Policy.
- Kawai, Masahiro & Zhai, Fan, 2009. "China-Japan-United States integration amid global rebalancing: A computable general equilibrium analysis," Journal of Asian Economics, Elsevier, vol. 20(6), pages 688-699, November.
- Sequeira, Sandra, 2016.
"Corruption, trade costs, and gains from tariff liberalization: evidence from Southern Africa,"
LSE Research Online Documents on Economics
68286, London School of Economics and Political Science, LSE Library.
- Sandra Sequeira, 2016. "Corruption, Trade Costs, and Gains from Tariff Liberalization: Evidence from Southern Africa," American Economic Review, American Economic Association, vol. 106(10), pages 3029-3063, October.
- Richard Baldwin & Frederic Robert-Nicoud, 2008.
"Offshoring: General Equilibrium Effects on Wages, Production and Trade,"
Development Working Papers
250, Centro Studi Luca d'Agliano, University of Milano.
- Baldwin, Richard E. & Robert-Nicoud, Frédéric, 2007. "Offshoring: general equilibrium effects on wages, production and trade," LSE Research Online Documents on Economics 19720, London School of Economics and Political Science, LSE Library.
- Baldwin, Richard & Robert-Nicoud, Frédéric, 2007. "Offshoring: General Equilibrium Effects on Wages, Production and Trade," CEPR Discussion Papers 6218, C.E.P.R. Discussion Papers.
- Richard E. Baldwin & Frédéric Robert-Nicoud, 2007. "Offshoring: General Equilibrium Effects on Wages, Production and Trade," CEP Discussion Papers dp0794, Centre for Economic Performance, LSE.
- Richard Baldwin & Frederic Robert-Nicoud, 2007. "Offshoring: General Equilibrium Effects on Wages, Production and Trade," NBER Working Papers 12991, National Bureau of Economic Research, Inc.
- Richard Pomfret, 2011. "Regional Integration in East Asia," Chapters, in: Miroslav N. Jovanović (ed.), International Handbook on the Economics of Integration, Volume I, chapter 16, Edward Elgar Publishing.
- Laike Yang, 2014. "Production Sharing in East Asia: China’s Position, Trade Pattern and Technology upgrading," Competence Centre on Money, Trade, Finance and Development 1407, Hochschule fuer Technik und Wirtschaft, Berlin.
- Shiro Armstrong, 2010. "Taiwan's Asia Pacific Economic Strategies Post-ECFA," EABER Working Papers 22810, East Asian Bureau of Economic Research.
- Henryk Gurgul & Lukasz Lach, 2016.
"Comparative advantage of the EU in global value chains: How important and efficient are new EU members in transition?,"
Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 17(1), pages 21-58.
- Gurgul, Henryk & Lach, Łukasz, 2016. "Comparative advantage of the EU in global value chains: How important and efficient are new EU members in transition?," MPRA Paper 72738, University Library of Munich, Germany.
- Dr.Ayako OBASHI, 2009.
"Resiliency of Production Networks in Asia: Evidence from the Asian Crisis,"
Working Papers
DP-2009-21, Economic Research Institute for ASEAN and East Asia (ERIA).
- Ayako Obashi, 2011. "Resiliency of production networks in Asia: Evidence from the Asian crisis," STUDIES IN TRADE AND INVESTMENT, in: Trade-led growth: A sound strategy for Asia, chapter 3, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP).
- Ayako Obashi, 2009. "Resiliency of Production Networks in Asia: Evidence from the Asian Crisis," Keio/Kyoto Joint Global COE Discussion Paper Series 2009-005, Keio/Kyoto Joint Global COE Program.
- Tzu-Han YANG & Deng-Shing HUANG, 2011. "Multinational Corporations, FDI and the East Asian Economic Integration," Discussion papers 11071, Research Institute of Economy, Trade and Industry (RIETI).
- Fukunari Kimura, 2009. "The Nature and Characteristics of Production Networks in East Asia: Evidences from Micro/Panel Data Analyses," Global COE Hi-Stat Discussion Paper Series gd09-093, Institute of Economic Research, Hitotsubashi University.
- Nobuaki Yamashita & Kyoji Fukao, 2009.
"Expansion Abroad and Jobs at Home - Evidence from Japanese Multinational Enterprises,"
Macroeconomics Working Papers
22707, East Asian Bureau of Economic Research.
- Nobuaki Yamashita & Kyoji Fukao, 2008. "Expansion Abroad and Jobs at Home: Evidence from Japanese Multinational Enterprises," Asia Pacific Economic Papers 377, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
- Yamashita, Nobuaki & Fukao, Kyoji, 2010. "Expansion abroad and jobs at home: Evidence from Japanese multinational enterprises," Japan and the World Economy, Elsevier, vol. 22(2), pages 88-97, March.
- Kyoji Fukao & Toshihiro Okubo, 2008.
"Why Has the Border Effect in the Japanese Machinery Sectors Declined? The Role of Business Networks in East Asian-Machinery Trade,"
Hi-Stat Discussion Paper Series
d07-238, Institute of Economic Research, Hitotsubashi University.
- Kyoji Fukao & Toshihiro Okubo, 2011. "Why Has the Border Effect in the Japanese Machinery Sectors Declined? The role of business networks in East Asian machinery trade," Keio/Kyoto Joint Global COE Discussion Paper Series 2011-007, Keio/Kyoto Joint Global COE Program.
- Kyoji Fukao & Toshihiro Okubo, 2011. "Why Has the Border Effect in the Japanese Machinery Sectors Declined? The Role of Business Networks in East Asian Machinery Trade," Global COE Hi-Stat Discussion Paper Series gd11-197, Institute of Economic Research, Hitotsubashi University.
- Fukao, Kyoji & Okubo, Toshihiro, 2011. "Why Has the Border Effect in the Japanese Machinery Sectors Declined?: The Role of Business Networks in East Asian Machinery Trade," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 26, pages 651-671.
- Lee, Hiro & Owen, Robert F. & van der Mensbrugghe, Dominique, 2009.
"Regional integration in Asia and its effects on the EU and North America,"
Journal of Asian Economics, Elsevier, vol. 20(3), pages 240-254, May.
- Hiro Lee & Robert F. Owen & Dominique van der Mensbrugghe, 2008. "Regional Integration in Asia and Its Effects on the EU and North America," OSIPP Discussion Paper 08E012, Osaka School of International Public Policy, Osaka University.
- Ralph Paprzycki & Keiko Ito, 2010. "Investment, Production and Trade Networks as Drivers of East Asian Integration," Global COE Hi-Stat Discussion Paper Series gd09-117, Institute of Economic Research, Hitotsubashi University.
- Baldwin, Richard, 2010.
"Unilateral tariff liberalisation,"
CEPR Discussion Papers
8162, C.E.P.R. Discussion Papers.
- Richard Baldwin, 2011. "Unilateral tariff liberalisation," Global COE Hi-Stat Discussion Paper Series gd10-159, Institute of Economic Research, Hitotsubashi University.
- Richard Baldwin, 2010. "Unilateral Tariff Liberalisation," NBER Working Papers 16600, National Bureau of Economic Research, Inc.
- Mitsuyo Ando & Fukunari Kimura, 2013. "Expanding Fragmentation Of Production In East Asia And Domestic Operations: Further Evidence From Japanese Manufacturing Firms," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-43.
- Otsuki, Tsunehiro & Honda, Keiichiro & Michida, Etsuyo & Nabeshima, Kaoru & Ueki, Yasushi, 2015. "Effects of RoHs and REACH regulations on firm-level production and export, and the role of global value chains : the cases of Malaysia and Vietnam," IDE Discussion Papers 526, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Kent Matthews, 2014. "Cost Inefficiency in the Pakistan Banking Sector 2002-2009," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 10, pages 1-20.
- Mitsuyo Ando, 2020. "Further Development of International Production Networks and Job Reallocation in Japan," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 16(1), pages 135-162, February.
- Philippe Martin & Hélène Rey, 2006.
"Globalization and Emerging Markets: With or Without Crash?,"
SciencePo Working papers Main
hal-01021349, HAL.
- Philippe Martin & Hélène Rey, 2006. "Globalization and Emerging Markets: With or Without Crash?," Post-Print hal-01021349, HAL.
- Hélène Rey & Philippe Martin, 2006. "Globalization and Emerging Markets: With or Without Crash?," American Economic Review, American Economic Association, vol. 96(5), pages 1631-1651, December.
- Philippe Martin & Helene Rey, 2006. "Globalization and Emerging Markets: With or without Crash?," Post-Print halshs-00176903, HAL.
- Philippe Martin & Hélène Rey, 2005. "Globalization and Emerging Markets: With or Without Crash?," NBER Working Papers 11550, National Bureau of Economic Research, Inc.
- Helene Rey & Philippe Martin, 2005. "Globalization and Emerging Markets: With or Without Crash?," 2005 Meeting Papers 152, Society for Economic Dynamics.
- Martin, Philippe & Rey, Hélène, 2005. "Globalization and Emerging Markets: With or Without Crash?," CEPR Discussion Papers 5165, C.E.P.R. Discussion Papers.
- Philippe Martin & Helene Rey, 2006. "Globalization and Emerging Markets: With or without Crash?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00176903, HAL.
- Michael G. Plummer & Ganeshan Wignaraja, 2006.
"The Post-Crisis Sequencing of Economic Integration in Asia: Trade as a Complement to a Monetary Future,"
Economie Internationale, CEPII research center, issue 107, pages 59-85.
- Plummer, Michael G. & Wignaraja, Ganeshan, 2007. "The Post-Crisis Sequencing of Economic Integration in Asia: Trade as a Complement to a Monetary Future," Working Papers on Regional Economic Integration 9, Asian Development Bank.
- Michael G. Plummer & Ganeshan Wignaraja, 2007. "The Post-Crisis Sequencing of Economic Integration in Asia: Trade as a Complement to a Monetary Future," Working Paper series 12_07, Rimini Centre for Economic Analysis.
- Hayakawa, Kazunobu & Kimura, Fukunari, 2008. "The Effect of Exchange Rate Volatility on International Trade: The Implication for Production Networks in East Asia," IDE Discussion Papers 156, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Julen Berasaluce & José Romero, 2015. "Exports, imports, FDI and GDP in the Republic of Korea: 1980-2014," Serie documentos de trabajo del Centro de Estudios Económicos 2015-06, El Colegio de México, Centro de Estudios Económicos.
- Arvis, Jean-François & Shepherd, Ben, 2011. "The air connectivity index : measuring integration in the global air transport network," Policy Research Working Paper Series 5722, The World Bank.
- Ayako Obashi & Fukunari Kimura, 2021. "New Developments in International Production Networks: Impact of Digital Technologies," Asian Economic Journal, East Asian Economic Association, vol. 35(2), pages 115-141, June.
- Sasahara, Akira, 2018.
"Explaining the Employment Effect of Exports: Value-Added Content Matters,"
MPRA Paper
89731, University Library of Munich, Germany.
- Sasahara, Akira, 2019. "Explaining the employment effect of exports: Value-added content matters," Journal of the Japanese and International Economies, Elsevier, vol. 52(C), pages 1-21.
- Akira Sasahara, 2018. "Explaining the Employment Effect of Exports: Value-Added Content Matters," NBER Chapters, in: Globalization and Welfare Impacts of International Trade, National Bureau of Economic Research, Inc.
- Vries, Gaaitzen J. de & Stehrer, Robert & Los, Bart & Erumban, Abdul Azeez & Timmer, Marcel, 2013.
"Slicing Up Global Value Chains,"
GGDC Research Memorandum
GD-135, Groningen Growth and Development Centre, University of Groningen.
- Marcel P. Timmer & Abdul Azeez Erumban & Bart Los & Robert Stehrer & Gaaitzen J. de Vries, 2014. "Slicing Up Global Value Chains," Journal of Economic Perspectives, American Economic Association, vol. 28(2), pages 99-118, Spring.
- Richard Pomfret, 2009. "Regionalism in the Asia-Pacific Region: How Wide, How Deep?," School of Economics and Public Policy Working Papers 2009-31, University of Adelaide, School of Economics and Public Policy.
- Baldwin, Richard E., 2007.
"Managing the Noodle Bowl: The Fragility of East Asian Regionalism,"
Working Papers on Regional Economic Integration
7, Asian Development Bank.
- Richard E. Baldwin, 2008. "Managing The Noodle Bowl: The Fragility Of East Asian Regionalism," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 53(03), pages 449-478.
- Baldwin, Richard, 2006. "Managing the Noodle Bowl: The Fragility of East Asian Regionalism," CEPR Discussion Papers 5561, C.E.P.R. Discussion Papers.
- Konon, Alexander, 2012. "Direct and Indirect Crisis Effects on International Trade or: Is There a Chance to Employ an Income Stimulus to Stimulate Exports?," MPRA Paper 36363, University Library of Munich, Germany.
- Ando, Mitsuyo, 2006. "Fragmentation and vertical intra-industry trade in East Asia," The North American Journal of Economics and Finance, Elsevier, vol. 17(3), pages 257-281, December.
- Baldwin, Richard & Venables, Anthony J., 2013.
"Spiders and snakes: Offshoring and agglomeration in the global economy,"
Journal of International Economics, Elsevier, vol. 90(2), pages 245-254.
- Richard Baldwin & Anthony Venables, 2010. "Spiders and snakes: offshoring and agglomeration in the global economy," NBER Working Papers 16611, National Bureau of Economic Research, Inc.
- Venables, Anthony & Baldwin, Richard, 2010. "Spiders and Snakes: Offshoring and Agglomeration in the Global Economy," CEPR Discussion Papers 8163, C.E.P.R. Discussion Papers.
- Miraskari , Seyed Reza & Tayebi , Seyed Komail & Vaez Barzani , Mohammad, 2013. "An Analysis of International Outsourcing in Iran-China Trade Relations," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 8(1), pages 109-139, January.
- Chin Hee Hahn & Yong-Seok Choi, 2010. "China’s Rise and Production and Investment Growth in Korean Manufacturing Industries: Channels and the Effects," Chapters, in: Takatoshi Ito & Chin Hee Hahn (ed.), The Rise of China and Structural Changes in Korea and Asia, chapter 6, Edward Elgar Publishing.
- Aadil Nakhoda, 2015.
"The Influence of Industry Financial Composition on the Exports from Pakistan,"
Working Papers
id:7656, eSocialSciences.
- Aadil Nakhoda, 2014. "The Influence of Industry Financial Composition on the Exports from Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 10, pages 21-49.
- Aadil Nakhoda, 2014. "The Influence of Industry Financial Composition on the Exports from Pakistan," SBP Working Paper Series 67, State Bank of Pakistan, Research Department.
- Kumagai, Satoru & Hayakawa, Kazunobu & Isono, Ikumo & Keola, Souknilanh & Tsubota, Kenmei, 2013.
"Geographical simulation analysis for logistics enhancement in Asia,"
Economic Modelling, Elsevier, vol. 34(C), pages 145-153.
- Kenmei Tsubota & Satoru Kumagai & Kazunobu Hayakawa & Ikumo Isono & Souknilanh Keola, 2013. "Geographical Simulation Analysis for Logistics Enhancement in Asia," EcoMod2013 5006, EcoMod.
- Kumagai, Satoru & Hayakawa, Kazunobu & Isono, Ikumo & Keola, Souknilanh & Tsubota, Kenmei, 2012. "Geographical simulation analysis for logistics enhancement in Asia," IDE Discussion Papers 369, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Hahn Chin Hee, 2012. "Learning-by-Exporting, Introduction of New Products, and Product Rationalization: Evidence from Korean Manufacturing," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 12(1), pages 1-37, May.
- Rafaelita M. Aldaba & Josef T. Yap, 2009.
"Investment and Capital Flows : Implications of the ASEAN Economic Community,"
Macroeconomics Working Papers
22949, East Asian Bureau of Economic Research.
- Rafaelita M. Aldaba & Josef T. Yap, 2009. "Investment and Capital Flows : Implications of the ASEAN Economic Community," Trade Working Papers 23087, East Asian Bureau of Economic Research.
- Yap, Josef T. & Aldaba, Rafaelita M., 2009. "Investment and Capital Flows: Implications of the ASEAN Economic Community," Discussion Papers DP 2009-01, Philippine Institute for Development Studies.
- Atsuko Matsumura, 2021. "Gravity analysis of trade for environmental goods focusing on bilateral tariff rates and regional integration," Asia-Pacific Journal of Regional Science, Springer, vol. 5(2), pages 477-511, June.
- René Belderbos & Kyoji Fukao & Keiko Ito & Wilko Letterie, 2013.
"Global Fixed Capital Investment by Multinational Firms,"
Economica, London School of Economics and Political Science, vol. 80(318), pages 274-299, April.
- Ren� BELDERBOS & FUKAO Kyoji & ITO Keiko & Wilko LETTERIE, 2010. "Global Fixed Capital Investment by Multinational Firms," Discussion papers 10044, Research Institute of Economy, Trade and Industry (RIETI).
- Mitsuyo Ando & Fukunari Kimura, 2014.
"Evolution of Machinery Production Networks: Linkage of North America with East Asia,"
Asian Economic Papers, MIT Press, vol. 13(3), pages 121-160, Fall.
- Mitsuyo ANDO & Fukunari KIMURA, 2013. "Evolution of Machinery Production Networks: Linkage of North America with East Asia," Working Papers DP-2013-32, Economic Research Institute for ASEAN and East Asia (ERIA).
- VANDENBUSSCHE, Hylke & DI COMITE, Francesco & ROVEGNO, Laura & VIEGELAHN, Christian, 2011.
"Moving up the quality ladder? EU-China trade dynamics in clothing,"
LIDAM Discussion Papers CORE
2011067, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Vandenbussche, Hylke & Di Comite, Francesco & Viegelahn, Christian & Rovegno, Laura, 2011. "Moving up the Quality ladder? EU-China Trade Dynamics in Clothing," CEPR Discussion Papers 8725, C.E.P.R. Discussion Papers.
- Hylke VANDENBUSSCHE & Francesco DI COMITE & Laura ROVEGNO & Christian VIEGELAHN, 2011. "Moving up the Quality ladder? EU-China Trade Dynamics in Clothing," LIDAM Discussion Papers IRES 2011047, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Defever, Fabrice & Heid, Benedikt & Larch, Mario, 2015.
"Spatial exporters,"
Journal of International Economics, Elsevier, vol. 95(1), pages 145-156.
- Fabrice Defever & Benedikt Heid & Mario Larch, 2011. "Spatial Exporters," CEP Discussion Papers dp1100, Centre for Economic Performance, LSE.
- Defever, Fabrice & Heid, Benedikt & Larch, Mario, 2011. "Spatial exporters," LSE Research Online Documents on Economics 121926, London School of Economics and Political Science, LSE Library.
- Fabrice Defever & Benedikt Heid & Mario Larch, 2011. "Spatial Exporters," CESifo Working Paper Series 3672, CESifo.
- Yoshifumi Fukunaga & Ponciano Intal & Fukunari Kimura & Phoumin Han & Philippa Dee & Narjoko Dionisius & OUM Sothea, . "ASEAN Rising: ASEAN and AEC Beyond 2015," Books, Economic Research Institute for ASEAN and East Asia (ERIA), number 2013-asean-rising edited by Yoshifumi Fukunaga & Ponciano Intal, Jr. & Fukunari Kimura & Phoumin Han & Philippa Dee & Narjoko Di, September.
- ANDO Mitsuyo & IRIYAMA Akie, 2009. "International Production Networks and Export/Import Responsiveness to Exchange Rates: The case of Japanese manufacturing firms," Discussion papers 09049, Research Institute of Economy, Trade and Industry (RIETI).
- Pierluigi Montalbano & Silvia Nenci & Emiliano Magrini, 2014.
"Are the EU trade preferences really effective? A generalized propensity score evaluation of the Southern Mediterranea countries’ case in Agriculture and Fishery,"
Departmental Working Papers of Economics - University 'Roma Tre'
0188, Department of Economics - University Roma Tre.
- Emiliano Magrini & Pierluigi Montalbano & Silvia Nenci, 2014. "Are EU trade preferences really effective? A Generalized Propensity Score evaluation of the Southern Mediterranean countries's case in agriculture and fishery," FOODSECURE Working papers 23, LEI Wageningen UR.
- Emiliano Magrini & Pierluigi Montalbano & Silvia Nenci, 2013. "Are the EU trade preferences really effective? A Generalized Propensity Score evaluation of the Southern Mediterranean Countries' case in agriculture and fishery," Working Papers 2/13, Sapienza University of Rome, DISS.
- Liu, Wen-Hsien & Tsai, Pan-Long & Tsay, Ching-Lung, 2015. "Domestic impacts of outward FDI in Taiwan: Evidence from panel data of manufacturing firms," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 469-484.
- Nobuaki Yamashita, 2008.
"The Impact of Production Fragmentation on Skill Upgrading: New Evidence from Japanese Manufacturing,"
Departmental Working Papers
2008-06, The Australian National University, Arndt-Corden Department of Economics.
- Yamashita, Nobuaki, 2008. "The impact of production fragmentation on skill upgrading: New evidence from Japanese manufacturing," Journal of the Japanese and International Economies, Elsevier, vol. 22(4), pages 545-565, December.
- Lord, Montague & Artuso, Fabio & Record, Richard & Clarke, Julian, 2014.
"Trading Costs in East Asia’s Global Value Chains,"
MPRA Paper
66437, University Library of Munich, Germany.
- Lord, Montague & Clarke, Julian & Record, Richard & Artuso, Fabio, 2014. "Trading Costs in East Asia’s Global Value Chains," MPRA Paper 61061, University Library of Munich, Germany.
- Lord, Montague, 2014. "Trading Costs in East Asia’s Global Value Chains," MPRA Paper 61080, University Library of Munich, Germany.
- Philipp Harms & Jaewon Jung & Oliver Lorz, 2014.
"Offshoring and Sequential Production Chains: A General-Equilibrium Analysis,"
Working Papers
14.01, Swiss National Bank, Study Center Gerzensee.
- Philipp Harms & Jaewon Jung & Oliver Lorz, 2016. "Offshoring and Sequential Production Chains: A General Equilibrium Analysis," Working Papers 1607, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
- Philipp Harms & Jaewon Jung & Oliver Lorz, 2014. "Offshoring and Sequential Production Chains: A General-Equilibrium Analysis," MAGKS Papers on Economics 201402, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Philipp Harms & Jaewon Jung & Oliver Lorz, 2017. "Offshoring and Sequential Production Chains: A General Equilibrium Analysis," THEMA Working Papers 2017-25, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Philipp Harms & Jaewon Jung & Oliver Lorz, 2021. "Offshoring and sequential production chains: A general equilibrium analysis," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(2), pages 623-647, May.
- Baldwin, Richard, 2009. "Integration of the North American economy and new-paradigm globalisation," CEPR Discussion Papers 7523, C.E.P.R. Discussion Papers.
- Gianluca OREFICE & Nadia ROCHA, 2011.
"Deep integration and production networks: an empirical analysis,"
Departmental Working Papers
2011-24, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Orefice, Gianluca & Rocha, Nadia, 2011. "Deep integration and production networks: An empirical analysis," WTO Staff Working Papers ERSD-2011-11, World Trade Organization (WTO), Economic Research and Statistics Division.
- Gianluca Orefice & Nadia Rocha, 2014. "Deep Integration and Production Networks: An Empirical Analysis," The World Economy, Wiley Blackwell, vol. 37(1), pages 106-136, January.
- Kimura, Fukunari & Chang, Mateus Silva, 2017.
"Industrialization and poverty reduction in East Asia: Internal labor movements matter,"
Journal of Asian Economics, Elsevier, vol. 48(C), pages 23-37.
- Fukunari Kimura & Mateus Silva Chang, 2016. "Industrialization and Poverty Reduction in East Asia: Internal Labor Movements Matter," Keio-IES Discussion Paper Series 2016-022, Institute for Economics Studies, Keio University.
- Erler, Alexander & Bauer, Christian & Herz, Bernhard, 2014. "Defending against speculative attacks – It is risky, but it can pay off," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 309-330.
- Mitsuyo Ando & Kenta Yamanouchi & Fukunari Kimura, 2021. "Potential for India’s Entry into Factory Asia: Some Casual Findings from International Trade Data," Working Papers DP-2021-14, Economic Research Institute for ASEAN and East Asia (ERIA).
- Tan, Yong & Shao, Yuchen, 2016. "The Impact of Demand Shocks on Firm-Level Offshoring Behavior: Theory and Evidence," MPRA Paper 68728, University Library of Munich, Germany.
- Anna Golovko & Hasan Sahin, 2021. "Analysis of international trade integration of Eurasian countries: gravity model approach," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(3), pages 519-548, September.
- Okubo, Toshihiro & Kimura, Fukunari & Teshima, Nozomu, 2014.
"Asian fragmentation in the Global Financial Crisis,"
International Review of Economics & Finance, Elsevier, vol. 31(C), pages 114-127.
- Toshihiro Okubo & Fukunari Kimura & Nozomu Teshima, 2014. "Asian Fragmentation in the Global Financial Crisis," CAMA Working Papers 2014-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Toshihiro OKUBO & Fukunari KIMURA & Nozomu TESHIMA, 2013. "Asian Fragmentation in the Global Financial Crisis," Working Papers DP-2013-38, Economic Research Institute for ASEAN and East Asia (ERIA).
- Richard Baldwin & Toshihiro Okubo, 2019.
"GVC journeys: Industrialisation and Deindustrialisation in the Age of the Second Unbundling,"
Working Papers
e136, Tokyo Center for Economic Research.
- Baldwin, Richard & Okubo, Toshihiro, 2019. "GVC journeys: Industrialisation and deindustrialisation in the age of the second unbundling," Journal of the Japanese and International Economies, Elsevier, vol. 52(C), pages 53-67.
- Toshihiro Okubo & Richard Baldwin, 2019. "GVC journeys: Industrialisation and Deindustrialisation in the Age of the Second Unbundling," Keio-IES Discussion Paper Series 2019-003, Institute for Economics Studies, Keio University.
- Richard Baldwin & Toshihiro Okubo, 2018. "GVC Journeys: Industrialisation and Deindustrialisation in the Age of the Second Unbundling," NBER Chapters, in: Globalization and Welfare Impacts of International Trade, National Bureau of Economic Research, Inc.
- Fukunari Kimura, 2010. "East Asian Production Networks and the Rise of China," Chapters, in: Takatoshi Ito & Chin Hee Hahn (ed.), The Rise of China and Structural Changes in Korea and Asia, chapter 10, Edward Elgar Publishing.
- Keiko Ito & Kyoji Fukao, 2010.
"Determinants of the Profitability of Japanese Manufacturing Affiliates in China and Other Regions: Does Localisation of Procurement, Sales and Management Matter?,"
The World Economy, Wiley Blackwell, vol. 33(12), pages 1639-1671, December.
- ITO Keiko & FUKAO Kyoji, 2007. "Determinants of the Profitability of Japanese Manufacturing Affiliates in China and Other Regions: Does Localization of Procurement, Sales, and Management Matter?," Discussion papers 07001, Research Institute of Economy, Trade and Industry (RIETI).
- Mitsuyo Ando & Sven W. Arndt & Fukunari Kimura, 2006. "Production Networks in East Asia : Strategic Behavior by Japanese and U.S. firms," Microeconomics Working Papers 21886, East Asian Bureau of Economic Research.
- Ikumo Isono & Satoru Kumagai & Fukunari Kimura, 2012.
"Agglomeration and Dispersion in China and ASEAN: a Geographical Simulation Analysis,"
Working Papers
DP-2012-02, Economic Research Institute for ASEAN and East Asia (ERIA).
- Ikumo Isono & Satoru Kumagai & Fukunari Kimura, 2012. "Agglomeration And Dispersion In China And Asean: A Geographical Simulation Analysis," China Economic Policy Review (CEPR), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-16.
- Nakhoda, Aadil, 2012. "The influence of industry financial composition on export flow: A case study of a developing financial market," MPRA Paper 43792, University Library of Munich, Germany.
- Capannelli, Giovanni, 2011. "Institutions for Economic and Financial Integration in Asia: Trends and Prospects," ADBI Working Papers 308, Asian Development Bank Institute.
- Sanghoon Ahn & Jong-Wha Lee, 2007.
"Integration and Growth in East Asia,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 25(S1), pages 131-168, December.
- Sanghoon Ahn & Jong-Wha Lee, 2007. "Integration and Growth in East Asia," IMES Discussion Paper Series 07-E-14, Institute for Monetary and Economic Studies, Bank of Japan.
- Neha Gupta, 2016. "Domestic Value-added Growth is Vital," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 17(2), pages 271-294, September.
- Richard Baldwin, 2007.
"Multilateralising Regionalism: Sphagetti Bowls as building Blocs on the Path to Global Free Trade,"
Working Papers
id:1231, eSocialSciences.
- Richard E. Baldwin, 2006. "Multilateralising Regionalism: Spaghetti Bowls as Building Blocs on the Path to Global Free Trade," The World Economy, Wiley Blackwell, vol. 29(11), pages 1451-1518, November.
- Richard Baldwin, 2006. "Multilateralising Regionalism: Spaghetti Bowls as Building Blocs on the Path to Global Free Trade," NBER Working Papers 12545, National Bureau of Economic Research, Inc.
- Baldwin, Richard, 2006. "Multilateralising Regionalism: Spaghetti Bowls as Building Blocs on the Path to Global Free Trade," CEPR Discussion Papers 5775, C.E.P.R. Discussion Papers.
- Stefano Federico, 2016. "How does multinational production affect the measurement of competitiveness?," Questioni di Economia e Finanza (Occasional Papers) 301, Bank of Italy, Economic Research and International Relations Area.
- Daniel Saslavsky & Ben Shepherd, 2014.
"Facilitating international production networks: The role of trade logistics,"
The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 23(7), pages 979-999, October.
- Saslavsky, Daniel & Shepherd, Ben, 2012. "Facilitating international production networks : the role of trade logistics," Policy Research Working Paper Series 6224, The World Bank.
- Ito, Tadashi & Vézina, Pierre-Louis, 2016.
"Production fragmentation, upstreamness, and value added: Evidence from Factory Asia 1990–2005,"
Journal of the Japanese and International Economies, Elsevier, vol. 42(C), pages 1-9.
- Ito, Tadashi & Vezina, Pierre-Louis, 2015. "Production fragmentation, upstreamness, and value-added : evidence from factory Asia 1990-2005," IDE Discussion Papers 535, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- ANDO Mitsuyo & KIMURA Fukunari, 2011. "Globalizing Corporate Activities in East Asia and Impact on Domestic Operations: Further evidence from Japanese manufacturing firms," Discussion papers 11034, Research Institute of Economy, Trade and Industry (RIETI).
- Kazunobu Hayakawa, 2007. "Measuring Barriers to International Division of Labor in East Asia," Asian Economic Journal, East Asian Economic Association, vol. 21(2), pages 139-153, June.
- Fukunari KIMURA, 2006. "International Production and Distribution Networks in East Asia: Eighteen Facts, Mechanics, and Policy Implications," Asian Economic Policy Review, Japan Center for Economic Research, vol. 1(2), pages 326-344, December.
- Badri Narayanan & Sachin Kumar Sharma, 2016. "An Analysis of Tariff Reductions in the Trans-Pacific Partnership (TPP): Implications for the Indian Economy," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 10(1), pages 1-34, February.
- Hayakawa, Kazunobu & Kimura, Fukunari, 2009.
"The effect of exchange rate volatility on international trade in East Asia,"
Journal of the Japanese and International Economies, Elsevier, vol. 23(4), pages 395-406, December.
- Kazunobu HAYAKAWA & Fukunari KIMURA, 2008. "The Effect of Exchange Rate Volatility on International Trade in East Asia," Working Papers d003, Economic Research Institute for ASEAN and East Asia (ERIA).
- Liu, Wan-Hsin & Nunnenkamp, Peter, 2009.
"Domestic repercussions of different types of FDI: firm-level evidence for Taiwanese manufacturing,"
Kiel Working Papers
1546, Kiel Institute for the World Economy (IfW Kiel).
- Liu, Wan-Hsin & Nunnenkamp, Peter, 2011. "Domestic Repercussions of Different Types of FDI: Firm-Level Evidence for Taiwanese Manufacturing," World Development, Elsevier, vol. 39(5), pages 808-823, May.
- Ken Itakura & Hiro Lee, 2012.
"Welfare Changes and Sectoral Adjustments of Asia-Pacific Countries under Alternative Sequencings of Free Trade Agreements,"
OSIPP Discussion Paper
12E005, Osaka School of International Public Policy, Osaka University.
- Ken Itakura & Hiro Lee, 2012. "Welfare Changes And Sectoral Adjustments Of Asia-Pacific Countries Under Alternative Sequencings Of Free Trade Agreements," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., vol. 1(02), pages 1-22.
- ANDO Mitsuyo & KIMURA Fukunari, 2007. "International Production/Distribution Networks and Domestic Operations in terms of Employment and Corporate Organization: Microdata Analysis of Japanese Firms," Discussion papers 07063, Research Institute of Economy, Trade and Industry (RIETI).
- ITO Tadashi, 2013. "FTA and Export Platform Foreign Direct Investment: Evidence from Japanese firm level data," Discussion papers 13100, Research Institute of Economy, Trade and Industry (RIETI).
- Cheong, Inkyo, 2013. "Negotiations for the Trans-Pacific Partnership Agreement: Evaluation and Implications for East Asian Regionalism," ADBI Working Papers 428, Asian Development Bank Institute.
- Nobuaki Yamashita, 2010. "International Fragmentation of Production," Books, Edward Elgar Publishing, number 13615, March.
- Mirajul Haq & Javeria Saeed & Muhammad Akram, 2021. "Exploring the Advantages and Disadvantages of the China–Pakistan Free Trade Agreement," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 29(3), pages 83-103, May.
- Nathapornpan Piyaareekul Uttama, 2021. "International Investment Agreements Provisions and Foreign Direct Investment Flows in the Regional Comprehensive Economic Partnership Region," Economies, MDPI, vol. 9(1), pages 1-23, March.
- Mitsuyo ANDO, 2010. "Machinery Trade in East Asia, and the Global Financial Crisis," Working Papers DP-2010-10, Economic Research Institute for ASEAN and East Asia (ERIA).
- Mitsuyo Ando, 2011. "International Production/Distribution Networks in East Asia," Chapters, in: Masahisa Fujita & Ikuo Kuroiwa & Satoru Kumagai (ed.), The Economics of East Asian Integration, chapter 4, Edward Elgar Publishing.
- Zijie Fan & Yabin Zhang & Chun Liao, 2019. "Global or Regional Value Chains? Evidence from China," International Regional Science Review, , vol. 42(5-6), pages 459-494, September.
- Aekapol Chongvilaivan, 2012. "Thailand's 2011 flooding: Its impact on direct exports and global supply chains," Working Papers 11312, Asia-Pacific Research and Training Network on Trade (ARTNeT), an initiative of UNESCAP and IDRC, Canada..
- Plummer, Michael G., 2006. "An ASEAN customs union?," Journal of Asian Economics, Elsevier, vol. 17(5), pages 923-938, November.
- ANDO Mitsuyo & KIMURA Fukunari, 2013. "Trade Adjustments to Exchange Rate Changes by Japanese Manufacturing MNEs: Intra-firm and arm's length transactions," Discussion papers 13023, Research Institute of Economy, Trade and Industry (RIETI).
- Pomfret, Richard & Sourdin, Patricia, 2009. "Have Asian trade agreements reduced trade costs?," Journal of Asian Economics, Elsevier, vol. 20(3), pages 255-268, May.
- Mario D. Tello, 2005. "Do Developing Countries Benefit from Antidumping Laws? An Assessment Based upon a Theoretical Dumping Model," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 2(1), pages 3-35, Julio-Dic.
- Hahn, Chin Hee & Choi, Yong-Seok, 2021. "Learning-to-export Effect as a Response to Export Opportunities: Micro-evidence from Korean Manufacturing," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 43(4), pages 1-21.
- Manzano, George N. & Martin, Kristine Joy, 2015. "Implications of a Philippine-US Free Trade Agreement on Trade in Goods: An Indicator Approach," Discussion Papers DP 2015-42, Philippine Institute for Development Studies.
- Mateus Silva Chang, 2017. "Machinery production networks in Latin America: a quantity and quality analysis," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 26(1), pages 1-35, December.
- KATO Atsuyuki, 2019. "Exchange Rates and Intra- and Inter-Firm Trade in Japan," Discussion papers 19082, Research Institute of Economy, Trade and Industry (RIETI).
- Qiaomin Li & Sholeh Maani, 2018. "Detecting positive effects of the ASEAN-China free trade agreement on foreign direct investment," International Economics and Economic Policy, Springer, vol. 15(1), pages 69-87, January.
- Irene Brambilla & Amit Khandelwal & Peter Schott, 2007.
"China's Experience Under the Multifiber Arrangement (MFA) and the Agreement on Textiles and Clothing (ATC),"
NBER Working Papers
13346, National Bureau of Economic Research, Inc.
- Irene Brambilla & Amit K. Khandelwal & Peter K. Schott, 2010. "China's Experience under the Multi-Fiber Arrangement (MFA) and the Agreement on Textiles and Clothing (ATC)," NBER Chapters, in: China's Growing Role in World Trade, pages 345-387, National Bureau of Economic Research, Inc.
- Thangavelu, Shandre M. & Narjoko, Dionisius, 2014. "Human capital, FTAs and foreign direct investment flows into ASEAN," Journal of Asian Economics, Elsevier, vol. 35(C), pages 65-76.
- Fukunari Kimura & Kazunobu Hayakawa & Zheng Ji, 2008. "Does International Fragmentation Occur in Sectors Other Than Machinery?," Asian Economic Journal, East Asian Economic Association, vol. 22(4), pages 343-358, December.
- Hayakawa, Kazunobu, 2009. "Market Access and Intermediate Goods Trade," IDE Discussion Papers 208, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Witada Anukoonwattaka, 2011. "Comparative overview of economic profiles and roles of China and India in Asian international production networks," STUDIES IN TRADE AND INVESTMENT, in: Witada Anukoonwattaka & Mia Mikic (ed.), India: A New Player in Asian Production Networks?, Studies in Trade and Investment 75, chapter 2, pages 23-53, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP).
- Giovanni Capannelli, 2010. "Perceptions of Economic Interdependence: The View of Asian Opinion Leaders," Chapters, in: Masahiro Kawai & Jong-Wha Lee & Peter A. Petri & Giovanni Capanelli (ed.), Asian Regionalism in the World Economy, chapter 10, Edward Elgar Publishing.
- ANDO Mitsuyo & KIMURA Fukunari, 2017. "Job Creation and Destruction at the Levels of Intra-firm Sections, Firms, and Industries in Globalization: The case of Japanese manufacturing firms," Discussion papers 17100, Research Institute of Economy, Trade and Industry (RIETI).
- KURTOVIC, Safet & HALILI, Blerim & MAXHUNI, Nehat & TALOVIC, Sead, 2016. "Liberalization of Trade with the EFTA Countries: Some Evidence from Bosnia and Herzegovina - La liberalizzazione del commercio con i paesi dell’ EFTA: evidenze dalla Bosnia e Herzegovina," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(3), pages 213-232.
- Durling, James P. & Prusa, Thomas J., 2006. "The trade effects associated with an antidumping epidemic: The hot-rolled steel market, 1996-2001," European Journal of Political Economy, Elsevier, vol. 22(3), pages 675-695, September.
- Richard E. Baldwin, 2011.
"Multilateralising Regionalism: Spaghetti Bowls as Building Blocks on the Path to Global Free Trade,"
Chapters, in: Miroslav N. Jovanović (ed.), International Handbook on the Economics of Integration, Volume I, chapter 2,
Edward Elgar Publishing.
- Ito, Takatoshi & Krueger, Anne O. (ed.), 2004.
"Governance, Regulation, and Privatization in the Asia-Pacific Region,"
National Bureau of Economic Research Books,
University of Chicago Press,
edition 1, number 9780226386799, April.
Cited by:
- Chongwoo, Choe & Shekhar, Chander, 2009.
"Compulsory or Voluntary Pre-merger Notification? Theory and Some Evidence,"
MPRA Paper
13450, University Library of Munich, Germany.
- Chongwoo Choe & Chander Shekhar, 2008. "Compulsory Or Voluntary Pre-Merger Notification? Theory And Some Evidence," Monash Economics Working Papers 20/08, Monash University, Department of Economics.
- Choe, Chongwoo & Shekhar, Chander, 2010. "Compulsory or voluntary pre-merger notification? Theory and some evidence," International Journal of Industrial Organization, Elsevier, vol. 28(1), pages 10-20, January.
- Senderski, Marcin, 2015. "Inhibited privatization: a hurdle race over vested interests," MPRA Paper 65482, University Library of Munich, Germany.
- Choi, Paul Moon Sub & Chung, Chune Young & Vo, Xuan Vinh & Wang, Kainan, 2020. "Are better-governed firms more innovative? Evidence from Korea," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 263-279.
- Gertjan Driessen & Mark Lijesen & Machiel Mulder, 2006. "The impact of competition on productive efficiency in European railways," CPB Discussion Paper 71, CPB Netherlands Bureau for Economic Policy Analysis.
- Ram Mohan, T. T., 2004. "Privatisation in China: softly, softly does it," IIMA Working Papers WP2004-09-04, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Lee, King Fuei, 2010.
"Retail minority shareholders and corporate reputation as determinant of dividend policy in Australia,"
Pacific-Basin Finance Journal, Elsevier, vol. 18(4), pages 351-368, September.
- Lee, King Fuei, 2010. "Retail Minority Shareholders and Corporate Reputation as Determinant of Dividend Policy in Australia," MPRA Paper 23066, University Library of Munich, Germany.
- Trofimov, Ivan D., 2018. "Industry rates of return in Korea and alternative theories of competition: equalising convergence versus tendential equalisation," MPRA Paper 88390, University Library of Munich, Germany.
- Marcin Senderski, 2015. "Inhibited privatization: a hurdle race over vested interests," European Journal of Government and Economics, Europa Grande, vol. 4(1), pages 46-66, June.
- Liu, Guy S. & Sun, Pei & Wing Thye Woo, 2007. "What motivates and constrains politicians to privatize? The case of China," Economics Letters, Elsevier, vol. 97(1), pages 81-86, October.
- Dong Zhang & Owen Freestone, 2013. "China's Unfinished State-owned Enterprise Reforms," Economic Roundup, The Treasury, Australian Government, issue 2, pages 79-102, December.
- Chongwoo, Choe & Shekhar, Chander, 2009.
"Compulsory or Voluntary Pre-merger Notification? Theory and Some Evidence,"
MPRA Paper
13450, University Library of Munich, Germany.
- Takatoshi Ito & Andrew K. Rose, 2004.
"Growth and Productivity in East Asia,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_04-2, February.
Cited by:
- Man-Keung Tang & Shang-Jin Wei, 2009.
"The Value of Making Commitments Externally: Evidence from WTO Accessions,"
Working Papers
152009, Hong Kong Institute for Monetary Research.
- Tang, Man-Keung & Wei, Shang-Jin, 2009. "The value of making commitments externally: Evidence from WTO accessions," Journal of International Economics, Elsevier, vol. 78(2), pages 216-229, July.
- Man-Keung Tang & Shang-Jin Wei, 2008. "The Value of Making Commitments Externally: Evidence from WTO Accessions," NBER Working Papers 14582, National Bureau of Economic Research, Inc.
- Betts, Caroline, 2021. "How many (more) lost decades? The great productivity slowdown in Japan," MPRA Paper 106503, University Library of Munich, Germany.
- William E. James & Eric D. Ramstetter, 2005.
"Trade, Foreign Firms, and Economic Policy in Indonesian and Thai Manufacturing,"
Economics Study Area Working Papers
78, East-West Center, Economics Study Area.
- James, William E. & Ramstetter, Eric D., 2008. "Trade, foreign firms and economic policy in Indonesian and Thai manufacturing," Journal of Asian Economics, Elsevier, vol. 19(5-6), pages 413-424.
- Ebney Ayaj Rana & Mustafa Kamal, 2018. "Does Clientelism Affect Income Inequality? Evidence from Panel Data," Journal of Income Distribution, Ad libros publications inc., vol. 26(1), pages 1-24, March.
- Kyoji Fukao & Keiko Ito & Hyeog Ug Kwon, 2004.
"Do Out-In M&As Bring Higher TFP to Japan?: An Empirical Analysis Based on Micro-data on Japanese Manufacturing Firms,"
Hi-Stat Discussion Paper Series
d04-41, Institute of Economic Research, Hitotsubashi University.
- Fukao, Kyoji & Ito, Keiko & Kwon, Hyeog Ug, 2005. "Do out-in M&As bring higher TFP to Japan? An empirical analysis based on micro-data on Japanese manufacturing firms," Journal of the Japanese and International Economies, Elsevier, vol. 19(2), pages 272-301, June.
- Kyoji Fukao & Keiko Ito & Hyeog Ug Kwon, 2005. "Do Out-In M&As Bring Higher TFP to Japan? An Empirical Analysis Based on Micro-data on Japanese Manufacturing Firms," Discussion papers 05005, Research Institute of Economy, Trade and Industry (RIETI).
- Seema Sangita, 2021. "Higher Education, Vocational Training and Performance of Firms," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 15(1), pages 122-148, February.
- Fukao, Kyoji & 深尾, 京司 & フカオ, キョウジ & Ito, Keiko & 伊藤, 恵子 & イトウ, ケイコ & Kwon, Hyeog Ug & Takizawa, Miho, 2007.
"Cross-Border Acquisitions and Target Firms' Performance: Evidence from Japanese Firm-Level Data,"
CEI Working Paper Series
2006-18, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Kyoji Fukao & Keikok Ito & Hyeg Ug Kwon & Miho Takizawa, 2006. "Cross-Border Acquisitons and Target Firms' Performance: Evidence from Japanese Firm-Level Data," Hi-Stat Discussion Paper Series d06-174, Institute of Economic Research, Hitotsubashi University.
- Kyoji Fukao & Keiko Ito & Hyeog Ug Kwon & Miho Takizawa, 2008. "Cross-Border Acquisitions and Target Firms' Performance: Evidence from Japanese Firm-Level Data," NBER Chapters, in: International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy, pages 347-389, National Bureau of Economic Research, Inc.
- Kyoji Fukao & Keiko Ito & Hyeog Ug Kwon & Miho Takizawa, 2006. "Cross-Border Acquisitions and Target Firms' Performance: Evidence From Japanese Firm-Level Data," NBER Working Papers 12422, National Bureau of Economic Research, Inc.
- Haishi Li & Xiangyi Xu & Shuaishuai Li, 2020. "Does Entrepreneurship Contribute to Innovation Performance When Considering Spatial Spillover Effects? Evidence From the Automobile Industrial Cluster in China," SAGE Open, , vol. 10(4), pages 21582440209, December.
- Daude, Christian & Fratzscher, Marcel, 2008.
"The pecking order of cross-border investment,"
Journal of International Economics, Elsevier, vol. 74(1), pages 94-119, January.
- Christian Daude & Marcel Fratzscher, 2007. "The pecking order of cross-border investment," CGFS Papers chapters, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 53-89, Bank for International Settlements.
- Fratzscher, Marcel & Daude, Christian, 2006. "The pecking order of cross-border investment," Working Paper Series 590, European Central Bank.
- Schubert, Torben & Neuhäusler, Peter, 2018. "Can depleting technological opportunities explain the stagnation of productivity? Panel data evidence for 11 OECD countries," Studien zum deutschen Innovationssystem 11-2018, Expertenkommission Forschung und Innovation (EFI) - Commission of Experts for Research and Innovation, Berlin.
- Man-Keung Tang & Shang-Jin Wei, 2009.
"The Value of Making Commitments Externally: Evidence from WTO Accessions,"
Working Papers
152009, Hong Kong Institute for Monetary Research.
- Ito, Takatoshi & Rose, Andrew K. (ed.), 2004.
"Growth and Productivity in East Asia,"
National Bureau of Economic Research Books,
University of Chicago Press,
edition 1, number 9780226386805, April.
Cited by:
- Jorgenson, Dale W. & Nomura, Koji, 2005.
"The industry origins of Japanese economic growth,"
Journal of the Japanese and International Economies, Elsevier, vol. 19(4), pages 482-542, December.
- Dale W. Jorgenson & Koji Nomura, 2005. "The Industry Origins of Japanese Economic Growth," NBER Working Papers 11800, National Bureau of Economic Research, Inc.
- Bibek Adhikari & Mr. Romain A Duval & Bingjie Hu & Mr. Prakash Loungani, 2016.
"Can Reform Waves Turn the Tide? Some Case Studies Using the Synthetic Control Method,"
IMF Working Papers
2016/171, International Monetary Fund.
- Bibek Adhikari & Romain Duval & Bingjie Hu & Prakash Loungani, 2018. "Can Reform Waves Turn the Tide? Some Case Studies using the Synthetic Control Method," Open Economies Review, Springer, vol. 29(4), pages 879-910, September.
- Faria, Andr & Mauro, Paolo, 2009.
"Institutions and the external capital structure of countries,"
Journal of International Money and Finance, Elsevier, vol. 28(3), pages 367-391, April.
- Mr. Paolo Mauro & Mr. Andre Faria, 2004. "Institutions and the External Capital Structure of Countries," IMF Working Papers 2004/236, International Monetary Fund.
- FUKAO Kyoji, 2013.
"Explaining Japan's Unproductive Two Decades,"
Policy Discussion Papers
13021, Research Institute of Economy, Trade and Industry (RIETI).
- Kyoji Fukao, 2013. "Explaining Japan's Unproductive Two Decades," Asian Economic Policy Review, Japan Center for Economic Research, vol. 8(2), pages 193-213, December.
- Hitoshi Sasaki & Kenichi Sakura, 2005. "Changes in the Demand for Skilled Labor within Japan's Manufacturing Sector:Effects of Skill-Biased Technological Change and Globalization," Bank of Japan Working Paper Series 05-E-12, Bank of Japan.
- Betts, Caroline, 2021. "Accounting for Japan's Lost Score," MPRA Paper 109285, University Library of Munich, Germany.
- Man-Keung Tang & Shang-Jin Wei, 2009.
"The Value of Making Commitments Externally: Evidence from WTO Accessions,"
Working Papers
152009, Hong Kong Institute for Monetary Research.
- Tang, Man-Keung & Wei, Shang-Jin, 2009. "The value of making commitments externally: Evidence from WTO accessions," Journal of International Economics, Elsevier, vol. 78(2), pages 216-229, July.
- Man-Keung Tang & Shang-Jin Wei, 2008. "The Value of Making Commitments Externally: Evidence from WTO Accessions," NBER Working Papers 14582, National Bureau of Economic Research, Inc.
- Betts, Caroline, 2021. "How many (more) lost decades? The great productivity slowdown in Japan," MPRA Paper 106503, University Library of Munich, Germany.
- Kawamoto, Takuji, 2005. "What Do the Purified Solow Residuals Tell Us about Japan's Lost Decade?," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 23(1), pages 113-148, February.
- Andrew Caplin & John Leahy, 2010. "Economic Theory and the World of Practice: A Celebration of the ( S , s ) Model," Journal of Economic Perspectives, American Economic Association, vol. 24(1), pages 183-202, Winter.
- Ebney Ayaj Rana & Mustafa Kamal, 2018. "Does Clientelism Affect Income Inequality? Evidence from Panel Data," Journal of Income Distribution, Ad libros publications inc., vol. 26(1), pages 1-24, March.
- Kyoji Fukao & Keiko Ito & Hyeog Ug Kwon, 2004.
"Do Out-In M&As Bring Higher TFP to Japan?: An Empirical Analysis Based on Micro-data on Japanese Manufacturing Firms,"
Hi-Stat Discussion Paper Series
d04-41, Institute of Economic Research, Hitotsubashi University.
- Fukao, Kyoji & Ito, Keiko & Kwon, Hyeog Ug, 2005. "Do out-in M&As bring higher TFP to Japan? An empirical analysis based on micro-data on Japanese manufacturing firms," Journal of the Japanese and International Economies, Elsevier, vol. 19(2), pages 272-301, June.
- Kyoji Fukao & Keiko Ito & Hyeog Ug Kwon, 2005. "Do Out-In M&As Bring Higher TFP to Japan? An Empirical Analysis Based on Micro-data on Japanese Manufacturing Firms," Discussion papers 05005, Research Institute of Economy, Trade and Industry (RIETI).
- Seema Sangita, 2021. "Higher Education, Vocational Training and Performance of Firms," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 15(1), pages 122-148, February.
- Bergheim, Stefan, 2007. "Pair-wise cointegration in long-run growth models," Research Notes 24, Deutsche Bank Research.
- Fukao, Kyoji & 深尾, 京司 & フカオ, キョウジ & Ito, Keiko & 伊藤, 恵子 & イトウ, ケイコ & Kwon, Hyeog Ug & Takizawa, Miho, 2007.
"Cross-Border Acquisitions and Target Firms' Performance: Evidence from Japanese Firm-Level Data,"
CEI Working Paper Series
2006-18, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Kyoji Fukao & Keikok Ito & Hyeg Ug Kwon & Miho Takizawa, 2006. "Cross-Border Acquisitons and Target Firms' Performance: Evidence from Japanese Firm-Level Data," Hi-Stat Discussion Paper Series d06-174, Institute of Economic Research, Hitotsubashi University.
- Kyoji Fukao & Keiko Ito & Hyeog Ug Kwon & Miho Takizawa, 2008. "Cross-Border Acquisitions and Target Firms' Performance: Evidence from Japanese Firm-Level Data," NBER Chapters, in: International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy, pages 347-389, National Bureau of Economic Research, Inc.
- Kyoji Fukao & Keiko Ito & Hyeog Ug Kwon & Miho Takizawa, 2006. "Cross-Border Acquisitions and Target Firms' Performance: Evidence From Japanese Firm-Level Data," NBER Working Papers 12422, National Bureau of Economic Research, Inc.
- Lee, Seung-Hyun & Peng, Mike W. & Song, Sangcheol, 2013. "Governments, entrepreneurs, and positive externalities: A real options perspective," European Management Journal, Elsevier, vol. 31(4), pages 333-347.
- Miyagawa, Tsutomu & Sakuragawa, Yukie & Takizawa, Miho, 2006. "The impact of technology shocks on the Japanese business cycle--An empirical analysis based on Japanese industry data," Japan and the World Economy, Elsevier, vol. 18(4), pages 401-417, December.
- Haishi Li & Xiangyi Xu & Shuaishuai Li, 2020. "Does Entrepreneurship Contribute to Innovation Performance When Considering Spatial Spillover Effects? Evidence From the Automobile Industrial Cluster in China," SAGE Open, , vol. 10(4), pages 21582440209, December.
- Babetskaia-Kukharchuk, Oxana & Maurel, Mathilde, 2004. "Russia's accession to the WTO: the potential for trade increase," Journal of Comparative Economics, Elsevier, vol. 32(4), pages 680-699, December.
- Yoel Hecht & Assaf Razin & Nitzan Gad Shinar, 2004. "Interactions between Capital Inflows and Domestic Investment: Israel and Developing Economies," Israel Economic Review, Bank of Israel, vol. 2(2), pages 1-14.
- Daude, Christian & Fratzscher, Marcel, 2008.
"The pecking order of cross-border investment,"
Journal of International Economics, Elsevier, vol. 74(1), pages 94-119, January.
- Christian Daude & Marcel Fratzscher, 2007. "The pecking order of cross-border investment," CGFS Papers chapters, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 53-89, Bank for International Settlements.
- Fratzscher, Marcel & Daude, Christian, 2006. "The pecking order of cross-border investment," Working Paper Series 590, European Central Bank.
- Schubert, Torben & Neuhäusler, Peter, 2018. "Can depleting technological opportunities explain the stagnation of productivity? Panel data evidence for 11 OECD countries," Studien zum deutschen Innovationssystem 11-2018, Expertenkommission Forschung und Innovation (EFI) - Commission of Experts for Research and Innovation, Berlin.
- Kym Anderson, 2016.
"Contributions Of The Gatt/Wto To Global Economic Welfare: Empirical Evidence,"
Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 56-92, February.
- Kym Anderson, 2014. "Contributions of the GATT/WTO to global economic welfare: Empirical evidence," Departmental Working Papers 2014-15, The Australian National University, Arndt-Corden Department of Economics.
- Jorgenson, Dale W. & Nomura, Koji, 2005.
"The industry origins of Japanese economic growth,"
Journal of the Japanese and International Economies, Elsevier, vol. 19(4), pages 482-542, December.
- Takatoshi Ito & Anne O. Krueger, 2004.
"Governance, Regulation, and Privatization in the Asia-Pacific Region,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_04-1, February.
Cited by:
- Chongwoo, Choe & Shekhar, Chander, 2009.
"Compulsory or Voluntary Pre-merger Notification? Theory and Some Evidence,"
MPRA Paper
13450, University Library of Munich, Germany.
- Chongwoo Choe & Chander Shekhar, 2008. "Compulsory Or Voluntary Pre-Merger Notification? Theory And Some Evidence," Monash Economics Working Papers 20/08, Monash University, Department of Economics.
- Choe, Chongwoo & Shekhar, Chander, 2010. "Compulsory or voluntary pre-merger notification? Theory and some evidence," International Journal of Industrial Organization, Elsevier, vol. 28(1), pages 10-20, January.
- Senderski, Marcin, 2015. "Inhibited privatization: a hurdle race over vested interests," MPRA Paper 65482, University Library of Munich, Germany.
- Choi, Paul Moon Sub & Chung, Chune Young & Vo, Xuan Vinh & Wang, Kainan, 2020. "Are better-governed firms more innovative? Evidence from Korea," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 263-279.
- Gertjan Driessen & Mark Lijesen & Machiel Mulder, 2006. "The impact of competition on productive efficiency in European railways," CPB Discussion Paper 71, CPB Netherlands Bureau for Economic Policy Analysis.
- Ram Mohan, T. T., 2004. "Privatisation in China: softly, softly does it," IIMA Working Papers WP2004-09-04, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Lee, King Fuei, 2010.
"Retail minority shareholders and corporate reputation as determinant of dividend policy in Australia,"
Pacific-Basin Finance Journal, Elsevier, vol. 18(4), pages 351-368, September.
- Lee, King Fuei, 2010. "Retail Minority Shareholders and Corporate Reputation as Determinant of Dividend Policy in Australia," MPRA Paper 23066, University Library of Munich, Germany.
- Trofimov, Ivan D., 2018. "Industry rates of return in Korea and alternative theories of competition: equalising convergence versus tendential equalisation," MPRA Paper 88390, University Library of Munich, Germany.
- Marcin Senderski, 2015. "Inhibited privatization: a hurdle race over vested interests," European Journal of Government and Economics, Europa Grande, vol. 4(1), pages 46-66, June.
- Liu, Guy S. & Sun, Pei & Wing Thye Woo, 2007. "What motivates and constrains politicians to privatize? The case of China," Economics Letters, Elsevier, vol. 97(1), pages 81-86, October.
- Dong Zhang & Owen Freestone, 2013. "China's Unfinished State-owned Enterprise Reforms," Economic Roundup, The Treasury, Australian Government, issue 2, pages 79-102, December.
- Chongwoo, Choe & Shekhar, Chander, 2009.
"Compulsory or Voluntary Pre-merger Notification? Theory and Some Evidence,"
MPRA Paper
13450, University Library of Munich, Germany.
- Ito, Takatoshi & Krueger, Anne O. (ed.), 2003.
"Trade in Services in the Asia-Pacific Region,"
National Bureau of Economic Research Books,
University of Chicago Press,
edition 1, number 9780226386775, April.
Cited by:
- Anderson, Kym & Strutt, Anna, 2012.
"Agriculture and Food Security in Asia by 2030,"
ADBI Working Papers
368, Asian Development Bank Institute.
- Kym Anderson & Anna Strutt, 2012. "Agriculture and Food Security in Asia by 2030," Development Economics Working Papers 23309, East Asian Bureau of Economic Research.
- Kym Anderson & Anna Strutt, 2012. "Agriculture and Food Security in Asia by 2030," Macroeconomics Working Papers 23309, East Asian Bureau of Economic Research.
- Hoekman, Bernard & Michalopoulos, Constantine & Winters, L. alan, 2003. "More favorable and differential treatment of developing countries : toward a new approach in the World Trade Organization," Policy Research Working Paper Series 3107, The World Bank.
- Taglioni, Daria & Straub, Roland & Bussière, Matthieu & Pérez-Barreiro, Emilia, 2010.
"Protectionist responses to the crisis – global trends and implications,"
Occasional Paper Series
110, European Central Bank.
- Bussi re, M. & P rez-Barreiro, E. & Straub, R. & Taglioni, D., 2011. "Protectionist Responses to the Crisis: Global Trends and Implications," Working papers 319, Banque de France.
- Matthieu Bussière & Emilia Pérez‐Barreiro & Roland Straub & Daria Taglioni, 2011. "Protectionist Responses to the Crisis: Global Trends and Implications," The World Economy, Wiley Blackwell, vol. 34, pages 826-852, May.
- Jensen, Jesper & Rutherford, Thomas & Tarr, David, 2005. "Telecommunications reform within Russia's accession to the World Trade Organization," Policy Research Working Paper Series 3501, The World Bank.
- Balistreri, Edward J. & Rutherford, Thomas F. & Tarr, David G., 2008.
"Modeling services liberalization : the case of Kenya,"
Policy Research Working Paper Series
4544, The World Bank.
- Balistreri, Edward J. & Rutherford, Thomas F. & Tarr, David G., 2009. "Modeling services liberalization: The case of Kenya," Economic Modelling, Elsevier, vol. 26(3), pages 668-679, May.
- Balistreri, Edward J. & Rutherford, Thomas F. & Tarr, David G., 2007. "Modeling Services Liberalization: The Case of Kenya," Conference papers 331579, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Joseph F. Francois & Ian Wooton, 2007.
"Market structure and market access,"
Economics working papers
2007-06, Department of Economics, Johannes Kepler University Linz, Austria.
- Joseph Francois & Ian Wooton, 2010. "Market Structure and Market Access," The World Economy, Wiley Blackwell, vol. 33(7), pages 873-893, July.
- Joseph Francois & Ian Wooton, 2008. "Market Structure and Market Access," CESifo Working Paper Series 2239, CESifo.
- Francois, Joseph & Wooton, Ian, 2007. "Market structure and market access," Policy Research Working Paper Series 4151, The World Bank.
- Jesper Jensen & Thomas Rutherford & David Tarr, 2007.
"The Impact of Liberalizing Barriers to Foreign Direct Investment in Services: The Case of Russian Accession to the World Trade Organization,"
Review of Development Economics, Wiley Blackwell, vol. 11(3), pages 482-506, August.
- Jesper Jensen & Thomas Rutherford & David Tarr, 2014. "The Impact of Liberalizing Barriers to Foreign Direct Investment in Services: The Case of Russian Accession to the World Trade Organization," World Scientific Book Chapters, in: APPLIED TRADE POLICY MODELING IN 16 COUNTRIES Insights and Impacts from World Bank CGE Based Projects, chapter 6, pages 125-149, World Scientific Publishing Co. Pte. Ltd..
- Jensen, Jesper & Rutherford, Thomas & Tarr, David, 2004. "The impact of liberalizing barriers to foreign direct investment in services - the case of Russian accession to the World Trade Organization," Policy Research Working Paper Series 3391, The World Bank.
- Rutherford, Thomas & Tarr, David, 2008. "Regional household and poverty effects of Russia's accession to the world trade organization," Policy Research Working Paper Series 4570, The World Bank.
- Haruka Yane, 2013. "Prospects for Trade in Intermediates and Trade in Services: What Does the Gravity Model of Bilateral Trade Tell Us?," OSIPP Discussion Paper 13E002, Osaka School of International Public Policy, Osaka University.
- World Bank, 2008. "Tunisia's Global Integration : Second Generation of Reforms to Boost Growth and Employment," World Bank Publications - Reports 7893, The World Bank Group.
- Carsten Herrmann-Pillath, 2006. "Reciprocity and the hidden constitution of world trade," Constitutional Political Economy, Springer, vol. 17(3), pages 133-163, September.
- Łukasz Matuszczak, 2019. "What are the determinants of international trade in services? Evidence from firm-level data for Poland," Working Papers 2019-20, Faculty of Economic Sciences, University of Warsaw.
- Marchetti, Juan A., 2004. "Developing countries in the WTO services negotiations," WTO Staff Working Papers ERSD-2004-06, World Trade Organization (WTO), Economic Research and Statistics Division.
- Jensen, Jesper & Tarr, David G., 2010. "Regional trade policy options for Tanzania : the importance of services commitments," Policy Research Working Paper Series 5481, The World Bank.
- Tarr, David G., 2013.
"Putting Services and Foreign Direct Investment with Endogenous Productivity Effects in Computable General Equilibrium Models,"
Handbook of Computable General Equilibrium Modeling, in: Peter B. Dixon & Dale Jorgenson (ed.), Handbook of Computable General Equilibrium Modeling, edition 1, volume 1, chapter 0, pages 303-377,
Elsevier.
- Tarr, David G., 2012. "Putting services and foreign direct investment with endogenous productivity effects in computable general equilibrium models," Policy Research Working Paper Series 6012, The World Bank.
- Balistreri, Edward J. & Jensen, Jesper & Tarr, David, 2015.
"What determines whether preferential liberalization of barriers against foreign investors in services are beneficial or immizerising: Application to the case of Kenya,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 9, pages 1-134.
- Balistreri, Edward J. & Jensen, Jesper & Tarr, David, 2015. "What determines whether preferential liberalization of barriers against foreign investors in services are beneficial or immizerising: Application to the case of Kenya," Economics Discussion Papers 2015-47, Kiel Institute for the World Economy (IfW Kiel).
- World Bank, 2016. "Assessing the Impact of WTO Accession on Belarus," World Bank Publications - Reports 24698, The World Bank Group.
- Françoise Okah Efogo, 2020. "Does trade in services improve African participation in global value chains?," African Development Review, African Development Bank, vol. 32(4), pages 758-772, December.
- K. C. Fung & Alan Siu, 2008. "Political Economy Of Service Trade Liberalization And The Doha Round," Pacific Economic Review, Wiley Blackwell, vol. 13(1), pages 124-133, February.
- Kyoji Fukao & Keiko Ito & Hyeog Ug Kwon, 2004.
"Do Out-In M&As Bring Higher TFP to Japan?: An Empirical Analysis Based on Micro-data on Japanese Manufacturing Firms,"
Hi-Stat Discussion Paper Series
d04-41, Institute of Economic Research, Hitotsubashi University.
- Fukao, Kyoji & Ito, Keiko & Kwon, Hyeog Ug, 2005. "Do out-in M&As bring higher TFP to Japan? An empirical analysis based on micro-data on Japanese manufacturing firms," Journal of the Japanese and International Economies, Elsevier, vol. 19(2), pages 272-301, June.
- Kyoji Fukao & Keiko Ito & Hyeog Ug Kwon, 2005. "Do Out-In M&As Bring Higher TFP to Japan? An Empirical Analysis Based on Micro-data on Japanese Manufacturing Firms," Discussion papers 05005, Research Institute of Economy, Trade and Industry (RIETI).
- Alicia García-Herrero & KC Fung & Nathalie Aminian & Francis Ng, 2012. "Trade in services: East Asian and Latin American Experiences," Working Papers 1204, BBVA Bank, Economic Research Department.
- Bernard Hoekman & Constantine Michalopoulos & L. Alan Winter, 2004. "Special and Differential Treatment of Developing Countries in the WTO: Moving Forward After Cancún," The World Economy, Wiley Blackwell, vol. 27(4), pages 481-506, April.
- Balistreri, Edward J. & Maliszewska, Maryla & Osorio-Rodarte, Israel & Tarr, David G. & Yonezawa, Hidemichi, 2016.
"Poverty and Shared Prosperity Implications of Deep Integration in Eastern and Southern Africa,"
Conference papers
332681, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Balistreri,Edward Jay & Maliszewska,Maryla & Osorio-Rodarte,Israel & Tarr,David & Yonezawa,Hidemichi, 2016. "Poverty and shared prosperity implications of deep integration in Eastern and Southern Africa," Policy Research Working Paper Series 7660, The World Bank.
- Paolo Guerrieri & Bernardo Maggi & Valentina Meliciani & Pier Carlo Padoan, 2005. "Technology Diffusion, Services, and Endogenous Growth in Europe. Is the Lisbon Strategy Still Alive?," Bruges European Economic Research Papers 2, European Economic Studies Department, College of Europe.
- Jensen, Jesper & Rutherford, Thomas F. & Tarr, David G., 2008.
"Modeling Services Liberalization: The Case of Tanzania,"
Conference papers
331688, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- G. Tarr, David & F. Rutherford, Thomas, 2010. "Modeling Services Liberalization: The Case of Tanzania," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 25, pages 644-675.
- Jensen, Jesper & F. Rutherford , Thomas & G. Tarr, David, 2008. "Modeling Services Liberalization: The Case of Tanzania," Policy Research Working Paper Series 4801, The World Bank.
- JESPER JENSEN & Thomas F. Rutherford & David G. Tarr, 2014. "Modeling Services Liberalization: The Case of Tanzania," World Scientific Book Chapters, in: APPLIED TRADE POLICY MODELING IN 16 COUNTRIES Insights and Impacts from World Bank CGE Based Projects, chapter 9, pages 191-222, World Scientific Publishing Co. Pte. Ltd..
- Rutherford, Thomas & Tarr, David, 2006. "Regional impacts of Russia's accession to the World Trade Organization," Policy Research Working Paper Series 4015, The World Bank.
- Anderson, Kym & Strutt, Anna, 2012. "Global food markets by 2030: What roles for farm TFP growth and trade policies?," 2012 Conference (56th), February 7-10, 2012, Fremantle, Australia 124192, Australian Agricultural and Resource Economics Society.
- World Bank, 2003. "Global Economic Prospects 2004 : Realizing the Development Promise of the Doha Agenda," World Bank Publications - Books, The World Bank Group, number 14782.
- Anderson, Kym & Strutt, Anna, 2012. "Asia?s Growth, the Changing Geography of World Trade, and Food Security: Projections to 2030," CEPR Discussion Papers 8950, C.E.P.R. Discussion Papers.
- Daniela Di Cagno & Valentina Meliciani, 2005. "Do inter-sectoral flows of services matter for productivity growth? an input/output analysis of OECD countries," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 14(3), pages 149-171.
- Kym Anderson, 2016.
"Contributions Of The Gatt/Wto To Global Economic Welfare: Empirical Evidence,"
Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 56-92, February.
- Kym Anderson, 2014. "Contributions of the GATT/WTO to global economic welfare: Empirical evidence," Departmental Working Papers 2014-15, The Australian National University, Arndt-Corden Department of Economics.
- Anderson, Kym & Strutt, Anna, 2011.
"The Changing Geography of World Trade: Projections to 2030,"
Conference papers
332157, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Anderson, Kym & Strutt, Anna, 2012. "The changing geography of world trade: Projections to 2030," Journal of Asian Economics, Elsevier, vol. 23(4), pages 303-323.
- World Bank, 2009. "Tunisia's Global Integration : A Second Generation of Reforms to Boost Growth and Employment," World Bank Publications - Books, The World Bank Group, number 6298.
- Jensen, Jesper & Tarr, David, 2007. "The impact of Kazakhstan accession to the World Trade Organization : a quantitative assessment," Policy Research Working Paper Series 4142, The World Bank.
- Rutherford, Thomas & Tarr, David & Shepotylo, Oleksandr, 2005. "Poverty effects of Russia's WTO accession : modeling"real"households and endogenous productivity effects," Policy Research Working Paper Series 3473, The World Bank.
- Thanh Hoan Phan & Ji Young Jeong, 2013. "The development of Korea’s service industry from a global historical perspective," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, vol. 16(2), pages 184-205, June.
- Anderson, Kym & Strutt, Anna, 2012.
"Agriculture and Food Security in Asia by 2030,"
ADBI Working Papers
368, Asian Development Bank Institute.
- Takatoshi Ito & Anne O. Krueger, 2003.
"Trade in Services in the Asia-Pacific Region,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_03-1, February.
Cited by:
- Anderson, Kym & Strutt, Anna, 2012.
"Agriculture and Food Security in Asia by 2030,"
ADBI Working Papers
368, Asian Development Bank Institute.
- Kym Anderson & Anna Strutt, 2012. "Agriculture and Food Security in Asia by 2030," Development Economics Working Papers 23309, East Asian Bureau of Economic Research.
- Kym Anderson & Anna Strutt, 2012. "Agriculture and Food Security in Asia by 2030," Macroeconomics Working Papers 23309, East Asian Bureau of Economic Research.
- Hoekman, Bernard & Michalopoulos, Constantine & Winters, L. alan, 2003. "More favorable and differential treatment of developing countries : toward a new approach in the World Trade Organization," Policy Research Working Paper Series 3107, The World Bank.
- Taglioni, Daria & Straub, Roland & Bussière, Matthieu & Pérez-Barreiro, Emilia, 2010.
"Protectionist responses to the crisis – global trends and implications,"
Occasional Paper Series
110, European Central Bank.
- Bussi re, M. & P rez-Barreiro, E. & Straub, R. & Taglioni, D., 2011. "Protectionist Responses to the Crisis: Global Trends and Implications," Working papers 319, Banque de France.
- Matthieu Bussière & Emilia Pérez‐Barreiro & Roland Straub & Daria Taglioni, 2011. "Protectionist Responses to the Crisis: Global Trends and Implications," The World Economy, Wiley Blackwell, vol. 34, pages 826-852, May.
- Jensen, Jesper & Rutherford, Thomas & Tarr, David, 2005. "Telecommunications reform within Russia's accession to the World Trade Organization," Policy Research Working Paper Series 3501, The World Bank.
- Anderson, Kym & Strutt, Anna, 2012. "Growth in Emerging Economies: Implications for Resource-Rich Countries by 2030," Conference papers 332283, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Balistreri, Edward J. & Rutherford, Thomas F. & Tarr, David G., 2008.
"Modeling services liberalization : the case of Kenya,"
Policy Research Working Paper Series
4544, The World Bank.
- Balistreri, Edward J. & Rutherford, Thomas F. & Tarr, David G., 2009. "Modeling services liberalization: The case of Kenya," Economic Modelling, Elsevier, vol. 26(3), pages 668-679, May.
- Balistreri, Edward J. & Rutherford, Thomas F. & Tarr, David G., 2007. "Modeling Services Liberalization: The Case of Kenya," Conference papers 331579, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Joseph F. Francois & Ian Wooton, 2007.
"Market structure and market access,"
Economics working papers
2007-06, Department of Economics, Johannes Kepler University Linz, Austria.
- Joseph Francois & Ian Wooton, 2010. "Market Structure and Market Access," The World Economy, Wiley Blackwell, vol. 33(7), pages 873-893, July.
- Joseph Francois & Ian Wooton, 2008. "Market Structure and Market Access," CESifo Working Paper Series 2239, CESifo.
- Francois, Joseph & Wooton, Ian, 2007. "Market structure and market access," Policy Research Working Paper Series 4151, The World Bank.
- Jesper Jensen & Thomas Rutherford & David Tarr, 2007.
"The Impact of Liberalizing Barriers to Foreign Direct Investment in Services: The Case of Russian Accession to the World Trade Organization,"
Review of Development Economics, Wiley Blackwell, vol. 11(3), pages 482-506, August.
- Jesper Jensen & Thomas Rutherford & David Tarr, 2014. "The Impact of Liberalizing Barriers to Foreign Direct Investment in Services: The Case of Russian Accession to the World Trade Organization," World Scientific Book Chapters, in: APPLIED TRADE POLICY MODELING IN 16 COUNTRIES Insights and Impacts from World Bank CGE Based Projects, chapter 6, pages 125-149, World Scientific Publishing Co. Pte. Ltd..
- Jensen, Jesper & Rutherford, Thomas & Tarr, David, 2004. "The impact of liberalizing barriers to foreign direct investment in services - the case of Russian accession to the World Trade Organization," Policy Research Working Paper Series 3391, The World Bank.
- Rutherford, Thomas & Tarr, David, 2008. "Regional household and poverty effects of Russia's accession to the world trade organization," Policy Research Working Paper Series 4570, The World Bank.
- Haruka Yane, 2013. "Prospects for Trade in Intermediates and Trade in Services: What Does the Gravity Model of Bilateral Trade Tell Us?," OSIPP Discussion Paper 13E002, Osaka School of International Public Policy, Osaka University.
- World Bank, 2008. "Tunisia's Global Integration : Second Generation of Reforms to Boost Growth and Employment," World Bank Publications - Reports 7893, The World Bank Group.
- Carsten Herrmann-Pillath, 2006. "Reciprocity and the hidden constitution of world trade," Constitutional Political Economy, Springer, vol. 17(3), pages 133-163, September.
- Łukasz Matuszczak, 2019. "What are the determinants of international trade in services? Evidence from firm-level data for Poland," Working Papers 2019-20, Faculty of Economic Sciences, University of Warsaw.
- Marchetti, Juan A., 2004. "Developing countries in the WTO services negotiations," WTO Staff Working Papers ERSD-2004-06, World Trade Organization (WTO), Economic Research and Statistics Division.
- Jensen, Jesper & Tarr, David G., 2010. "Regional trade policy options for Tanzania : the importance of services commitments," Policy Research Working Paper Series 5481, The World Bank.
- Tarr, David G., 2013.
"Putting Services and Foreign Direct Investment with Endogenous Productivity Effects in Computable General Equilibrium Models,"
Handbook of Computable General Equilibrium Modeling, in: Peter B. Dixon & Dale Jorgenson (ed.), Handbook of Computable General Equilibrium Modeling, edition 1, volume 1, chapter 0, pages 303-377,
Elsevier.
- Tarr, David G., 2012. "Putting services and foreign direct investment with endogenous productivity effects in computable general equilibrium models," Policy Research Working Paper Series 6012, The World Bank.
- Balistreri, Edward J. & Jensen, Jesper & Tarr, David, 2015.
"What determines whether preferential liberalization of barriers against foreign investors in services are beneficial or immizerising: Application to the case of Kenya,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 9, pages 1-134.
- Balistreri, Edward J. & Jensen, Jesper & Tarr, David, 2015. "What determines whether preferential liberalization of barriers against foreign investors in services are beneficial or immizerising: Application to the case of Kenya," Economics Discussion Papers 2015-47, Kiel Institute for the World Economy (IfW Kiel).
- World Bank, 2016. "Assessing the Impact of WTO Accession on Belarus," World Bank Publications - Reports 24698, The World Bank Group.
- Françoise Okah Efogo, 2020. "Does trade in services improve African participation in global value chains?," African Development Review, African Development Bank, vol. 32(4), pages 758-772, December.
- K. C. Fung & Alan Siu, 2008. "Political Economy Of Service Trade Liberalization And The Doha Round," Pacific Economic Review, Wiley Blackwell, vol. 13(1), pages 124-133, February.
- Kyoji Fukao & Keiko Ito & Hyeog Ug Kwon, 2004.
"Do Out-In M&As Bring Higher TFP to Japan?: An Empirical Analysis Based on Micro-data on Japanese Manufacturing Firms,"
Hi-Stat Discussion Paper Series
d04-41, Institute of Economic Research, Hitotsubashi University.
- Fukao, Kyoji & Ito, Keiko & Kwon, Hyeog Ug, 2005. "Do out-in M&As bring higher TFP to Japan? An empirical analysis based on micro-data on Japanese manufacturing firms," Journal of the Japanese and International Economies, Elsevier, vol. 19(2), pages 272-301, June.
- Kyoji Fukao & Keiko Ito & Hyeog Ug Kwon, 2005. "Do Out-In M&As Bring Higher TFP to Japan? An Empirical Analysis Based on Micro-data on Japanese Manufacturing Firms," Discussion papers 05005, Research Institute of Economy, Trade and Industry (RIETI).
- Alicia García-Herrero & KC Fung & Nathalie Aminian & Francis Ng, 2012. "Trade in services: East Asian and Latin American Experiences," Working Papers 1204, BBVA Bank, Economic Research Department.
- Bernard Hoekman & Constantine Michalopoulos & L. Alan Winter, 2004. "Special and Differential Treatment of Developing Countries in the WTO: Moving Forward After Cancún," The World Economy, Wiley Blackwell, vol. 27(4), pages 481-506, April.
- Balistreri, Edward J. & Maliszewska, Maryla & Osorio-Rodarte, Israel & Tarr, David G. & Yonezawa, Hidemichi, 2016.
"Poverty and Shared Prosperity Implications of Deep Integration in Eastern and Southern Africa,"
Conference papers
332681, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Balistreri,Edward Jay & Maliszewska,Maryla & Osorio-Rodarte,Israel & Tarr,David & Yonezawa,Hidemichi, 2016. "Poverty and shared prosperity implications of deep integration in Eastern and Southern Africa," Policy Research Working Paper Series 7660, The World Bank.
- Paolo Guerrieri & Bernardo Maggi & Valentina Meliciani & Pier Carlo Padoan, 2005. "Technology Diffusion, Services, and Endogenous Growth in Europe. Is the Lisbon Strategy Still Alive?," Bruges European Economic Research Papers 2, European Economic Studies Department, College of Europe.
- Jensen, Jesper & Rutherford, Thomas F. & Tarr, David G., 2008.
"Modeling Services Liberalization: The Case of Tanzania,"
Conference papers
331688, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- G. Tarr, David & F. Rutherford, Thomas, 2010. "Modeling Services Liberalization: The Case of Tanzania," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 25, pages 644-675.
- Jensen, Jesper & F. Rutherford , Thomas & G. Tarr, David, 2008. "Modeling Services Liberalization: The Case of Tanzania," Policy Research Working Paper Series 4801, The World Bank.
- JESPER JENSEN & Thomas F. Rutherford & David G. Tarr, 2014. "Modeling Services Liberalization: The Case of Tanzania," World Scientific Book Chapters, in: APPLIED TRADE POLICY MODELING IN 16 COUNTRIES Insights and Impacts from World Bank CGE Based Projects, chapter 9, pages 191-222, World Scientific Publishing Co. Pte. Ltd..
- Rutherford, Thomas & Tarr, David, 2006. "Regional impacts of Russia's accession to the World Trade Organization," Policy Research Working Paper Series 4015, The World Bank.
- Anderson, Kym & Strutt, Anna, 2012. "Global food markets by 2030: What roles for farm TFP growth and trade policies?," 2012 Conference (56th), February 7-10, 2012, Fremantle, Australia 124192, Australian Agricultural and Resource Economics Society.
- World Bank, 2003. "Global Economic Prospects 2004 : Realizing the Development Promise of the Doha Agenda," World Bank Publications - Books, The World Bank Group, number 14782.
- Anderson, Kym & Strutt, Anna, 2012. "Asia?s Growth, the Changing Geography of World Trade, and Food Security: Projections to 2030," CEPR Discussion Papers 8950, C.E.P.R. Discussion Papers.
- Daniela Di Cagno & Valentina Meliciani, 2005. "Do inter-sectoral flows of services matter for productivity growth? an input/output analysis of OECD countries," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 14(3), pages 149-171.
- Kym Anderson, 2016.
"Contributions Of The Gatt/Wto To Global Economic Welfare: Empirical Evidence,"
Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 56-92, February.
- Kym Anderson, 2014. "Contributions of the GATT/WTO to global economic welfare: Empirical evidence," Departmental Working Papers 2014-15, The Australian National University, Arndt-Corden Department of Economics.
- Anderson, Kym & Strutt, Anna, 2011.
"The Changing Geography of World Trade: Projections to 2030,"
Conference papers
332157, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Anderson, Kym & Strutt, Anna, 2012. "The changing geography of world trade: Projections to 2030," Journal of Asian Economics, Elsevier, vol. 23(4), pages 303-323.
- World Bank, 2009. "Tunisia's Global Integration : A Second Generation of Reforms to Boost Growth and Employment," World Bank Publications - Books, The World Bank Group, number 6298.
- Jensen, Jesper & Tarr, David, 2007. "The impact of Kazakhstan accession to the World Trade Organization : a quantitative assessment," Policy Research Working Paper Series 4142, The World Bank.
- Rutherford, Thomas & Tarr, David & Shepotylo, Oleksandr, 2005. "Poverty effects of Russia's WTO accession : modeling"real"households and endogenous productivity effects," Policy Research Working Paper Series 3473, The World Bank.
- Thanh Hoan Phan & Ji Young Jeong, 2013. "The development of Korea’s service industry from a global historical perspective," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, vol. 16(2), pages 184-205, June.
- Anderson, Kym & Strutt, Anna, 2012.
"Agriculture and Food Security in Asia by 2030,"
ADBI Working Papers
368, Asian Development Bank Institute.
- Takatoshi Ito & Anne O. Krueger, 2001.
"Regional and Global Capital Flows: Macroeconomic Causes and Consequences,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_01-1, February.
Cited by:
- Charles Goodhart & Lavan Mahadeva & John Spicer, 2003. "Monetary policy's effects during the financial crises in Brazil and Korea," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(1), pages 55-79.
- Jeffrey A. Frankel, 2003.
"Experience of and Lessons from Exchange Rate Regime in Emerging Economies,"
NBER Working Papers
10032, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey, 2003. "Experience of and Lessons from Exchange Rate Regimes in Emerging Economies," Working Paper Series rwp03-011, Harvard University, John F. Kennedy School of Government.
- Yongil Jeon & Stephen M. Miller, 2002.
"The Performance of Domestic and Foreign Banks: The Case of Korea and the Asian Financial Crisis,"
Working papers
2002-28, University of Connecticut, Department of Economics.
- Yongil Jeon & Stephen Miller, 2005. "Performance of Domestic and Foreign Banks: The Case of Korea and the Asian Financial Crisis," Global Economic Review, Taylor & Francis Journals, vol. 34(2), pages 145-165.
- Tulus T.H. Tambunan, 2011. "Indonesia during two big economic crises 1997/98 and 2008/09: How was the impact and what was the main difference between the two crises?," E3 Journal of Business Management and Economics., E3 Journals, vol. 2(2), pages 045-058.
- Andrea Cipollini & George Kapetanios, 2005.
"Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis,"
Working Papers
538, Queen Mary University of London, School of Economics and Finance.
- Cipollini, A. & Kapetanios, G., 2009. "Forecasting financial crises and contagion in Asia using dynamic factor analysis," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 188-200, March.
- Andrea Cipollini & George Kapetanios, 2008. "Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis," Center for Economic Research (RECent) 014, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Andrea Cipollini & George Kapetanios, 2006. "Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis," Computing in Economics and Finance 2006 477, Society for Computational Economics.
- Gebka, Bartosz & Serwa, Dobromil, 2006. "Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(4), pages 301-317, October.
- Reinhart, Carmen & Kaminsky, Graciela, 2002.
"Financial markets in time of stress,"
MPRA Paper
13869, University Library of Munich, Germany.
- Reinhart, Carmen & Kaminsky, Graciela, 2002. "Financial turmoil: Systemic or regional?," MPRA Paper 13195, University Library of Munich, Germany.
- Graciela L. Kaminsky & Carmen M. Reinhart, 2001. "Financial Markets in Times of Stress," NBER Working Papers 8569, National Bureau of Economic Research, Inc.
- Kaminsky, Graciela L. & Reinhart, Carmen M., 2002. "Financial markets in times of stress," Journal of Development Economics, Elsevier, vol. 69(2), pages 451-470, December.
- Fukuda, Shin-ichi & Kon, Yoshifumi, 2010.
"Macroeconomic Impacts of Foreign Exchange Reserve Accumulation: Theory and International Evidence,"
ADBI Working Papers
197, Asian Development Bank Institute.
- Shin-ichi Fukuda & Yoshifumi Kon, 2010. "Macroeconomic Impacts of Foreign Exchange Reserve Accumulation: Theory and International Evidence," Working Papers id:3106, eSocialSciences.
- Shin-ichi Fukuda & Yoshifumi Kon, 2010. "Macroeconomic Impacts of Foreign Exchange Reserve Accumulation : Theory and International Evidence," Macroeconomics Working Papers 23012, East Asian Bureau of Economic Research.
- Shin-ichi Fukuda & Yoshifumi Kon, 2012. "Macroeconomic Impacts of Foreign Exchange Reserve Accumulation: Theory and International Evidence," Chapters, in: Masahiro Kawai & Peter J. Morgan & Shinji Takagi (ed.), Monetary and Currency Policy Management in Asia, chapter 5, Edward Elgar Publishing.
- Krause, Stefan & Méndez, Fabio, 2008. "Institutions, arrangements and preferences for inflation stability: Evidence and lessons from a panel data analysis," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 282-307, March.
- Impavido, Gregorio & Musalem, Alberto R. & Vittas, Dimitri, 2002. "Contractual savings in countries with a small financial sector," Policy Research Working Paper Series 2841, The World Bank.
- David Cook & James Yetman, 2012. "Expanding central bank balance sheets in emerging Asia: a compendium of risk and some evidence," BIS Papers chapters, in: Bank for International Settlements (ed.), Are central bank balance sheets in Asia too large?, volume 66, pages 30-75, Bank for International Settlements.
- Marek A. Dąbrowski, 2015. "Jakość danych o rezerwach dewizowych a kryzysy finansowe w gospodarkach wschodzących," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 49-78.
- Yongil Jeon & Stephen M. Miller & Paul A. Natke, 2003.
"Do Foreign Bank Operations Provide a Stabilizing Influence in Korea?,"
Working papers
2004-21, University of Connecticut, Department of Economics.
- Jeon, Yongil & Miller, Stephen M. & Natke, Paul A., 2006. "Do foreign bank operations provide a stabilizing influence in Korea?," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(1), pages 82-109, February.
- Fazio, Giorgio, 2007. "Extreme interdependence and extreme contagion between emerging markets," Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1261-1291, December.
- Graciela L. Kaminsky & Carmen Reinhart, 2003.
"The Center and the Periphery: The Globalization of Financial Turmoil,"
NBER Working Papers
9479, National Bureau of Economic Research, Inc.
- Reinhart, Carmen & Kaminsky, Graciela, 2008. "The center and the periphery: The globalization of financial turmoil," MPRA Paper 14100, University Library of Munich, Germany.
- Amar Gande & David Parsley, 2003.
"News Spillovers in the Sovereign Debt Market,"
Working Papers
062003, Hong Kong Institute for Monetary Research.
- Gande, Amar & Parsley, David C., 2005. "News spillovers in the sovereign debt market," Journal of Financial Economics, Elsevier, vol. 75(3), pages 691-734, March.
- Takatoshi Ito & Yuko Hashimoto, 2002.
"High Frequency Contagion of Currency Crises in Asia,"
NBER Working Papers
9376, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Yuko Hashimoto, 2005. "High‐Frequency Contagion of Currency Crises in Asia," Asian Economic Journal, East Asian Economic Association, vol. 19(4), pages 357-381, December.
- Debabrata Datta & Susmita Chatterjee, 2013. "A Simple Model of Macroeconomic Instability in the Background of the Indian Economy," South Asian Journal of Macroeconomics and Public Finance, , vol. 2(1), pages 81-106, June.
- Lin, Kun-Li & Doan, Anh Tuan & Doong, Shuh-Chyi, 2016. "Changes in ownership structure and bank efficiency in Asian developing countries: The role of financial freedom," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 19-34.
- Jie Li, 2007. "Examining the interactions of high reserves and weak fundamentals in currency crises," Applied Economics Letters, Taylor & Francis Journals, vol. 14(8), pages 617-621.
- Unggul Heriqbaldi & Munawar Ismail & David Kaluge & Dwi Budi Santoso, 2014. "A Regime Switching Analysis Of Indonesia'S Exchange Market Pressure," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 59(02), pages 1-17.
- Philippe Martin & Hélène Rey, 2006.
"Globalization and Emerging Markets: With or Without Crash?,"
SciencePo Working papers Main
hal-01021349, HAL.
- Philippe Martin & Hélène Rey, 2006. "Globalization and Emerging Markets: With or Without Crash?," Post-Print hal-01021349, HAL.
- Hélène Rey & Philippe Martin, 2006. "Globalization and Emerging Markets: With or Without Crash?," American Economic Review, American Economic Association, vol. 96(5), pages 1631-1651, December.
- Philippe Martin & Helene Rey, 2006. "Globalization and Emerging Markets: With or without Crash?," Post-Print halshs-00176903, HAL.
- Philippe Martin & Hélène Rey, 2005. "Globalization and Emerging Markets: With or Without Crash?," NBER Working Papers 11550, National Bureau of Economic Research, Inc.
- Helene Rey & Philippe Martin, 2005. "Globalization and Emerging Markets: With or Without Crash?," 2005 Meeting Papers 152, Society for Economic Dynamics.
- Martin, Philippe & Rey, Hélène, 2005. "Globalization and Emerging Markets: With or Without Crash?," CEPR Discussion Papers 5165, C.E.P.R. Discussion Papers.
- Philippe Martin & Helene Rey, 2006. "Globalization and Emerging Markets: With or without Crash?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00176903, HAL.
- Pierre-Olivier Gourinchas & Maurice Obstfeld, 2012.
"Stories of the Twentieth Century for the Twenty-First,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 226-265, January.
- Pierre-Olivier Gourinchas & Maurice Obstfeld, 2011. "Stories of the Twentieth Century for the Twenty-First," NBER Working Papers 17252, National Bureau of Economic Research, Inc.
- Gourinchas, Pierre-Olivier & Obstfeld, Maurice, 2011. "Stories of the Twentieth Century for the Twenty-First," Department of Economics, Working Paper Series qt6mq0x1jz, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Obstfeld, Maurice & Gourinchas, Pierre-Olivier, 2011. "Stories of the Twentieth Century for the Twenty-First," CEPR Discussion Papers 8518, C.E.P.R. Discussion Papers.
- Ayhan Kose & Eswar Prasad & Kenneth Rogoff & Shang-Jin Wei & Ann Harrison, "undated".
"Financial Globalization, Growth and Volatility In Developing Countries,"
Working Paper
14902, Harvard University OpenScholar.
- Eswar S. Prasad & Kenneth S. Rogoff & Shang-Jin Wei & M. Ayhan Kose, 2004. "Financial Globalization, Growth and Volatility in Developing Countries," NBER Working Papers 10942, National Bureau of Economic Research, Inc.
- Wei, Shang-Jin & Prasad, Eswar & Rogoff, Kenneth & Kose, M. Ayhan, 2004. "Financial Globalization, Growth and Volatility in Developing Countries," CEPR Discussion Papers 4772, C.E.P.R. Discussion Papers.
- Eswar S. Prasad & Kenneth Rogoff & Shang-Jin Wei & M. Ayhan Kose, 2007. "Financial Globalization, Growth and Volatility in Developing Countries," NBER Chapters, in: Globalization and Poverty, pages 457-516, National Bureau of Economic Research, Inc.
- Dionisius Narjoko & Hal Hill, 2007.
"Winners and Losers during a Deep Economic Crisis: Firm‐level Evidence from Indonesian Manufacturing,"
Asian Economic Journal, East Asian Economic Association, vol. 21(4), pages 343-368, December.
- Dionisius Narjoko & Hal Hill, 2006. "Winners and Losers during a Deep Economic Crisis: Firm-level Evidence from Indonesian Manufacturing," Departmental Working Papers 2006-13, The Australian National University, Arndt-Corden Department of Economics.
- M. Ayhan Kose & Peter S. O. Nagle & Franziska Ohnsorge & Naotaka Sugawara, 2020.
"Can This Time Be Different? Policy Options in Times of Rising Debt,"
Koç University-TUSIAD Economic Research Forum Working Papers
2008, Koc University-TUSIAD Economic Research Forum.
- Ohnsorge, Franziska & Kose, M. Ayhan & Nagle, Peter & Sugawara, Naotaka, 2020. "Can This Time Be Different? Policy Options in Times of Rising Debt," CEPR Discussion Papers 14528, C.E.P.R. Discussion Papers.
- Kose,Ayhan & Nagle,Peter Stephen Oliver & Ohnsorge,Franziska Lieselotte & Sugawara,Naotaka, 2020. "Can This Time Be Different ? Policy Options in Times of Rising Debt," Policy Research Working Paper Series 9178, The World Bank.
- M.Ayhan Kose & Peter S. O. Nagle & Franziska L. Ohnsorge & Naotaka Sugawara, 2020. "Can this time be different? Policy options in times of rising debt," CAMA Working Papers 2020-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini, 2003.
"Testing for Financial Contagion between Developed and Emerging Markets during the 1997 East Asian Crisis,"
Economics Working Paper Archive
wp_370, Levy Economics Institute.
- Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo, 2005. "Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(4), pages 359-367.
- Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo, 2005. "Testing For Financial Contagion Between Developed And Emerging Markets During The 1997 East Asian Crisis," Economics and Finance Discussion Papers 05-08, Economics and Finance Section, School of Social Sciences, Brunel University.
- Eiji Ogawa & Kentaro Kawasaki, 2006.
"Adopting a common currency basket arrangement into the 'ASEAN plus three',"
Discussion papers
06028, Research Institute of Economy, Trade and Industry (RIETI).
- Eiji Ogawa & Kentaro Kawasaki, 2008. "Adopting a Common Currency Basket Arrangement into the ASEAN Plus Three," NBER Chapters, in: International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy, pages 219-237, National Bureau of Economic Research, Inc.
- Charles Ka Yui Leung & Patrick Wai Yin Cheung & Edward Chi Ho Tang, 2013.
"Financial Crisis and the Co-movements of Housing Sub-markets: Do relationships change after a crisis?,"
International Real Estate Review, Global Social Science Institute, vol. 16(1), pages 68-118.
- Leung, Charles Ka Yui & CHEUNG, W. Y. Patrick & TANG, C. H. Edward, 2011. "Financial Crisis and the Comovements of Housing Sub-markets: Do relationships change after a crisis?," MPRA Paper 31627, University Library of Munich, Germany.
- Eiji Ogawa & Kentaro Kawasaki, 2011. "Monetary Integration in East Asia," Chapters, in: Masahisa Fujita & Ikuo Kuroiwa & Satoru Kumagai (ed.), The Economics of East Asian Integration, chapter 10, Edward Elgar Publishing.
- Vincent Bouvatier, 2006.
"Hot money inflows in China: How the people's bank of China took up the challenge,"
Cahiers de la Maison des Sciences Economiques
bla06011, Université Panthéon-Sorbonne (Paris 1).
- Vincent Bouvatier, 2006. "Hot Money Inflows in China: How the People's Bank of China Took up the Challenge," Post-Print halshs-00111153, HAL.
- Vincent Bouvatier, 2006. "Hot Money Inflows in China: How the People's Bank of China Took up the Challenge," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00111153, HAL.
- Pereira, Pedro L. Valls & Marçal, Emerson Fernandes & Martin, Diógenes Manoel Leiva & Nakamura, Wilson Toshiro, 2009.
"Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals,"
Textos para discussão
177, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Emerson Fernandes Marcal & Pedro Valls Pereira & Diogenes Manoel Leiva Martin & Wilson Toshiro Nakamura, 2011. "Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals," Applied Economics, Taylor & Francis Journals, vol. 43(19), pages 2365-2379.
- Panageas, Stavros, 2010.
"Bailouts, the incentive to manage risk, and financial crises,"
Journal of Financial Economics, Elsevier, vol. 95(3), pages 296-311, March.
- Stavros Panageas, 2009. "Bailouts, the Incentive to Manage Risk, and Financial Crises," NBER Working Papers 15058, National Bureau of Economic Research, Inc.
- Peter Rowland, 2004. "The Colombian Sovereign Spread And Its Determinants," Borradores de Economia 3572, Banco de la Republica.
- Umezaki, So, 2006. "Monetary and Exchange Rate Policy in Malaysia before the Asian Crisis," IDE Discussion Papers 79, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Yongil Jeon & Stephen M. Miller, 2002.
"The Effect of the Asian Financial Crisis on the Performance of Korean Nationwide Banks,"
Working papers
2002-32, University of Connecticut, Department of Economics.
- Yongil Jeon & Stephen Miller, 2004. "The effect of the Asian financial crisis on the performance of Korean nationwide banks," Applied Financial Economics, Taylor & Francis Journals, vol. 14(5), pages 351-360.
- Kentaro Kawasaki & Eiji Ogawa, 2006. "What Should the Weights of the Three Major Currencies be in a Common Currency Basket in East Asia?," Asian Economic Journal, East Asian Economic Association, vol. 20(1), pages 75-94, March.
- Ms. Li L Ong & Andrea M. Maechler, 2009. "Foreign Banks in the CESE Countries: In for a Penny, in for a Pound?," IMF Working Papers 2009/054, International Monetary Fund.
- Guillermo A. Calvo & Ernesto Talvi, 2005. "Sudden Stop, Financial Factors and Economic Collpase in Latin America: Learning from Argentina and Chile," NBER Working Papers 11153, National Bureau of Economic Research, Inc.
- Shin-ichi Fukuda & Yoshifumi Kon, 2008.
"Liquidity Risk Aversion, Debt Maturity, and Current Account Surpluses: A Theory and Evidence from East Asia,"
NBER Chapters, in: International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy, pages 39-70,
National Bureau of Economic Research, Inc.
- Shin-ichi Fukuda & Yoshifumi Kon, 2007. "Liquidity Risk Aversion, Debt Maturity, and Current Account Surpluses: A Theory and Evidence from East Asia," NBER Working Papers 13004, National Bureau of Economic Research, Inc.
- Shin-ichi Fukuda & Yoshifumi Kon, 2007. "Liquidity Risk Aversion, Debt Maturity, and Current Account Surpluses: A Theory and Evidence from East Asia," CIRJE F-Series CIRJE-F-489, CIRJE, Faculty of Economics, University of Tokyo.
- Yongil Jeon & Stephen M. Miller, 2002.
"Foreign and Domestic Bank Performances: An Ideal Decomposition of Industry Dynamics,"
Working papers
2002-24, University of Connecticut, Department of Economics.
- Yongil Jeon & Stephen M. Miller, 2004. "Foreign and Domestic Bank Performances: An Ideal Decomposition of Industry Dynamics," Working papers 2004-46, University of Connecticut, Department of Economics.
- Jie Li & Alice Ouyang, 2011. "Currency crises: can high reserves offset vulnerable fundamentals?," Applied Economics, Taylor & Francis Journals, vol. 43(16), pages 2055-2069.
- Carmen M. Reinhart & Vincent Reinhart, 2010.
"After the fall,"
Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 17-60.
- Carmen M. Reinhart & Vincent R. Reinhart, 2010. "After the Fall," NBER Working Papers 16334, National Bureau of Economic Research, Inc.
- Reinhart, Carmen & Reinhart, Vincent, 2010. "Diminished Expectations, Double Dips, and External Shocks: The Decade After the Fall," MPRA Paper 24969, University Library of Munich, Germany.
- Meng-Wai Lee & Kim-Leng Goh & Michael Meow-Chung Yap, 2019. "The Malaysian Domestic Bond Market: Growing into its Rightful Role," Capital Markets Review, Malaysian Finance Association, vol. 27(1), pages 34-52.
- Ali Ari & Raif Cergibozan, 2016. "A Comparison of Currency Crisis Dating Methods: Turkey 1990-2014," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 12(3), pages 19-37.
- Eiji Ogawa, 2011. "Currency Baskets for East Asia," Chapters, in: Ulrich Volz (ed.), Regional Integration, Economic Development and Global Governance, chapter 14, Edward Elgar Publishing.
- Taguchi, Hiroyuki, 2003. "Exchange rate management and capital inflows in selected East Asian countries," MPRA Paper 63220, University Library of Munich, Germany.
- Ulrich Volz (ed.), 2011. "Regional Integration, Economic Development and Global Governance," Books, Edward Elgar Publishing, number 14259, March.
- Ying, Yung-Hsiang & Kuan, Chung-Ming & Tung, Chris Y. & Chang, Koyin, 2013. "“Capital mobility in East Asian Countries is not so high”: Examining the impact of sterilization on capital flows," China Economic Review, Elsevier, vol. 24(C), pages 55-64.
- Laura Alfaro & Sebnem Kalemli-Ozcan & Vadym Volosovych, 2007.
"Capital Flows in a Globalized World: The Role of Policies and Institutions,"
NBER Chapters, in: Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences, pages 19-72,
National Bureau of Economic Research, Inc.
- Laura Alfaro & Sebnem Kalemli-Ozcan & Vadym Volosovych, 2005. "Capital Flows in a Globalized World: The Role of Policies and Institutions," NBER Working Papers 11696, National Bureau of Economic Research, Inc.
- Tulus T.H. Tambunan, 2012. "Trade response to economic shocks in Indonesia," E3 Journal of Business Management and Economics., E3 Journals, vol. 3(8), pages 283-300.
- OGAWA Eiji & SHIMIZU Junko, 2007. "Progress toward a Common Currency Basket System in East Asia," Discussion papers 07002, Research Institute of Economy, Trade and Industry (RIETI).
- Meng-wai Lee & Kim-leng Goh, 2019. "Bond Market Development in Malaysia: Possible Crowding-Out from Persistent Fiscal Deficits?," Economics Bulletin, AccessEcon, vol. 39(3), pages 1798-1807.
- Puspa Amri & Apanard P. Angkinand & Clas Wihlborg, 2011. "International comparisons of bank regulation, liberalization, and banking crises," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 3(4), pages 322-339, November.
- Takuji Kinkyo, 2004. "Transmission channels of capital flow shocks: why Korean crisis was so severe," Working Papers 139, Department of Economics, SOAS University of London, UK.
- Matthew Odedokun, 2003. "The 'Pull' and 'Push' Factors in North-South Private Capital Flows: Conceptual Issues and Empirical Estimates," WIDER Working Paper Series DP2003-43, World Institute for Development Economic Research (UNU-WIDER).
- Jianping Shi & Yu Gao, 2010. "A study on KLR financial crisis early-warning model," Frontiers of Economics in China, Springer;Higher Education Press, vol. 5(2), pages 254-275, June.
- Eiji Ogawa & Michiru Sakane, 2006. "The Chinese Yuan after the Chinese Exchange Rate System Reform," Discussion papers 06019, Research Institute of Economy, Trade and Industry (RIETI).
- Jianping Shi & Yu Gao, 2010. "A Study on KLR Financial Crisis Early-Warning Model," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 5(2), pages 254-275, June.
- Shin-ichi Fukuda & Yoshifumi Kon, 2007. "Liquidity Risk Aversion, Debt Maturity, and Current Account Surpluses: A Theory and Evidence from East Asia (Forthcoming in T. Ito and A. Rose eds., International Financial Issues in Pacific Rim, Univ," CARF F-Series CARF-F-095, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Manuel J. Rocha Armada & Joao Leitao & Júlio Lobao, 2011. "The Contagion Effects of Financial Crisis on Stock Markets: What Can We Learn From a Cointegrated Vector Autoregressive Approach for Developed Countries?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 6(1), pages 29-53, Julio-Dic.
- Berrak Büyükkarabacak & Stefan Krause, 2009. "Studying The Effects Of Household And Firm Credit On The Trade Balance: The Composition Of Funds Matters," Economic Inquiry, Western Economic Association International, vol. 47(4), pages 653-666, October.
- Carlos A. Ibarra, 2004. "Capital Flows, Exchange Rate Regime, and Macroeconomic Performance in Mexico," WIDER Working Paper Series RP2004-27, World Institute for Development Economic Research (UNU-WIDER).
- Plasmans, J.E.J., 2001. "Currency Crises and Economic Monetary Cooperation : An Application to South East Asia and Comparison with Mexico, Brazil and Europe," Other publications TiSEM d740e32a-4dff-44ad-ae39-0, Tilburg University, School of Economics and Management.
- Fadzlan Sufian, 2014. "Which Element Bank Total Factor Productivity Is More Representative: Technological Progress or Efficiency Change?," Vision, , vol. 18(1), pages 9-22, March.
- TAKAGI Shinji & ESAKA Taro, 2001. "Risk Premiums and Exchange Rate Expectations: A Reassessment of the So-Called Dollar Peg Policies of Crisis East Asian Countries, 1994-97," ESRI Discussion paper series 003, Economic and Social Research Institute (ESRI).
- Ito, Takatoshi & Krueger, Anne O. (ed.), 2001.
"Regional and Global Capital Flows,"
National Bureau of Economic Research Books,
University of Chicago Press,
edition 1, number 9780226386768, April.
Cited by:
- Yongil Jeon & Stephen M. Miller, 2002.
"The Performance of Domestic and Foreign Banks: The Case of Korea and the Asian Financial Crisis,"
Working papers
2002-28, University of Connecticut, Department of Economics.
- Yongil Jeon & Stephen Miller, 2005. "Performance of Domestic and Foreign Banks: The Case of Korea and the Asian Financial Crisis," Global Economic Review, Taylor & Francis Journals, vol. 34(2), pages 145-165.
- Andrea Cipollini & George Kapetanios, 2005.
"Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis,"
Working Papers
538, Queen Mary University of London, School of Economics and Finance.
- Cipollini, A. & Kapetanios, G., 2009. "Forecasting financial crises and contagion in Asia using dynamic factor analysis," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 188-200, March.
- Andrea Cipollini & George Kapetanios, 2008. "Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis," Center for Economic Research (RECent) 014, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Andrea Cipollini & George Kapetanios, 2006. "Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis," Computing in Economics and Finance 2006 477, Society for Computational Economics.
- Gebka, Bartosz & Serwa, Dobromil, 2006. "Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(4), pages 301-317, October.
- Reinhart, Carmen & Kaminsky, Graciela, 2002.
"Financial markets in time of stress,"
MPRA Paper
13869, University Library of Munich, Germany.
- Reinhart, Carmen & Kaminsky, Graciela, 2002. "Financial turmoil: Systemic or regional?," MPRA Paper 13195, University Library of Munich, Germany.
- Graciela L. Kaminsky & Carmen M. Reinhart, 2001. "Financial Markets in Times of Stress," NBER Working Papers 8569, National Bureau of Economic Research, Inc.
- Kaminsky, Graciela L. & Reinhart, Carmen M., 2002. "Financial markets in times of stress," Journal of Development Economics, Elsevier, vol. 69(2), pages 451-470, December.
- David Cook & James Yetman, 2012. "Expanding central bank balance sheets in emerging Asia: a compendium of risk and some evidence," BIS Papers chapters, in: Bank for International Settlements (ed.), Are central bank balance sheets in Asia too large?, volume 66, pages 30-75, Bank for International Settlements.
- Blagov, Boris & Funke, Michael, 2013.
"The regime-dependent evolution of credibility: A fresh look at Hong Kong s linked exchange rate system,"
BOFIT Discussion Papers
24/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
- Blagov, Boris & Funke, Michael, 2015. "The regime-dependent evolution of credibility: A fresh look at Hong Kong's linked exchange rate system," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112819, Verein für Socialpolitik / German Economic Association.
- Blagov, Boris & Funke, Michael, 2019. "The Regime-Dependent Evolution Of Credibility: A Fresh Look At Hong Kong'S Linked Exchange Rate System," Macroeconomic Dynamics, Cambridge University Press, vol. 23(6), pages 2434-2468, September.
- Yongil Jeon & Stephen M. Miller & Paul A. Natke, 2003.
"Do Foreign Bank Operations Provide a Stabilizing Influence in Korea?,"
Working papers
2004-21, University of Connecticut, Department of Economics.
- Jeon, Yongil & Miller, Stephen M. & Natke, Paul A., 2006. "Do foreign bank operations provide a stabilizing influence in Korea?," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(1), pages 82-109, February.
- Fazio, Giorgio, 2007. "Extreme interdependence and extreme contagion between emerging markets," Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1261-1291, December.
- Graciela L. Kaminsky & Carmen Reinhart, 2003.
"The Center and the Periphery: The Globalization of Financial Turmoil,"
NBER Working Papers
9479, National Bureau of Economic Research, Inc.
- Reinhart, Carmen & Kaminsky, Graciela, 2008. "The center and the periphery: The globalization of financial turmoil," MPRA Paper 14100, University Library of Munich, Germany.
- Amar Gande & David Parsley, 2003.
"News Spillovers in the Sovereign Debt Market,"
Working Papers
062003, Hong Kong Institute for Monetary Research.
- Gande, Amar & Parsley, David C., 2005. "News spillovers in the sovereign debt market," Journal of Financial Economics, Elsevier, vol. 75(3), pages 691-734, March.
- Frederick Betz, 2013. "Macro and Micro-Economic Policies in Financial Crises: Argentina 2000 and South Korea 1998," Business and Management Research, Business and Management Research, Sciedu Press, vol. 2(4), pages 41-55, December.
- Pierre-Olivier Gourinchas & Maurice Obstfeld, 2012.
"Stories of the Twentieth Century for the Twenty-First,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 226-265, January.
- Pierre-Olivier Gourinchas & Maurice Obstfeld, 2011. "Stories of the Twentieth Century for the Twenty-First," NBER Working Papers 17252, National Bureau of Economic Research, Inc.
- Gourinchas, Pierre-Olivier & Obstfeld, Maurice, 2011. "Stories of the Twentieth Century for the Twenty-First," Department of Economics, Working Paper Series qt6mq0x1jz, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Obstfeld, Maurice & Gourinchas, Pierre-Olivier, 2011. "Stories of the Twentieth Century for the Twenty-First," CEPR Discussion Papers 8518, C.E.P.R. Discussion Papers.
- Eiji Ogawa & Kentaro Kawasaki, 2011. "Monetary Integration in East Asia," Chapters, in: Masahisa Fujita & Ikuo Kuroiwa & Satoru Kumagai (ed.), The Economics of East Asian Integration, chapter 10, Edward Elgar Publishing.
- Vincent Bouvatier, 2006.
"Hot money inflows in China: How the people's bank of China took up the challenge,"
Cahiers de la Maison des Sciences Economiques
bla06011, Université Panthéon-Sorbonne (Paris 1).
- Vincent Bouvatier, 2006. "Hot Money Inflows in China: How the People's Bank of China Took up the Challenge," Post-Print halshs-00111153, HAL.
- Vincent Bouvatier, 2006. "Hot Money Inflows in China: How the People's Bank of China Took up the Challenge," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00111153, HAL.
- Panageas, Stavros, 2010.
"Bailouts, the incentive to manage risk, and financial crises,"
Journal of Financial Economics, Elsevier, vol. 95(3), pages 296-311, March.
- Stavros Panageas, 2009. "Bailouts, the Incentive to Manage Risk, and Financial Crises," NBER Working Papers 15058, National Bureau of Economic Research, Inc.
- Umezaki, So, 2006. "Monetary and Exchange Rate Policy in Malaysia before the Asian Crisis," IDE Discussion Papers 79, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Yongil Jeon & Stephen M. Miller, 2002.
"The Effect of the Asian Financial Crisis on the Performance of Korean Nationwide Banks,"
Working papers
2002-32, University of Connecticut, Department of Economics.
- Yongil Jeon & Stephen Miller, 2004. "The effect of the Asian financial crisis on the performance of Korean nationwide banks," Applied Financial Economics, Taylor & Francis Journals, vol. 14(5), pages 351-360.
- Guillermo A. Calvo & Ernesto Talvi, 2005. "Sudden Stop, Financial Factors and Economic Collpase in Latin America: Learning from Argentina and Chile," NBER Working Papers 11153, National Bureau of Economic Research, Inc.
- Carmen M. Reinhart & Vincent Reinhart, 2010.
"After the fall,"
Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 17-60.
- Carmen M. Reinhart & Vincent R. Reinhart, 2010. "After the Fall," NBER Working Papers 16334, National Bureau of Economic Research, Inc.
- Reinhart, Carmen & Reinhart, Vincent, 2010. "Diminished Expectations, Double Dips, and External Shocks: The Decade After the Fall," MPRA Paper 24969, University Library of Munich, Germany.
- Ali Ari & Raif Cergibozan, 2016. "A Comparison of Currency Crisis Dating Methods: Turkey 1990-2014," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 12(3), pages 19-37.
- Eiji Ogawa, 2011. "Currency Baskets for East Asia," Chapters, in: Ulrich Volz (ed.), Regional Integration, Economic Development and Global Governance, chapter 14, Edward Elgar Publishing.
- Taguchi, Hiroyuki, 2003. "Exchange rate management and capital inflows in selected East Asian countries," MPRA Paper 63220, University Library of Munich, Germany.
- Ulrich Volz (ed.), 2011. "Regional Integration, Economic Development and Global Governance," Books, Edward Elgar Publishing, number 14259, March.
- Ying, Yung-Hsiang & Kuan, Chung-Ming & Tung, Chris Y. & Chang, Koyin, 2013. "“Capital mobility in East Asian Countries is not so high”: Examining the impact of sterilization on capital flows," China Economic Review, Elsevier, vol. 24(C), pages 55-64.
- OGAWA Eiji & SHIMIZU Junko, 2007. "Progress toward a Common Currency Basket System in East Asia," Discussion papers 07002, Research Institute of Economy, Trade and Industry (RIETI).
- Takuji Kinkyo, 2004. "Transmission channels of capital flow shocks: why Korean crisis was so severe," Working Papers 139, Department of Economics, SOAS University of London, UK.
- Matthew Odedokun, 2003. "The 'Pull' and 'Push' Factors in North-South Private Capital Flows: Conceptual Issues and Empirical Estimates," WIDER Working Paper Series DP2003-43, World Institute for Development Economic Research (UNU-WIDER).
- Eiji Ogawa & Michiru Sakane, 2006. "The Chinese Yuan after the Chinese Exchange Rate System Reform," Discussion papers 06019, Research Institute of Economy, Trade and Industry (RIETI).
- Berrak Büyükkarabacak & Stefan Krause, 2009. "Studying The Effects Of Household And Firm Credit On The Trade Balance: The Composition Of Funds Matters," Economic Inquiry, Western Economic Association International, vol. 47(4), pages 653-666, October.
- Carlos A. Ibarra, 2004. "Capital Flows, Exchange Rate Regime, and Macroeconomic Performance in Mexico," WIDER Working Paper Series RP2004-27, World Institute for Development Economic Research (UNU-WIDER).
- Plasmans, J.E.J., 2001. "Currency Crises and Economic Monetary Cooperation : An Application to South East Asia and Comparison with Mexico, Brazil and Europe," Other publications TiSEM d740e32a-4dff-44ad-ae39-0, Tilburg University, School of Economics and Management.
- TAKAGI Shinji & ESAKA Taro, 2001. "Risk Premiums and Exchange Rate Expectations: A Reassessment of the So-Called Dollar Peg Policies of Crisis East Asian Countries, 1994-97," ESRI Discussion paper series 003, Economic and Social Research Institute (ESRI).
- Yongil Jeon & Stephen M. Miller, 2002.
"The Performance of Domestic and Foreign Banks: The Case of Korea and the Asian Financial Crisis,"
Working papers
2002-28, University of Connecticut, Department of Economics.
- C. Fred Bergsten & Marcus Noland & Takatoshi Ito, 2001.
"No More Bashing: Building a New Japan-United States Economic Relationship,"
Peterson Institute Press: All Books,
Peterson Institute for International Economics, number 105, April.
Cited by:
- Martin Neil Baily, 2001. "Macroeconomic Implications of the New Economy," Working Paper Series WP01-9, Peterson Institute for International Economics.
- Yonekura, Akira & Gallhofer, Sonja & Haslam, Jim, 2012. "Accounting disclosure, corporate governance and the battle for markets: The case of trade negotiations between Japan and the U.S," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 23(4), pages 312-331.
- Kenneth N. Kuttner & Adam S. Posen, 2002. "Passive Savers and Fiscal Policy Effectiveness in Japan," Working Paper Series WP02-2, Peterson Institute for International Economics.
- Bergsten, C. Fred, 2002. "Can the United States afford the tax cuts of 2001?," Journal of Policy Modeling, Elsevier, vol. 24(4), pages 373-380, July.
- Joseph E. Gagnon & C. Fred Bergsten, 2012. "Currency Manipulation, the US Economy, and the Global Economic Order," Policy Briefs PB12-25, Peterson Institute for International Economics.
- Marcus NOLAND, 2007. "From Industrial Policy to Innovation Policy: Japan's Pursuit of Competitive Advantage," Asian Economic Policy Review, Japan Center for Economic Research, vol. 2(2), pages 251-268, December.
- Kenneth N. Kuttner & Adam S. Posen, 2001. "The Great Recession: Lessons for Macroeconomic Policy from Japan," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 32(2), pages 93-186.
- Chad P. Bown & Meredith A. Crowley & Rachel McCulloch & Daisuke J. Nakajima, 2005. "The U.S. trade deficit: made in China?," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 29(Q IV), pages 2-18.
- Thomas F. Cargill & Michael M. Hutchison & Takatoshi Ito, 2001.
"Financial Policy and Central Banking in Japan,"
MIT Press Books,
The MIT Press,
edition 1, volume 1, number 0262032856, December.
Cited by:
- Kagraoka, Yusho & Moussa, Zakaria, 2013.
"Quantitative easing, credibility and the time-varying dynamics of the term structure of interest rate in Japan,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 181-201.
- Yusho Kagraoka & Zakaria Moussa, 2010. "Quantitative Easing, Credibility and the Time-Varying Dynamics of the Term Structure of Interest rate in Japan," Working Papers halshs-00543010, HAL.
- Kiichi Tokuoka & Mr. Murtaza H Syed & Mr. Kenneth H Kang, 2009. "“Lost Decade” in Translation - What Japan’s Crisis could Portend about Recovery from the Great Recession," IMF Working Papers 2009/282, International Monetary Fund.
- Ryuzo Miyao, 2002. "Liquidity Trap and the Stability of Money Demand: Is Japan Really Trapped at the Zero Bound?," Discussion Paper Series 127, Research Institute for Economics & Business Administration, Kobe University.
- Masami Imai, 2006.
"The Emergence of Market Monitoring in Japanese Banks: Evidence from the Subordinated Debt Market,"
Wesleyan Economics Working Papers
2006-008, Wesleyan University, Department of Economics.
- Imai, Masami, 2007. "The emergence of market monitoring in Japanese banks: Evidence from the subordinated debt market," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1441-1460, May.
- Takatoshi Ito, 2004.
"Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting?,"
RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Simon Guttmann (ed.),The Future of Inflation Targeting,
Reserve Bank of Australia.
- Takatoshi Ito, 2004. "Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting?," NBER Working Papers 10818, National Bureau of Economic Research, Inc.
- Eric Girardin & Zakaria Moussa, 2010.
"Quantitative easing works: Lessons from the unique experience in Japan 2001-2006,"
Working Papers
halshs-00459384, HAL.
- Girardin, Eric & Moussa, Zakaria, 2011. "Quantitative easing works: Lessons from the unique experience in Japan 2001â2006," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 461-495, October.
- Takatoshi Ito & Frederic S. Mishkin, 2006.
"Two Decades of Japanese Monetary Policy and the Deflation Problem,"
NBER Chapters, in: Monetary Policy with Very Low Inflation in the Pacific Rim, pages 131-1997,
National Bureau of Economic Research, Inc.
- Takatoshi Ito & Frederic S. Mishkin, 2004. "Two Decades of Japanese Monetary Policy and the Deflation Problem," NBER Working Papers 10878, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Kimie Harada, 2004. "Bank Fragility in Japan, 1995-2003," CESifo Working Paper Series 1137, CESifo.
- Thomas F Cargill & Elliott Parker, 2001. "FINANCIAL LIBERALIZATION IN CHINA - Limitations and lessons of the Japanese regime," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 6(1), pages 1-21.
- William R. Cline & Kyoji Fukao & Tokuo Iwaisako & Kenneth N. Kuttner & Adam S. Posen & Jeffrey J. Schott, . "Lessons from Decades Lost: Economic Challenges and Opportunities Facing Japan and the United States," PIIE Briefings, Peterson Institute for International Economics, number PIIEB14-4, April.
- Alan J. Auerbach & Maurice Obstfeld, 2005.
"The Case for Open-Market Purchases in a Liquidity Trap,"
American Economic Review, American Economic Association, vol. 95(1), pages 110-137, March.
- Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt4tm5h0s3, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- Alan Auerbach & Maurice Obstfeld, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Macroeconomics 0407009, University Library of Munich, Germany.
- Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt1dn4d9sr, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt84s7d8c8, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Alan J. Auerbach & Maurice Obstfeld, 2003. "The Case for Open-Market Purchases in a Liquidity Trap," NBER Working Papers 9814, National Bureau of Economic Research, Inc.
- Auerbach, Alan & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," CEPR Discussion Papers 4447, C.E.P.R. Discussion Papers.
- Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt84s7d8c8, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt1dn4d9sr, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Alan J. Auerbach & Maurice Obstfeld, 2003. "The case for open-market purchases in a liquidity trap," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt4tm5h0s3, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Adam Posen, 2003.
"It Takes More Than a Bubble to Become Japan,"
RBA Annual Conference Volume (Discontinued), in: Anthony Richards & Tim Robinson (ed.),Asset Prices and Monetary Policy,
Reserve Bank of Australia.
- Adam S. Posen, 2003. "It Takes More than a Bubble to Become Japan," Working Paper Series WP03-9, Peterson Institute for International Economics.
- Masahiro Kawai, 2005.
"Reform of the Japanese Banking System,"
Hi-Stat Discussion Paper Series
d05-102, Institute of Economic Research, Hitotsubashi University.
- Masahiro Kawai, 2005. "Reform of the Japanese banking system," International Economics and Economic Policy, Springer, vol. 2(4), pages 307-335, December.
- Akhand Akhtar Hossain, 2009. "Central Banking and Monetary Policy in the Asia-Pacific," Books, Edward Elgar Publishing, number 12777, March.
- Shigeyoshi Miyagawa & Yoji Morita & Yoshitaka Sawada, 2007. "The Role of Central Bank in the Recession in the Case of Japan's Recession," Discussion Papers 17, Aboa Centre for Economics.
- Takatoshi Ito, 2010.
"Great Inflation and Central Bank Independence in Japan,"
NBER Working Papers
15726, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2013. "Great Inflation and Central Bank Independence in Japan," NBER Chapters, in: The Great Inflation: The Rebirth of Modern Central Banking, pages 357-387, National Bureau of Economic Research, Inc.
- Yuko Hashimoto, 2004. "The Impact of the Japanese Banking Crisis on the Intraday FX Market," Econometric Society 2004 Far Eastern Meetings 679, Econometric Society.
- Adam S. Posen, 2006.
"Why Central Banks Should Not Burst Bubbles,"
Working Paper Series
WP06-1, Peterson Institute for International Economics.
- Adam S. Posen, 2006. "Why Central Banks Should Not Burst Bubbles," International Finance, Wiley Blackwell, vol. 9(1), pages 109-124, May.
- Pierre L. Siklos, 2004. "Central Bank Behavior, the Institutional Framework, and Policy Regimes: Inflation Versus Noninflation Targeting Countries," Contemporary Economic Policy, Western Economic Association International, vol. 22(3), pages 331-343, July.
- Maurice Obstfeld, 2009. "Time of Troubles: The Yen and Japan's Economy, 1985-2008," NBER Working Papers 14816, National Bureau of Economic Research, Inc.
- Adam S. Posen, 2001. "Finance and Changing US-Japan Relations: Convergence Without Leverage--Until Now," Working Paper Series WP01-8, Peterson Institute for International Economics.
- Cargill, Thomas, 2004. "Japan’s Economic and Financial Stagnation and the Possibility of a Second Lost Decade," EIJS Working Paper Series 199, Stockholm School of Economics, The European Institute of Japanese Studies.
- Kimie Harada & Takatoshi Ito & Shuhei Takahashi, 2010. "Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies," NBER Working Papers 16182, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2009. "Fire, flood, and lifeboats: policy responses to the global crisis of 2007-09," Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 207-249.
- Unnava, Vaasavi, 2021. "Financial Functions Stabilization Act," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 3(3), pages 285-314, April.
- Singleton,John, 2010. "Central Banking in the Twentieth Century," Cambridge Books, Cambridge University Press, number 9780521899093, January.
- Kagraoka, Yusho & Moussa, Zakaria, 2013.
"Quantitative easing, credibility and the time-varying dynamics of the term structure of interest rate in Japan,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 181-201.
- Takatoshi Ito & Anne O. Krueger, 2000.
"The Role of Foreign Direct Investment in East Asian Economic Development,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_00-2, February.
Cited by:
- TODO Yasuyuki, 2004.
"Technology Adoption in Follower Countries: With or Without Local R&D Activities?,"
ESRI Discussion paper series
104, Economic and Social Research Institute (ESRI).
- Todo Yasuyuki, 2005. "Technology Adoption in Follower Countries: With or Without Local R&D Activities?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 5(1), pages 1-32, February.
- John Fernald & Brent Neiman, 2006.
"Measuring the Miracle: Market Imperfections and Asia's Growth Experience,"
2006 Meeting Papers
785, Society for Economic Dynamics.
- John G. Fernald & Brent Neiman, 2006. "Measuring the miracle: market imperfections and Asia's growth experience," Working Paper Series 2006-17, Federal Reserve Bank of San Francisco.
- John Fernald & Brent Neiman, 2010. "Growth Accounting with Misallocation: Or, Doing Less with More in Singapore," NBER Working Papers 16043, National Bureau of Economic Research, Inc.
- John G. Fernald & Brent Neiman, 2003. "Measuring productivity growth in Asia: do market imperfections matter?," Working Paper Series WP-03-15, Federal Reserve Bank of Chicago.
- John Fernald & Brent Neiman, 2011. "Growth Accounting with Misallocation: Or, Doing Less with More in Singapore," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(2), pages 29-74, April.
- Merlevede, Bruno & Schoors, Koen & Spatareanu, Mariana, 2014.
"FDI Spillovers and Time since Foreign Entry,"
World Development, Elsevier, vol. 56(C), pages 108-126.
- Merlevede, Bruno & Schoors, Koen & Spatareanu, Mariana, 2013. "FDI spillovers and time since foreign entry," BOFIT Discussion Papers 27/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
- B. Merlevede & K. Schoors & M. Spatareanu, 2011. "FDI Spillovers and the Time since Foreign Entry," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/713, Ghent University, Faculty of Economics and Business Administration.
- Kuo, Chun-Chien & Yang, Chih-Hai, 2008. "Knowledge capital and spillover on regional economic growth: Evidence from China," China Economic Review, Elsevier, vol. 19(4), pages 594-604, December.
- Wall, Howard-J, 2002.
"Has Japan Been Left Out in the Cold by Regional Integration?,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 20(2), pages 117-134, April.
- Howard J. Wall, 2002. "Has Japan been left out in the cold by regional integration?," Review, Federal Reserve Bank of St. Louis, vol. 84(Sep), pages 25-36.
- Sumon Kumar Bhaumik & Catherine Yap Co, 2009. "Chinese state???s economic cooperation related investment: An investigation of its direction and some implications for outward investment," William Davidson Institute Working Papers Series wp966, William Davidson Institute at the University of Michigan.
- Olga Arratibel & Davide Furceri & Reiner Martin & Aleksandra Zdzienicka, 2009.
"The Effect of Nominal Exchange Rate Volatility on Real Macroeconomic Performance in the CEE Countries,"
Working Papers
0934, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Olga Arratibel & Davide Furceri & Reiner Martin & Aleksandra Zdzienicka-Durand, 2011. "The Effect of Nominal Exchange Rate Volatility on Real Macroeconomic Performance in the CEE Countries," Post-Print halshs-00456606, HAL.
- Arratibel, Olga & Furceri, Davide & Martin, Reiner & Zdzienicka, Aleksandra, 2011. "The effect of nominal exchange rate volatility on real macroeconomic performance in the CEE countries," Economic Systems, Elsevier, vol. 35(2), pages 261-277, June.
- Kozo Kiyota & Toshiyuki Matsuura & Shujiro Urata & Yuhong Wei, 2005.
"Reconsidering the Backward Vertical Linkage of Foreign Affiliates: Evidence from Japanese Multinationals,"
Discussion papers
05019, Research Institute of Economy, Trade and Industry (RIETI).
- Kiyota, Kozo & Matsuura, Toshiyuki & Urata, Shujiro & Wei, Yuhong, 2008. "Reconsidering the Backward Vertical Linkages of Foreign Affiliates: Evidence from Japanese Multinationals," World Development, Elsevier, vol. 36(8), pages 1398-1414, August.
- Kozo Kiyota & Toshiyuki Matsuura & Shujiro Urata & Yuhong Wei, 2007. "Reconsidering the Backward Vertical Linkages of Foreign Affiliates: Evidence from Japanese Multinationals," Working Papers 563, Research Seminar in International Economics, University of Michigan.
- Yasuyuki Sugiyama & Patcharin Koonsed, 2019. "International recycling firm joint ventures and optimal recycling standards," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 21(3), pages 427-449, July.
- Robert E. Lipsey, 2002. "Home and Host Country Effects of FDI," NBER Working Papers 9293, National Bureau of Economic Research, Inc.
- Lee, Hsiu-Yun & Lin, Kenneth S. & Tsui, Hsiao-Chien, 2009. "Home country effects of foreign direct investment: From a small economy to a large economy," Economic Modelling, Elsevier, vol. 26(5), pages 1121-1128, September.
- Young-Han Kim & Eun Mo Yang, 2015. "Environmental Protection versus Incentives for FDI Inflows: Abatement Technologies Matter," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 4(1), pages 25-44, March.
- Eun-Mo Yang & Young-Han Kim, 2014. "Optimal Environmental Regulation on International Joint Ventures in Developing Countries," Proceedings of International Academic Conferences 0902860, International Institute of Social and Economic Sciences.
- Jeffrey A. EDWARDS & Cephas B. NAANWAAB & Alfredo A. ROMERO, 2017. "Effect of FDI on real per capita GDP Growth: A Rolling Window Panel Analysis of 60 countries, 1982-2011," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 17(1), pages 19-36.
- Belderbos, Rene & Carree, Martin, 2002.
"The Location of Japanese Investments in China: Agglomeration Effects, Keiretsu, and Firm Heterogeneity,"
Journal of the Japanese and International Economies, Elsevier, vol. 16(2), pages 194-211, June.
- Belderbos, R.A. & Carree, M.A., 2000. "The location of Japanese investments in China: agglomeration effects, Keiretsu, and firm heterogeneity," Research Memorandum 002, Maastricht University, Netherlands Institute of Business Organization and Strategy Research (NIBOR).
- Takatoshi Ito, 1999.
"Capital Flows in Asia,"
Discussion Paper Series
a371, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito, 2000. "Capital Flows in Asia," NBER Chapters, in: Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, pages 255-296, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 1999. "Capital Flows in Asia," NBER Working Papers 7134, National Bureau of Economic Research, Inc.
- Gerald Epstein & Elissa Braunstein, 2002.
"Bargaining Power and Foreign Direct Investment in China: Can 1.3 Billion Consumers Tame the Multinationals?,"
Working Papers
wp45, Political Economy Research Institute, University of Massachusetts at Amherst.
- Elissa Braunstein & Gerald Epstein, 2002. "Bargaining Power and Foreign Direct Investment in China: Can 1.3 Billion Consumers Tame the Multinationals?," SCEPA working paper series. 2002-13, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
- Todo, Yasuyuki & Miyamoto, Koji, 2006. "Knowledge Spillovers from Foreign Direct Investment and the Role of Local R&D Activities: Evidence from Indonesia," Economic Development and Cultural Change, University of Chicago Press, vol. 55(1), pages 173-200, October.
- Gao, Ting, 2005. "Foreign direct investment from developing Asia: some distinctive features," Economics Letters, Elsevier, vol. 86(1), pages 29-35, January.
- Ergun Dogan & Koi Nyen Wong, 2020. "Sources and Channels of International Knowledge Spillovers in ASEAN‐5: The Role of Institutional Quality," Journal of International Development, John Wiley & Sons, Ltd., vol. 32(4), pages 470-486, May.
- Theodore H. Moran, 2014. "Foreign Investment and Supply Chains in Emerging Markets: Recurring Problems and Demonstrated Solutions," Working Paper Series WP14-12, Peterson Institute for International Economics.
- Sunyoung Noh & Jai S. Mah, 2011. "The Patterns of Japan’s Foreign Direct Investment in China," China Report, , vol. 47(3), pages 217-232, August.
- De Groot, Olaf, 2014. "Foreign direct investment and welfare," Desarrollo Productivo 37137, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- Theodore H Moran, 2016.
"The Role of Industrial Policy as a Development Tool: New Evidence from the Globalization of Trade-and-Investment,"
Working Papers
id:8423, eSocialSciences.
- Theodore H. Moran, 2015. "The Role of Industrial Policy as a Development Tool: New Evidence from the Globalization of Trade-and-Investment," Policy Papers 71, Center for Global Development.
- Pravakar Sahoo & Ashwani Bishnoi, 2021. "IMPACT OF OUTWARD FDI: Evidence from Emerging Economies for Policy," IEG Working Papers 433, Institute of Economic Growth.
- Johnson, Andreas, 2006. "FDI and Exports: the case of the High Performing East Asian Economies," Working Paper Series in Economics and Institutions of Innovation 57, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
- Bhaumik, Sumon Kumar & Co, Catherine Yap, 2011. "China's economic cooperation related investment: An investigation of its direction and some implications for outward investment," China Economic Review, Elsevier, vol. 22(1), pages 75-87, March.
- Sahoo, Pravakar & Bishnoi, Ashwani, 2021. "Impact of outward foreign direct investment: Evidence from Asia," Journal of Policy Modeling, Elsevier, vol. 43(5), pages 1131-1148.
- Mi Lin & Yum K. Kwan, "undated".
"FDI Technology Spillovers, Geography, and Spatial Diffusion,"
GRU Working Paper Series
GRU_2016_002, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Lin, Mi & Kwan, Yum K., 2016. "FDI technology spillovers, geography, and spatial diffusion," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 257-274.
- Andrew Powell & Dilip Ratha & Sanket Mohapatra, 2002. "Capital Inflows and Capital Outflows: Measurement, Determinants, Consequences," Business School Working Papers veinticinco, Universidad Torcuato Di Tella.
- Lee Branstetter, 2000.
"Is Foreign Direct Investment a Channel of Knowledge Spillovers? Evidence from Japan's FDI in the United States,"
NBER Working Papers
8015, National Bureau of Economic Research, Inc.
- Branstetter, Lee, 2006. "Is foreign direct investment a channel of knowledge spillovers? Evidence from Japan's FDI in the United States," Journal of International Economics, Elsevier, vol. 68(2), pages 325-344, March.
- Lipsey, Robert E. & Sjöholm, Fredrik, 2010. "FDI and Growth in East Asia: Lessons for Indonesia," Working Paper Series 852, Research Institute of Industrial Economics.
- Gao, Ting, 2005. "Labor quality and the location of foreign direct investment: Evidence from China," China Economic Review, Elsevier, vol. 16(3), pages 274-292.
- Aparna Sawhney & Matthew E. Kahn, 2011.
"Understanding Cross-National Trends in High-Tech Renewable Power Equipment Exports to the United States,"
NBER Working Papers
17217, National Bureau of Economic Research, Inc.
- Sawhney, Aparna & Kahn, Matthew E., 2012. "Understanding cross-national trends in high-tech renewable power equipment exports to the United States," Energy Policy, Elsevier, vol. 46(C), pages 308-318.
- Mustaq H. Khan, 2003. "L'échec de l'État dans les pays en développement et les stratégies de réforme institutionnelle," Revue d’économie du développement, De Boeck Université, vol. 11(2), pages 5-48.
- Shang-Jin Wei & Yi Wu, 2001.
"Negative Alchemy? Corruption, Composition of Capital Flows, and Currency Crises,"
NBER Working Papers
8187, National Bureau of Economic Research, Inc.
- Shang-Jin Wei & Yi Wu, 2001. "Negative Alchemy? Corruption, Compositions of Capital Flows, and Currency Crises," CID Working Papers 66A, Center for International Development at Harvard University.
- Shang-Jin Wei & Yi Wu, 2002. "Negative Alchemy? Corruption, Composition of Capital Flows, and Currency Crises," NBER Chapters, in: Preventing Currency Crises in Emerging Markets, pages 461-506, National Bureau of Economic Research, Inc.
- Shuhei Nishitateno, 2012.
"Global Production Sharing and the FDI Trade Nexus: New Evidence from the Japanese Automobile Industry,"
Departmental Working Papers
2012-13, The Australian National University, Arndt-Corden Department of Economics.
- Shuhei Nishitateno, 2012. "Global Production Sharing and FDI-Trade Nexus: New Evidence from the Japanese Automobile Industry," Asia Pacific Economic Papers 397, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
- Nishitateno, Shuhei, 2013. "Global production sharing and the FDI–trade nexus: New evidence from the Japanese automobile industry," Journal of the Japanese and International Economies, Elsevier, vol. 27(C), pages 64-80.
- Moran, Theodore H., 2008. "A perspective from the MNE Declaration to the present : mistakes, surprises, and newly important policy implications," ILO Working Papers 994176173402676, International Labour Organization.
- Bruno Merlevede & Victoria Purice, 2014. "Distance, Time since Foreign Entry, and Knowledge Spillovers from Foreign Direct Investment," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 14/896, Ghent University, Faculty of Economics and Business Administration.
- Chan, M.W. Luke & Hou, Keqiang & Li, Xing & Mountain, Dean C., 2014. "Foreign direct investment and its determinants: A regional panel causality analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 579-589.
- Homi Kharas & Indermit Gill, 2007. "An East Asian Renaissance : Ideas for Economic Growth," World Bank Publications - Books, The World Bank Group, number 6798.
- Robert E. Lipsey, 2001. "Foreign Direct Investors in Three Financial Crises," NBER Working Papers 8084, National Bureau of Economic Research, Inc.
- Roland-Holst, David & Tarp, Finn & Huong, Pham Lan & Thanh, Vo Tri, 2003.
"Dragon by the Tail, Dragon by the Head, Bilateralism and Globalism in East Asia,"
Conference papers
331086, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Roland-Holst, David & Tarp, Finn & Huong, Pham Lan & Thanh, Vo Tri, 2003. "Dragon by the Tail, Dragon by the Head, Bilateralism and Globalism in East Asia," MPRA Paper 29423, University Library of Munich, Germany.
- De, Prabir & Neogi, Chiranjib, 2011. "Global Financial and Economic Crisis: Implications for Trade and Industrial Restructuring in South Asia," ADBI Working Papers 294, Asian Development Bank Institute.
- Abe, Kenzo & Zhao, Laixun, 2005. "Endogenous international joint ventures and the environment," Journal of International Economics, Elsevier, vol. 67(1), pages 221-240, September.
- Liu, Bih Jane, 2011. "MNEs and Local Linkages: Evidence from Taiwanese Affiliates," World Development, Elsevier, vol. 39(4), pages 633-647, April.
- Vera Silva & Rosa Forte, 2018. "The Impact of Foreign Direct Investment on Home Country Exports," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 9(01n02), pages 1-22, February.
- Prema-chandra Athukorala, 2003. "FDI in Crisis and Recovery: Lessons from the 1997-98 Asian Crisis," Departmental Working Papers 2003-04, The Australian National University, Arndt-Corden Department of Economics.
- Li-Gang Liu, 2005. "China'S Role In The Current Global Economic Imbalance," Discussion papers 05010, Research Institute of Economy, Trade and Industry (RIETI).
- Prema-chandra Athukorala, 2009. "Trends and Patterns of Foreign Direct Investments in Asia," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 3(4), pages 365-408, October.
- Prema-chandra Athukorala, 2008. "Trade and Investment Patterns in Asia : Regionalisation or Globalisation?," EABER Working Papers 21794, East Asian Bureau of Economic Research.
- Minsoo Lee & MoonJoong Tcha, 2004.
"The color of money: The effects of foreign direct investment on economic growth in transition economies,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 140(2), pages 211-229, June.
- Minsoo Lee & MoonJoong Tcha, 2002. "The Color of Money: The Effects of Foreign Direct Investment on Economic Growth in Transition Economies," Economics Discussion / Working Papers 02-16, The University of Western Australia, Department of Economics.
- Kucera, David & Tejani, Sheba, 2014. "Feminization, Defeminization, and Structural Change in Manufacturing," World Development, Elsevier, vol. 64(C), pages 569-582.
- Fulgence Dominick Waryoba, 2017. "Foreign Direct Investment and China’s Productivity Growth during the 1997 Asian Financial Crisis," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 3(3), pages 33-37, September.
- Bruno Merlevede & Victoria Purice, 2016. "Distance, time since foreign entry, and productivity spillovers from foreign direct investment," Papers in Regional Science, Wiley Blackwell, vol. 95(4), pages 775-800, November.
- Laixiang Sun & In Hyeock Lee & Eunsuk Hong, 2017. "Does foreign direct investment stimulate new firm creation? In search of spillovers through industrial and geographical linkages," Small Business Economics, Springer, vol. 48(3), pages 613-631, March.
- TODO Yasuyuki, 2004.
"Technology Adoption in Follower Countries: With or Without Local R&D Activities?,"
ESRI Discussion paper series
104, Economic and Social Research Institute (ESRI).
- Ito, Takatoshi & Krueger, Anne O. (ed.), 2000.
"The Role of Foreign Direct Investment in East Asian Economic Development,"
National Bureau of Economic Research Books,
University of Chicago Press,
edition 1, number 9780226386751, April.
Cited by:
- TODO Yasuyuki, 2004.
"Technology Adoption in Follower Countries: With or Without Local R&D Activities?,"
ESRI Discussion paper series
104, Economic and Social Research Institute (ESRI).
- Todo Yasuyuki, 2005. "Technology Adoption in Follower Countries: With or Without Local R&D Activities?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 5(1), pages 1-32, February.
- John Fernald & Brent Neiman, 2006.
"Measuring the Miracle: Market Imperfections and Asia's Growth Experience,"
2006 Meeting Papers
785, Society for Economic Dynamics.
- John G. Fernald & Brent Neiman, 2006. "Measuring the miracle: market imperfections and Asia's growth experience," Working Paper Series 2006-17, Federal Reserve Bank of San Francisco.
- John Fernald & Brent Neiman, 2010. "Growth Accounting with Misallocation: Or, Doing Less with More in Singapore," NBER Working Papers 16043, National Bureau of Economic Research, Inc.
- John G. Fernald & Brent Neiman, 2003. "Measuring productivity growth in Asia: do market imperfections matter?," Working Paper Series WP-03-15, Federal Reserve Bank of Chicago.
- John Fernald & Brent Neiman, 2011. "Growth Accounting with Misallocation: Or, Doing Less with More in Singapore," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(2), pages 29-74, April.
- Merlevede, Bruno & Schoors, Koen & Spatareanu, Mariana, 2014.
"FDI Spillovers and Time since Foreign Entry,"
World Development, Elsevier, vol. 56(C), pages 108-126.
- Merlevede, Bruno & Schoors, Koen & Spatareanu, Mariana, 2013. "FDI spillovers and time since foreign entry," BOFIT Discussion Papers 27/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
- B. Merlevede & K. Schoors & M. Spatareanu, 2011. "FDI Spillovers and the Time since Foreign Entry," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/713, Ghent University, Faculty of Economics and Business Administration.
- Kuo, Chun-Chien & Yang, Chih-Hai, 2008. "Knowledge capital and spillover on regional economic growth: Evidence from China," China Economic Review, Elsevier, vol. 19(4), pages 594-604, December.
- Wall, Howard-J, 2002.
"Has Japan Been Left Out in the Cold by Regional Integration?,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 20(2), pages 117-134, April.
- Howard J. Wall, 2002. "Has Japan been left out in the cold by regional integration?," Review, Federal Reserve Bank of St. Louis, vol. 84(Sep), pages 25-36.
- Sumon Kumar Bhaumik & Catherine Yap Co, 2009. "Chinese state???s economic cooperation related investment: An investigation of its direction and some implications for outward investment," William Davidson Institute Working Papers Series wp966, William Davidson Institute at the University of Michigan.
- Olga Arratibel & Davide Furceri & Reiner Martin & Aleksandra Zdzienicka, 2009.
"The Effect of Nominal Exchange Rate Volatility on Real Macroeconomic Performance in the CEE Countries,"
Working Papers
0934, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Olga Arratibel & Davide Furceri & Reiner Martin & Aleksandra Zdzienicka-Durand, 2011. "The Effect of Nominal Exchange Rate Volatility on Real Macroeconomic Performance in the CEE Countries," Post-Print halshs-00456606, HAL.
- Arratibel, Olga & Furceri, Davide & Martin, Reiner & Zdzienicka, Aleksandra, 2011. "The effect of nominal exchange rate volatility on real macroeconomic performance in the CEE countries," Economic Systems, Elsevier, vol. 35(2), pages 261-277, June.
- Kozo Kiyota & Toshiyuki Matsuura & Shujiro Urata & Yuhong Wei, 2005.
"Reconsidering the Backward Vertical Linkage of Foreign Affiliates: Evidence from Japanese Multinationals,"
Discussion papers
05019, Research Institute of Economy, Trade and Industry (RIETI).
- Kiyota, Kozo & Matsuura, Toshiyuki & Urata, Shujiro & Wei, Yuhong, 2008. "Reconsidering the Backward Vertical Linkages of Foreign Affiliates: Evidence from Japanese Multinationals," World Development, Elsevier, vol. 36(8), pages 1398-1414, August.
- Kozo Kiyota & Toshiyuki Matsuura & Shujiro Urata & Yuhong Wei, 2007. "Reconsidering the Backward Vertical Linkages of Foreign Affiliates: Evidence from Japanese Multinationals," Working Papers 563, Research Seminar in International Economics, University of Michigan.
- Yasuyuki Sugiyama & Patcharin Koonsed, 2019. "International recycling firm joint ventures and optimal recycling standards," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 21(3), pages 427-449, July.
- Lee, Hsiu-Yun & Lin, Kenneth S. & Tsui, Hsiao-Chien, 2009. "Home country effects of foreign direct investment: From a small economy to a large economy," Economic Modelling, Elsevier, vol. 26(5), pages 1121-1128, September.
- Young-Han Kim & Eun Mo Yang, 2015. "Environmental Protection versus Incentives for FDI Inflows: Abatement Technologies Matter," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 4(1), pages 25-44, March.
- Eun-Mo Yang & Young-Han Kim, 2014. "Optimal Environmental Regulation on International Joint Ventures in Developing Countries," Proceedings of International Academic Conferences 0902860, International Institute of Social and Economic Sciences.
- Jeffrey A. EDWARDS & Cephas B. NAANWAAB & Alfredo A. ROMERO, 2017. "Effect of FDI on real per capita GDP Growth: A Rolling Window Panel Analysis of 60 countries, 1982-2011," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 17(1), pages 19-36.
- Belderbos, Rene & Carree, Martin, 2002.
"The Location of Japanese Investments in China: Agglomeration Effects, Keiretsu, and Firm Heterogeneity,"
Journal of the Japanese and International Economies, Elsevier, vol. 16(2), pages 194-211, June.
- Belderbos, R.A. & Carree, M.A., 2000. "The location of Japanese investments in China: agglomeration effects, Keiretsu, and firm heterogeneity," Research Memorandum 002, Maastricht University, Netherlands Institute of Business Organization and Strategy Research (NIBOR).
- Takatoshi Ito, 1999.
"Capital Flows in Asia,"
Discussion Paper Series
a371, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito, 2000. "Capital Flows in Asia," NBER Chapters, in: Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, pages 255-296, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 1999. "Capital Flows in Asia," NBER Working Papers 7134, National Bureau of Economic Research, Inc.
- Gerald Epstein & Elissa Braunstein, 2002.
"Bargaining Power and Foreign Direct Investment in China: Can 1.3 Billion Consumers Tame the Multinationals?,"
Working Papers
wp45, Political Economy Research Institute, University of Massachusetts at Amherst.
- Elissa Braunstein & Gerald Epstein, 2002. "Bargaining Power and Foreign Direct Investment in China: Can 1.3 Billion Consumers Tame the Multinationals?," SCEPA working paper series. 2002-13, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
- Todo, Yasuyuki & Miyamoto, Koji, 2006. "Knowledge Spillovers from Foreign Direct Investment and the Role of Local R&D Activities: Evidence from Indonesia," Economic Development and Cultural Change, University of Chicago Press, vol. 55(1), pages 173-200, October.
- Gao, Ting, 2005. "Foreign direct investment from developing Asia: some distinctive features," Economics Letters, Elsevier, vol. 86(1), pages 29-35, January.
- Ergun Dogan & Koi Nyen Wong, 2020. "Sources and Channels of International Knowledge Spillovers in ASEAN‐5: The Role of Institutional Quality," Journal of International Development, John Wiley & Sons, Ltd., vol. 32(4), pages 470-486, May.
- Theodore H. Moran, 2014. "Foreign Investment and Supply Chains in Emerging Markets: Recurring Problems and Demonstrated Solutions," Working Paper Series WP14-12, Peterson Institute for International Economics.
- Sunyoung Noh & Jai S. Mah, 2011. "The Patterns of Japan’s Foreign Direct Investment in China," China Report, , vol. 47(3), pages 217-232, August.
- De Groot, Olaf, 2014. "Foreign direct investment and welfare," Desarrollo Productivo 37137, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- Theodore H Moran, 2016.
"The Role of Industrial Policy as a Development Tool: New Evidence from the Globalization of Trade-and-Investment,"
Working Papers
id:8423, eSocialSciences.
- Theodore H. Moran, 2015. "The Role of Industrial Policy as a Development Tool: New Evidence from the Globalization of Trade-and-Investment," Policy Papers 71, Center for Global Development.
- Pravakar Sahoo & Ashwani Bishnoi, 2021. "IMPACT OF OUTWARD FDI: Evidence from Emerging Economies for Policy," IEG Working Papers 433, Institute of Economic Growth.
- Johnson, Andreas, 2006. "FDI and Exports: the case of the High Performing East Asian Economies," Working Paper Series in Economics and Institutions of Innovation 57, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
- Bhaumik, Sumon Kumar & Co, Catherine Yap, 2011. "China's economic cooperation related investment: An investigation of its direction and some implications for outward investment," China Economic Review, Elsevier, vol. 22(1), pages 75-87, March.
- Sahoo, Pravakar & Bishnoi, Ashwani, 2021. "Impact of outward foreign direct investment: Evidence from Asia," Journal of Policy Modeling, Elsevier, vol. 43(5), pages 1131-1148.
- Mi Lin & Yum K. Kwan, "undated".
"FDI Technology Spillovers, Geography, and Spatial Diffusion,"
GRU Working Paper Series
GRU_2016_002, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Lin, Mi & Kwan, Yum K., 2016. "FDI technology spillovers, geography, and spatial diffusion," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 257-274.
- Lipsey, Robert E. & Sjöholm, Fredrik, 2010. "FDI and Growth in East Asia: Lessons for Indonesia," Working Paper Series 852, Research Institute of Industrial Economics.
- Gao, Ting, 2005. "Labor quality and the location of foreign direct investment: Evidence from China," China Economic Review, Elsevier, vol. 16(3), pages 274-292.
- Aparna Sawhney & Matthew E. Kahn, 2011.
"Understanding Cross-National Trends in High-Tech Renewable Power Equipment Exports to the United States,"
NBER Working Papers
17217, National Bureau of Economic Research, Inc.
- Sawhney, Aparna & Kahn, Matthew E., 2012. "Understanding cross-national trends in high-tech renewable power equipment exports to the United States," Energy Policy, Elsevier, vol. 46(C), pages 308-318.
- Mustaq H. Khan, 2003. "L'échec de l'État dans les pays en développement et les stratégies de réforme institutionnelle," Revue d’économie du développement, De Boeck Université, vol. 11(2), pages 5-48.
- Shang-Jin Wei & Yi Wu, 2001.
"Negative Alchemy? Corruption, Composition of Capital Flows, and Currency Crises,"
NBER Working Papers
8187, National Bureau of Economic Research, Inc.
- Shang-Jin Wei & Yi Wu, 2001. "Negative Alchemy? Corruption, Compositions of Capital Flows, and Currency Crises," CID Working Papers 66A, Center for International Development at Harvard University.
- Shang-Jin Wei & Yi Wu, 2002. "Negative Alchemy? Corruption, Composition of Capital Flows, and Currency Crises," NBER Chapters, in: Preventing Currency Crises in Emerging Markets, pages 461-506, National Bureau of Economic Research, Inc.
- Shuhei Nishitateno, 2012.
"Global Production Sharing and the FDI Trade Nexus: New Evidence from the Japanese Automobile Industry,"
Departmental Working Papers
2012-13, The Australian National University, Arndt-Corden Department of Economics.
- Shuhei Nishitateno, 2012. "Global Production Sharing and FDI-Trade Nexus: New Evidence from the Japanese Automobile Industry," Asia Pacific Economic Papers 397, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
- Nishitateno, Shuhei, 2013. "Global production sharing and the FDI–trade nexus: New evidence from the Japanese automobile industry," Journal of the Japanese and International Economies, Elsevier, vol. 27(C), pages 64-80.
- Moran, Theodore H., 2008. "A perspective from the MNE Declaration to the present : mistakes, surprises, and newly important policy implications," ILO Working Papers 994176173402676, International Labour Organization.
- Bruno Merlevede & Victoria Purice, 2014. "Distance, Time since Foreign Entry, and Knowledge Spillovers from Foreign Direct Investment," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 14/896, Ghent University, Faculty of Economics and Business Administration.
- Chan, M.W. Luke & Hou, Keqiang & Li, Xing & Mountain, Dean C., 2014. "Foreign direct investment and its determinants: A regional panel causality analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 579-589.
- Homi Kharas & Indermit Gill, 2007. "An East Asian Renaissance : Ideas for Economic Growth," World Bank Publications - Books, The World Bank Group, number 6798.
- Robert E. Lipsey, 2001. "Foreign Direct Investors in Three Financial Crises," NBER Working Papers 8084, National Bureau of Economic Research, Inc.
- Roland-Holst, David & Tarp, Finn & Huong, Pham Lan & Thanh, Vo Tri, 2003.
"Dragon by the Tail, Dragon by the Head, Bilateralism and Globalism in East Asia,"
Conference papers
331086, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Roland-Holst, David & Tarp, Finn & Huong, Pham Lan & Thanh, Vo Tri, 2003. "Dragon by the Tail, Dragon by the Head, Bilateralism and Globalism in East Asia," MPRA Paper 29423, University Library of Munich, Germany.
- De, Prabir & Neogi, Chiranjib, 2011. "Global Financial and Economic Crisis: Implications for Trade and Industrial Restructuring in South Asia," ADBI Working Papers 294, Asian Development Bank Institute.
- Abe, Kenzo & Zhao, Laixun, 2005. "Endogenous international joint ventures and the environment," Journal of International Economics, Elsevier, vol. 67(1), pages 221-240, September.
- Liu, Bih Jane, 2011. "MNEs and Local Linkages: Evidence from Taiwanese Affiliates," World Development, Elsevier, vol. 39(4), pages 633-647, April.
- Vera Silva & Rosa Forte, 2018. "The Impact of Foreign Direct Investment on Home Country Exports," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 9(01n02), pages 1-22, February.
- Prema-chandra Athukorala, 2003. "FDI in Crisis and Recovery: Lessons from the 1997-98 Asian Crisis," Departmental Working Papers 2003-04, The Australian National University, Arndt-Corden Department of Economics.
- Li-Gang Liu, 2005. "China'S Role In The Current Global Economic Imbalance," Discussion papers 05010, Research Institute of Economy, Trade and Industry (RIETI).
- Prema-chandra Athukorala, 2009. "Trends and Patterns of Foreign Direct Investments in Asia," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 3(4), pages 365-408, October.
- Prema-chandra Athukorala, 2008. "Trade and Investment Patterns in Asia : Regionalisation or Globalisation?," EABER Working Papers 21794, East Asian Bureau of Economic Research.
- Minsoo Lee & MoonJoong Tcha, 2004.
"The color of money: The effects of foreign direct investment on economic growth in transition economies,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 140(2), pages 211-229, June.
- Minsoo Lee & MoonJoong Tcha, 2002. "The Color of Money: The Effects of Foreign Direct Investment on Economic Growth in Transition Economies," Economics Discussion / Working Papers 02-16, The University of Western Australia, Department of Economics.
- Kucera, David & Tejani, Sheba, 2014. "Feminization, Defeminization, and Structural Change in Manufacturing," World Development, Elsevier, vol. 64(C), pages 569-582.
- Fulgence Dominick Waryoba, 2017. "Foreign Direct Investment and China’s Productivity Growth during the 1997 Asian Financial Crisis," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 3(3), pages 33-37, September.
- Bruno Merlevede & Victoria Purice, 2016. "Distance, time since foreign entry, and productivity spillovers from foreign direct investment," Papers in Regional Science, Wiley Blackwell, vol. 95(4), pages 775-800, November.
- Laixiang Sun & In Hyeock Lee & Eunsuk Hong, 2017. "Does foreign direct investment stimulate new firm creation? In search of spillovers through industrial and geographical linkages," Small Business Economics, Springer, vol. 48(3), pages 613-631, March.
- TODO Yasuyuki, 2004.
"Technology Adoption in Follower Countries: With or Without Local R&D Activities?,"
ESRI Discussion paper series
104, Economic and Social Research Institute (ESRI).
- Ito, Takatoshi & Krueger, Anne O. (ed.), 2000.
"Deregulation and Interdependence in the Asia-Pacific Region,"
National Bureau of Economic Research Books,
University of Chicago Press,
edition 1, number 9780226386744, April.
Cited by:
- Burstein, Ariel T. & Neves, Joao C. & Rebelo, Sergio, 2003.
"Distribution costs and real exchange rate dynamics during exchange-rate-based stabilizations,"
Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1189-1214, September.
- Rebelo, Sérgio & Neves, Joao C & Burstein, Ariel Tomas, 2001. "Distribution Costs and Real Exchange Rate Dynamics During Exchange-Rate-Based Stabilization," CEPR Discussion Papers 2944, C.E.P.R. Discussion Papers.
- Ariel T. Burstein & Joao C. Neves & Sergio Rebelo, 2000. "Distribution Costs and Real Exchange Rate Dynamics During Exchange-Rate-Based Stabilizations," RCER Working Papers 473, University of Rochester - Center for Economic Research (RCER).
- Ariel T. Burstein & Joao C. Neves & Sergio Rebelo, 2000. "Distribution Costs and Real Exchange Rate Dynamics During Exchange-Rate-Based-Stabilizations," NBER Working Papers 7862, National Bureau of Economic Research, Inc.
- Woo, C.K. & Cheng, Y.S. & Law, A. & Zarnikau, J. & Ho, S.T. & Leung, H.Y., 2015. "Consumer support for a public utilities commission in Hong Kong," Energy Policy, Elsevier, vol. 76(C), pages 87-97.
- Ho, Chun-Yu & Siu, Kam Wing, 2007.
"A dynamic equilibrium of electricity consumption and GDP in Hong Kong: An empirical investigation,"
Energy Policy, Elsevier, vol. 35(4), pages 2507-2513, April.
- Chun-Yu Ho & Kam Wing Siu, 2006. "A Dynamic Equilibrium of Electricity Consumption and GDP in Hong Kong: An Empirical Investigation," Boston University - Department of Economics - Working Papers Series WP2006-049, Boston University - Department of Economics.
- Ms. Enrica Detragiache & Mr. Abdul d Abiad & Mr. Thierry Tressel, 2008.
"A New Database of Financial Reforms,"
IMF Working Papers
2008/266, International Monetary Fund.
- Abdul Abiad & Enrica Detragiache & Thierry Tressel, 2010. "A New Database of Financial Reforms," IMF Staff Papers, Palgrave Macmillan, vol. 57(2), pages 281-302, June.
- Ioannis N. Kessides, 2014. "Regulatory Reform for Closing Africa's Competitiveness Gap," WIDER Working Paper Series wp-2014-092, World Institute for Development Economic Research (UNU-WIDER).
- Burstein, Ariel T. & Neves, Joao C. & Rebelo, Sergio, 2003.
"Distribution costs and real exchange rate dynamics during exchange-rate-based stabilizations,"
Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1189-1214, September.
- Takatoshi Ito & Anne O. Krueger, 2000.
"Deregulation and Interdependence in the Asia-Pacific Region,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_00-1, February.
Cited by:
- Burstein, Ariel T. & Neves, Joao C. & Rebelo, Sergio, 2003.
"Distribution costs and real exchange rate dynamics during exchange-rate-based stabilizations,"
Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1189-1214, September.
- Rebelo, Sérgio & Neves, Joao C & Burstein, Ariel Tomas, 2001. "Distribution Costs and Real Exchange Rate Dynamics During Exchange-Rate-Based Stabilization," CEPR Discussion Papers 2944, C.E.P.R. Discussion Papers.
- Ariel T. Burstein & Joao C. Neves & Sergio Rebelo, 2000. "Distribution Costs and Real Exchange Rate Dynamics During Exchange-Rate-Based Stabilizations," RCER Working Papers 473, University of Rochester - Center for Economic Research (RCER).
- Ariel T. Burstein & Joao C. Neves & Sergio Rebelo, 2000. "Distribution Costs and Real Exchange Rate Dynamics During Exchange-Rate-Based-Stabilizations," NBER Working Papers 7862, National Bureau of Economic Research, Inc.
- Woo, C.K. & Cheng, Y.S. & Law, A. & Zarnikau, J. & Ho, S.T. & Leung, H.Y., 2015. "Consumer support for a public utilities commission in Hong Kong," Energy Policy, Elsevier, vol. 76(C), pages 87-97.
- Ho, Chun-Yu & Siu, Kam Wing, 2007.
"A dynamic equilibrium of electricity consumption and GDP in Hong Kong: An empirical investigation,"
Energy Policy, Elsevier, vol. 35(4), pages 2507-2513, April.
- Chun-Yu Ho & Kam Wing Siu, 2006. "A Dynamic Equilibrium of Electricity Consumption and GDP in Hong Kong: An Empirical Investigation," Boston University - Department of Economics - Working Papers Series WP2006-049, Boston University - Department of Economics.
- Ms. Enrica Detragiache & Mr. Abdul d Abiad & Mr. Thierry Tressel, 2008.
"A New Database of Financial Reforms,"
IMF Working Papers
2008/266, International Monetary Fund.
- Abdul Abiad & Enrica Detragiache & Thierry Tressel, 2010. "A New Database of Financial Reforms," IMF Staff Papers, Palgrave Macmillan, vol. 57(2), pages 281-302, June.
- Ioannis N. Kessides, 2014. "Regulatory Reform for Closing Africa's Competitiveness Gap," WIDER Working Paper Series wp-2014-092, World Institute for Development Economic Research (UNU-WIDER).
- Burstein, Ariel T. & Neves, Joao C. & Rebelo, Sergio, 2003.
"Distribution costs and real exchange rate dynamics during exchange-rate-based stabilizations,"
Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1189-1214, September.
- Takatoshi Ito & Anne O. Krueger, 1999.
"Changes in Exchange Rates in Rapidly Developing Countries: Theory, Practice, and Policy Issues,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_99-1, February.
Cited by:
- Mathilde Maurel & Laurence Boone & Ian Babetski, 2022.
"Exchange Rate Regimes and Supply Shocks Asymmetry: the Case of the Accession Countries,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-03607681, HAL.
- Ian Babetski & Laurence Boone & Mathilde Maurel, 2004. "Exchange Rate Regimes and Supply Shocks Asymmetry: the Case of the Accession Countries," Post-Print hal-03416765, HAL.
- Mathilde Maurel & Laurence Boone & Ian Babetski, 2022. "Exchange Rate Regimes and Supply Shocks Asymmetry: the Case of the Accession Countries," Working Papers hal-03607681, HAL.
- Ian Babetski & Laurence Boone & Mathilde Maurel, 2004. "Exchange Rate Regimes and Supply Shocks Asymmetry: the Case of the Accession Countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03416765, HAL.
- Maurel, Mathilde & Boone, Laurence & Babetski, Jan, 2002. "Exchange Rate Regimes and Supply Shocks Asymmetry: The Case of the Accession Countries," CEPR Discussion Papers 3408, C.E.P.R. Discussion Papers.
- Jan Babetski & Laurence Boone & Mathilde Maurel, 2003. "Exchange Rate Regimes and Supply Shocks Asymmetry: the Case of the Accession Countries," CERGE-EI Working Papers wp206, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2011.
"Stocks, bonds, money markets and exchange rates: measuring international financial transmission,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 948-974, September.
- Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2005. "Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission," NBER Working Papers 11166, National Bureau of Economic Research, Inc.
- Ehrmann, Michael & Fratzscher, Marcel & Rigobon, Roberto, 2005. "Stocks, bonds, money markets and exchange rates: measuring international financial transmission," Working Paper Series 452, European Central Bank.
- Valerie Mignon & Cécile Couharde & Carl Grekou & Florian Morvillier, 2020.
"Measuring the Balassa-Samuelson effect: A guidance note on the RPROD database,"
Post-Print
hal-03101442, HAL.
- Cécile Couharde & Anne-Laure Delatte & Carl Grekou & Valérie Mignon & Florian Morvillier, 2020. "Measuring the Balassa-Samuelson effect: A guidance note on the RPROD database," International Economics, CEPII research center, issue 161, pages 237-247.
- Couharde, Cécile & Delatte, Anne-Laure & Grekou, Carl & Mignon, Valérie & Morvillier, Florian, 2020. "Measuring the Balassa-Samuelson effect: A guidance note on the RPROD database," International Economics, Elsevier, vol. 161(C), pages 237-247.
- Cécile Couharde & Anne-Laure Delatte & Carl Grekou & Valérie Mignon & Florian Morvillier, 2019. "Measuring the Balassa-Samuelson Effect: A guidance Note on the RPROD Database," Working Papers 2019-11, CEPII research center.
- Cruz-Rodríguez, Alexis, 2015. "Crecimiento económico y desalineación del tipo de cambio real en la República Dominicana: ¿Hay alguna relación? [Economic growth and the real exchange rate misalignments in the Dominican Republic: ," MPRA Paper 70974, University Library of Munich, Germany.
- Falk Bräuning & Viacheslav Sheremirov, 2019. "Output Spillovers from U.S. Monetary Policy: The Role of International Trade and Financial Linkages," Working Papers 19-15, Federal Reserve Bank of Boston.
- Obstfeld, Maurice, 2006.
"The Renminbi's Dollar Peg at the Crossroads,"
CEPR Discussion Papers
5771, C.E.P.R. Discussion Papers.
- Maurice Obstfeld, 2007. "The Renminbi's Dollar Peg at the Crossroads," IMES Discussion Paper Series 07-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
- Maurice Obstfeld, 2007. "The Renminbi's Dollar Peg at the Crossroads," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 25(S1), pages 29-56, December.
- Obstfeld, Maurice, 2006. "The Renminbi’s Dollar Peg at the Crossroads," Center for International and Development Economics Research, Working Paper Series qt7tw4142j, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- Alan M. Taylor & Mark P. Taylor, 2004.
"The Purchasing Power Parity Debate,"
NBER Working Papers
10607, National Bureau of Economic Research, Inc.
- Alan M. Taylor & Mark P. Taylor, 2004. "The Purchasing Power Parity Debate," Journal of Economic Perspectives, American Economic Association, vol. 18(4), pages 135-158, Fall.
- Taylor, Mark & Taylor, Alan M., 2004. "The Purchasing Power Parity Debate," CEPR Discussion Papers 4495, C.E.P.R. Discussion Papers.
- Alan M. Taylor & Mark Taylor, 2004. "The Purchasing Power Parity Debate," Working Papers 133, University of California, Davis, Department of Economics.
- Andrew Berg & Eduardo Borensztein & Paolo Mauro, 2002.
"An Evaluation of Monetary Regime Options for Latin America,"
Working Papers Central Bank of Chile
178, Central Bank of Chile.
- Mr. Andrew Berg & Mr. Paolo Mauro & Mr. Eduardo Borensztein, 2002. "An Evaluation of Monetary Regime Options for Latin America," IMF Working Papers 2002/211, International Monetary Fund.
- Andrew Berg & Eduardo Borensztein & Paolo Mauro, 2002. "An Evaluation of Monetary Regime Options for Latin America," Working Papers 67, Oesterreichische Nationalbank (Austrian Central Bank).
- Berg, Andrew & Borensztein, Eduardo & Mauro, Paolo, 2002. "An evaluation of monetary regime options for Latin America," The North American Journal of Economics and Finance, Elsevier, vol. 13(3), pages 213-235, December.
- Dimitris K. Christopoulos & Karine Gente & Miguel A. Leon-Ledesma, 2010.
"Net Foreign Assets, Productivity and Real Exchange Rates in Constrained Economies,"
Studies in Economics
1011, School of Economics, University of Kent.
- Dimitris K. Christopoulos & Karine Gente & Miguel A. Leon-Ledesma, 2008. "Net Foreign Assets, Productivity and Real Exchange Rates in Constrained Economies," Discussion Papers 2008-17, School of Economics, The University of New South Wales.
- Christopoulos, Dimitris K. & Gente, Karine & León-Ledesma, Miguel A., 2012. "Net foreign assets, productivity and real exchange rates in constrained economies," European Economic Review, Elsevier, vol. 56(3), pages 295-316.
- Maryam Ishaq & Ghulam Ghouse & Muhammad Ishaq Bhatti, 2022. "Another Prospective on Real Exchange Rate and the Traded Goods Prices: Revisiting Balassa–Samuelson Hypothesis," Sustainability, MDPI, vol. 14(13), pages 1-17, June.
- Falk Bräuning & Viacheslav Sheremirov, 2021. "The Transmission Mechanisms of International Business Cycles: Output Spillovers through Trade and Financial Linkages," Working Papers 21-13, Federal Reserve Bank of Boston.
- David Amirault & Brian O'Reilly, 2001. "The Zero Bound on Nominal Interest Rates: How Important Is It?," Staff Working Papers 01-6, Bank of Canada.
- Valentina Kislitsyna & Larisa Cheglakova & Vasily Karaulov & Anna Chikisheva, 2017. "Formation of the Integrated Approach to the Assessment of the Socio-Economic Development of Regions," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(2), pages 369-380.
- Raj Rajesh, 2018. "Assessing the Impact of Great Recession on India’s Trade in Gravity Model Framework," Foreign Trade Review, , vol. 53(4), pages 239-270, November.
- Ashima Goyal, 2014.
"Purchasing Power Parity, Wages and Inflation in Emerging Markets,"
Foreign Trade Review, , vol. 49(4), pages 327-347, November.
- Goyal, Ashima, 2012. "Purchasing power parity, wages and inflation in emerging markets," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2012-025, Indira Gandhi Institute of Development Research, Mumbai, India.
- Forbes, Kristin J. & Chinn, Menzie David, 2003.
"A Decomposition Of Global Linkages In Financial Markets Over Time,"
Santa Cruz Department of Economics, Working Paper Series
qt4391b5w7, Department of Economics, UC Santa Cruz.
- Forbes, Kristin & Chinn, Menzie, 2003. "A Decomposition of Global Linkages in Financial Markets over Time," Santa Cruz Department of Economics, Working Paper Series qt6z74b3x7, Department of Economics, UC Santa Cruz.
- Forbes, Kristen & Chinn, Menzie David, 2003. "A Decomposition of Global Linkages in Financial Markets Over Time," Working papers 4414-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Forbes, Kristin & Chinn, Menzie, 2003. "A Decomposition of Global Linkages in Financial Markets over Time," Santa Cruz Center for International Economics, Working Paper Series qt6z74b3x7, Center for International Economics, UC Santa Cruz.
- Kristin J. Forbes & Menzie D. Chinn, 2003. "A Decomposition of Global Linkages in Financial Markets Over Time," NBER Working Papers 9555, National Bureau of Economic Research, Inc.
- Kristin J. Forbes & Menzie D. Chinn, 2004. "A Decomposition of Global Linkages in Financial Markets Over Time," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 705-722, August.
- Aasim M. Husain, 2006. "Choosing the Right Exchange Rate Regime for Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 2, pages 91-111.
- Jesse Russell, 2011. "Hidden patterns in exchange rate regime choice," Empirical Economics, Springer, vol. 40(2), pages 425-449, April.
- Mourad Zmami & Ousama Ben-Salha, 2015. "Exchange rate movements and manufacturing employment in Tunisia: Do different categories of firms react similarly?," Economic Change and Restructuring, Springer, vol. 48(2), pages 137-167, May.
- Doan, Thi Hong Thinh & Gente, Karine, 2014.
"Real exchange rate and productivity in a specific-factor model with skilled and unskilled labour,"
Journal of Macroeconomics, Elsevier, vol. 40(C), pages 1-15.
- Thi Hong Thinh Doan & Karine Gente, 2014. "Real exchange rate and productivity in a specific-factor model with skilled and unskilled labour," Post-Print hal-01474431, HAL.
- Didier, Tatiana & Mauro, Paolo & Schmukler, Sergio L., 2008. "Vanishing financial contagion?," Journal of Policy Modeling, Elsevier, vol. 30(5), pages 775-791.
- Federico Ravenna & Fabio M. Natalucci, 2008.
"Monetary Policy Choices in Emerging Market Economies: The Case of High Productivity Growth,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 243-271, March.
- Federico Ravenna & Fabio M. Natalucci, 2008. "Monetary Policy Choices in Emerging Market Economies: The Case of High Productivity Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2‐3), pages 243-271, March.
- Andres Kuusk & Tiiu Paas, 2010. "Contagion Of Financial Crises With Special Emphasis On Cee Economies: A Metaanalysis," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 66, Faculty of Economics and Business Administration, University of Tartu (Estonia).
- Vikas Kakkar & Isabel Yan, 2012. "Real Exchange Rates and Productivity: Evidence from Asia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(2‐3), pages 301-322, March.
- Florian Morvillier, 2020. "Robustness of the Balassa-Samuelson effect: evidence from developing and emerging economies," EconomiX Working Papers 2020-18, University of Paris Nanterre, EconomiX.
- Eiji Ogawa & Zhiqian Wang, 2012. "The AMU Deviation Indicators Based on the Purchasing Power Parity and Adjusted by the Balassa-Samuelson Effect," Global COE Hi-Stat Discussion Paper Series gd12-255, Institute of Economic Research, Hitotsubashi University.
- Masahiro Kawai & Munehisa Kasuya & Naohisa Hirakata, 2003. "Analysis of the Relative Price of Nontradable Goods in the G7 Countries," Bank of Japan Working Paper Series 03-E-5, Bank of Japan.
- Eita, Joel Hinaunye & Khumalo, Zitsile Zamantungwa & Choga, Ireen, 2020.
"Empirical test of the Balassa-Samuelson effect in selected African countries,"
MPRA Paper
101495, University Library of Munich, Germany.
- Eita, Joel Hinaunye & Khumalo, Zitsile Zamantungwa & Choga, Ireen, 2020. "Empirical test of the Balassa-Samuelson Effect in Selected African Countries," MPRA Paper 101489, University Library of Munich, Germany.
- Ilyes Abid & Khaled Guesmi & Olfa Kaabia, 2013.
"Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?,"
Post-Print
hal-01410575, HAL.
- Kaabia, Olfa & Abid, Ilyes & Guesmi, Khaled, 2013. "Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?," Economic Modelling, Elsevier, vol. 31(C), pages 423-432.
- Olfa Kaabia & Ilyes Abid & Khaled Guesmi, 2012. "Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis?," EconomiX Working Papers 2012-46, University of Paris Nanterre, EconomiX.
- Ilyes Abid & Khaled Guesmi & Olfa Kaabia, 2012. "Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?," Post-Print hal-01410674, HAL.
- Shin-Ichi Fukuda & Sanae Ohno, 2008.
"Post-Crisis Exchange Rate Regimes In Asean: A New Empirical Test Based On Intra-Daily Data,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 53(02), pages 191-213.
- Shin-ichi Fukuda & Sanae Ohno, 2006. "Post-crisis Exchange Rate Regimes in ASEAN:A New Empirical Test Based on Intra-daily Data," CIRJE F-Series CIRJE-F-441, CIRJE, Faculty of Economics, University of Tokyo.
- Mihir A. Desai & C. Fritz Foley, 2004. "The Comovement of Returns and Investment Within the Multinational Firm," NBER Working Papers 10785, National Bureau of Economic Research, Inc.
- Kokko, Ari, 2002. "Export-Led Growth in East Asia: Lessons for Europe's Transition Economies," EIJS Working Paper Series 142, Stockholm School of Economics, The European Institute of Japanese Studies.
- Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 137-164.
- Domańska Agnieszka & Serwa Dobromił, 2013. "Vulnerability to foreign macroeconomic shocks – an empirical study in cross-industry perspective. Example of 2008–2009 global crisis in Europe," Folia Oeconomica Stetinensia, Sciendo, vol. 13(1), pages 150-173, December.
- Masahiro Kawai & Shinji Takagi, 2012. "A Proposal for Exchange Rate Policy Coordination in East Asia," Chapters, in: Masahiro Kawai & Peter J. Morgan & Shinji Takagi (ed.), Monetary and Currency Policy Management in Asia, chapter 9, Edward Elgar Publishing.
- Jokipii, Terhi & Lucey, Brian, 2007.
"Contagion and interdependence: Measuring CEE banking sector co-movements,"
Economic Systems, Elsevier, vol. 31(1), pages 71-96, March.
- Jokipii, Terhi & Lucey, Brian, 2006. "Contagion and interdependence: measuring CEE banking sector co-movements," Bank of Finland Research Discussion Papers 15/2006, Bank of Finland.
- Yan, Isabel K. & Kakkar, Vikas, 2011.
"Real Exchange Rates and Productivity: Evidence From Asia,"
MPRA Paper
35218, University Library of Munich, Germany.
- Vikas Kakkar & Isabel Yan, 2012. "Real Exchange Rates and Productivity: Evidence from Asia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 301-322, March.
- Shin-ichi Fukuda & Sanae Ohno, 2003. "Exchange Rate Regimes in East Asia after the Crisis: Implications from Intra-daily Data," CIRJE F-Series CIRJE-F-247, CIRJE, Faculty of Economics, University of Tokyo.
- Montalbano, Pierluigi, 2011. "Trade Openness and Developing Countries' Vulnerability: Concepts, Misconceptions, and Directions for Research," World Development, Elsevier, vol. 39(9), pages 1489-1502, September.
- Seiha Ok & Makoto Kakinaka & Hiroaki Miyamoto, 2010.
"Real Shock Or Nominal Shock? Exchange Rate Movements In Cambodia And Lao Pdr,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 55(04), pages 685-703.
- Seiha Ok & Makoto Kakinaka & Hiroaki Miyamoto, 2010. "Real Shock or Nominal Shock? Exchange Rate Movements in Cambodia and Lao PDR," Working Papers EMS_2010_05, Research Institute, International University of Japan.
- Takao Fujii & Yoichi Matsubayashi, 2016. "The Balassa-Samuelson Effect and the Labor Market in Japan F1977-2008," Discussion Papers 1626, Graduate School of Economics, Kobe University.
- Tetsuji Okazaki, 2017. "Development State Evolving: Japan’s Graduation from a Middle Income Country," CIRJE F-Series CIRJE-F-1063, CIRJE, Faculty of Economics, University of Tokyo.
- Wang, Weiguo & Xue, Jing & Du, Chonghua, 2016. "The Balassa–Samuelson hypothesis in the developed and developing countries revisited," Economics Letters, Elsevier, vol. 146(C), pages 33-38.
- Zihui Ma & Leonard Cheng, 2003. "The Effects of Financial Crises on International Trade," NBER Working Papers 10172, National Bureau of Economic Research, Inc.
- OGAWA Eiji & Zhiqian WANG, 2012. "The AMU Deviation Indicators Based on the Purchasing Power Parity and Adjusted by the Balassa-Samuelson Effect," Discussion papers 12078, Research Institute of Economy, Trade and Industry (RIETI).
- Dongchul Cho, 2005. "Interest Rate, Inflation, and Housing Price: With an Emphasis on Chonsei Price in Korea," NBER Working Papers 11054, National Bureau of Economic Research, Inc.
- Taylor, Alan M. & Glick, Reuven & Bergin, Paul R, 2004.
"Productivity, Tradability and the Long-Run Price Puzzle,"
CEPR Discussion Papers
4494, C.E.P.R. Discussion Papers.
- Paul Bergin & Alan M. Taylor & Reuven Glick, 2005. "Productivity, Tradability, and the Long-Run Price Puzzle," Working Papers 278, University of California, Davis, Department of Economics.
- Paul R. Bergin & Reuven Glick & Alan M. Taylor, 2004. "Productivity, tradability, and the long-run price puzzle," Working Paper Series 2004-08, Federal Reserve Bank of San Francisco.
- Paul R. Bergin & Reuven Glick & Alan M. Taylor, 2017. "Productivity, Tradability, and the Long-Run Price Puzzle," World Scientific Book Chapters, in: International Macroeconomic Interdependence, chapter 8, pages 211-248, World Scientific Publishing Co. Pte. Ltd..
- Paul Bergin & Reuven Glick & Alan M. Taylor, 2004. "Productivity, Tradability, and the Long-Run Price Puzzle," NBER Working Papers 10569, National Bureau of Economic Research, Inc.
- Bergin, Paul R. & Glick, Reuven & Taylor, Alan M., 2006. "Productivity, tradability, and the long-run price puzzle," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 2041-2066, November.
- Karine Gente, 2006. "The Balassa–Samuelson Effect in a Developing Country," Review of Development Economics, Wiley Blackwell, vol. 10(4), pages 683-699, November.
- Raj, Rajesh & Bordoloi, Sanjib & Bharti, Nalin, 2011. "Assessing the Role of Trade in Transmission of Global Financial Crisis to the Indian Economy," MPRA Paper 40208, University Library of Munich, Germany, revised Dec 2011.
- Abdallah, Ali, 2022. "Dépréciation réelle de la monnaie et croissance économique [Can real currency depreciation lead growth?]," MPRA Paper 113183, University Library of Munich, Germany.
- Ibrahim Chowdhury, 2004. "Sources of exchange rate fluctuations: empirical evidence from six emerging market countries," Applied Financial Economics, Taylor & Francis Journals, vol. 14(10), pages 697-705.
- Aloy, Marcel & Gente, Karine, 2009. "The role of demography in the long-run Yen/USD real exchange rate appreciation," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 654-667, December.
- Mr. Aasim M. Husain, 2006. "To Peg or Not to Peg: A Template for Assessing the Nobler," IMF Working Papers 2006/054, International Monetary Fund.
- Shinji Takagi & Taro Esaka, 2001. "Sterilization and the Capital Inflow Problem in East Asia, 1987-97," NBER Chapters, in: Regional and Global Capital Flows: Macroeconomic Causes and Consequences, pages 197-226, National Bureau of Economic Research, Inc.
- Yanping Chong & Òscar Jordà & Alan M. Taylor, 2012.
"The Harrod–Balassa–Samuelson Hypothesis: Real Exchange Rates And Their Long‐Run Equilibrium,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(2), pages 609-634, May.
- Taylor, Alan M. & Jordà , Òscar & Chong, Yanping, 2010. "The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium," CEPR Discussion Papers 7902, C.E.P.R. Discussion Papers.
- Yanping Chong & Òscar Jordà & Alan M. Taylor, 2010. "The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium," NBER Working Papers 15868, National Bureau of Economic Research, Inc.
- Rod Tyers & Ying Zhang, 2014.
"Real exchange rate determination and the China puzzle,"
Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 28(2), pages 1-32, November.
- Rod Tyers & Ying Zhang, 2014. "Real Exchange Rate Determination and the China Puzzle," Economics Discussion / Working Papers 14-19, The University of Western Australia, Department of Economics.
- George M. Von Furstenberg, 2003. "Price Insurance Aspects of Monetary Union," Journal of Common Market Studies, Wiley Blackwell, vol. 41(3), pages 519-539, June.
- Sánchez, Marcelo, 2006. "Implications of monetary union for catching-up member states," Working Paper Series 630, European Central Bank.
- Michael Ehrmann & Marcel Fratzscher, 2009.
"Global Financial Transmission of Monetary Policy Shocks,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(6), pages 739-759, December.
- Ehrmann, Michael & Fratzscher, Marcel, 2006. "Global financial transmission of monetary policy shocks," Working Paper Series 616, European Central Bank.
- Michael Ehrmann & Marcel Fratzscher, 2006. "Global Financial Transmission of Monetary Policy Shocks," CESifo Working Paper Series 1710, CESifo.
- Ying, Yung-Hsiang & Kuan, Chung-Ming & Tung, Chris Y. & Chang, Koyin, 2013. "“Capital mobility in East Asian Countries is not so high”: Examining the impact of sterilization on capital flows," China Economic Review, Elsevier, vol. 24(C), pages 55-64.
- Marcelo Sánchez, 2008. "Implications of Monetary Union for Catching-up Member States," Open Economies Review, Springer, vol. 19(3), pages 371-390, July.
- Sebastian Edwards, 2006.
"Monetary Unions, External Shocks and Economic Performance: A Latin American Perspective,"
NBER Working Papers
12229, National Bureau of Economic Research, Inc.
- Sebastian Edwards, 2006. "Monetary unions, external shocks and economic performance: A Latin American perspective," International Economics and Economic Policy, Springer, vol. 3(3), pages 225-247, December.
- Sebastian Edwards, 2006. "Monetary Unions, External Shocks and Economic Performance: A Latin American Perspective," Working Papers 43, Bank of Greece.
- Noel GASTON & YOSHIMI Taiyo, 2020. "Heterogenous Job Separations and the Balassa-Samuelson Effect," Discussion papers 20032, Research Institute of Economy, Trade and Industry (RIETI).
- Karine Gente & Carine Nourry, 2011. "Integration, real exchange rate and growth," Working Papers halshs-00643043, HAL.
- Georgios Chortareas & George Kapetanios, 2004.
"The Yen Real Exchange Rate may be Stationary after all: Evidence from Non‐linear Unit‐root Tests,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(1), pages 113-131, February.
- Georgios Chortareas & George Kapetanios, 2006. "The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests," Bank of England working papers 311, Bank of England.
- Georgios Chortareas & George Kapetanios, 2003. "The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests," Working Papers 484, Queen Mary University of London, School of Economics and Finance.
- Kristin J. Forbes, 2002.
"Are Trade Linkages Important Determinants of Country Vulnerability to Crises?,"
NBER Chapters, in: Preventing Currency Crises in Emerging Markets, pages 77-132,
National Bureau of Economic Research, Inc.
- Kristin J. Forbes, 2001. "Are Trade Linkages Important Determinants of Country Vulnerability to Crises?," NBER Working Papers 8194, National Bureau of Economic Research, Inc.
- Murshed, S. Mansoob, 2004. "When Does Natural Resource Abundance Lead to a Resource Curse?," Discussion Papers 24137, International Institute for Environment and Development, Environmental Economics Programme.
- Meng, Xiangcai & Huang, Chia-Hsing, 2019. "The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 131-148.
- Kawai, Masahiro & Takagi, Shinji, 2000. "Proposed strategy for a regional exchange rate arrangement in post-crisis East Asia," Policy Research Working Paper Series 2503, The World Bank.
- Ogawa Eiji & Zhiqian Wang, 2013. "Amu Deviation Indicators Based On Purchasing Power Parity And Adjusted By Balassa–Samuelson Effect," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., vol. 2(02), pages 1-22.
- Mr. Robin Brooks & Mr. Kenneth Rogoff & Mr. Ashoka Mody & Nienke Oomes & Mr. Aasim M. Husain, 2004.
"Evolution and Performance of Exchange Rate Regimes,"
IMF Occasional Papers
2004/004, International Monetary Fund.
- Mr. Aasim M. Husain & Mr. Ashoka Mody & Nienke Oomes & Mr. Robin Brooks & Mr. Kenneth Rogoff, 2003. "Evolution and Performance of Exchange Rate Regimes," IMF Working Papers 2003/243, International Monetary Fund.
- Ian Babetskii & Laurence Boone & Mathilde Maurel, 2004.
"Exchange rate regimes and shocks asymmetry: the case of the accession countries,"
Post-Print
halshs-00468626, HAL.
- Babetskii, Ian & Boone, Laurence & Maurel, Mathilde, 2004. "Exchange rate regimes and shocks asymmetry: the case of the accession countries," Journal of Comparative Economics, Elsevier, vol. 32(2), pages 212-229, June.
- Masahiro Kawai & Peter J. Morgan & Shinji Takagi (ed.), 2012. "Monetary and Currency Policy Management in Asia," Books, Edward Elgar Publishing, number 14414, March.
- Zihui Ma & Leonard Cheng, 2005. "The Effects of Financial Crises on International Trade," NBER Chapters, in: International Trade in East Asia, pages 253-286, National Bureau of Economic Research, Inc.
- Sanchez, Marcelo, 2007. "Monetary stabilisation in a currency union: The role of catching up member states," Journal of Policy Modeling, Elsevier, vol. 29(1), pages 29-40.
- Shin-ichi Fukuda & Sanae Ohno, 2006. "Post-crisis Exchange Rate Regimes in ASEAN:A New Empirical Test Based on Intra-daily Data (Forthcoming in "Singapore Economic Review". )," CARF F-Series CARF-F-079, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Tetsuji Okazaki, 2017. "Development state evolving: Japan's graduation from a middle income country," CIGS Working Paper Series 17-007E, The Canon Institute for Global Studies.
- Rungrudee Suetorsak, 2006. "Banking crisis in east asia: A micro/macro perspective," Review of Quantitative Finance and Accounting, Springer, vol. 26(3), pages 219-248, May.
- Masaaki Fujii & Akihiko Takahashi, 2018. "Solving Backward Stochastic Differential Equations with quadratic-growth drivers by Connecting the Short-term Expansions," CIRJE F-Series CIRJE-F-1086, CIRJE, Faculty of Economics, University of Tokyo.
- Cao, Zhongyu & El Ghoul, Sadok & Guedhami, Omrane & Kwok, Chuck, 2020. "National culture and the choice of exchange rate regime," Journal of International Money and Finance, Elsevier, vol. 101(C).
- Marek Lubiński, 2007. "International Business Cycle," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 1(2), June.
- MacDonald, Ronald & Ricci, Luca Antonio, 2007. "Real exchange rates, imperfect substitutability, and imperfect competition," Journal of Macroeconomics, Elsevier, vol. 29(4), pages 639-664, December.
- Stefanescu, Răzvan & Dumitriu, Ramona, 2015. "Creşterea economică a României între 1980 şi 2013 [The Economic Growth of Romania between 1980 and 2013]," MPRA Paper 61592, University Library of Munich, Germany.
- Sfia Daly, 2007. "The Choice of Exchange Rate Regimes in the MENA Countries: a Probit Analysis," William Davidson Institute Working Papers Series wp899, William Davidson Institute at the University of Michigan.
- Takatoshi Ito, 2006. "Robust Monetary Framework for China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 14(5), pages 32-47, September.
- Karsten Staehr, 2010. "Income convergence and inflation in Central and Eastern Europe : does the sun always rise in the East," Bank of Estonia Working Papers wp2010-04, Bank of Estonia, revised 22 Mar 2010.
- TAKAGI Shinji & ESAKA Taro, 2001. "Risk Premiums and Exchange Rate Expectations: A Reassessment of the So-Called Dollar Peg Policies of Crisis East Asian Countries, 1994-97," ESRI Discussion paper series 003, Economic and Social Research Institute (ESRI).
- Mathilde Maurel & Laurence Boone & Ian Babetski, 2022.
"Exchange Rate Regimes and Supply Shocks Asymmetry: the Case of the Accession Countries,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-03607681, HAL.
- Ito, Takatoshi & Krueger, Anne O. (ed.), 1999.
"Changes in Exchange Rates in Rapidly Developing Countries,"
National Bureau of Economic Research Books,
University of Chicago Press,
edition 1, number 9780226386737, April.
Cited by:
- Mathilde Maurel & Laurence Boone & Ian Babetski, 2022.
"Exchange Rate Regimes and Supply Shocks Asymmetry: the Case of the Accession Countries,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-03607681, HAL.
- Ian Babetski & Laurence Boone & Mathilde Maurel, 2004. "Exchange Rate Regimes and Supply Shocks Asymmetry: the Case of the Accession Countries," Post-Print hal-03416765, HAL.
- Mathilde Maurel & Laurence Boone & Ian Babetski, 2022. "Exchange Rate Regimes and Supply Shocks Asymmetry: the Case of the Accession Countries," Working Papers hal-03607681, HAL.
- Ian Babetski & Laurence Boone & Mathilde Maurel, 2004. "Exchange Rate Regimes and Supply Shocks Asymmetry: the Case of the Accession Countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03416765, HAL.
- Maurel, Mathilde & Boone, Laurence & Babetski, Jan, 2002. "Exchange Rate Regimes and Supply Shocks Asymmetry: The Case of the Accession Countries," CEPR Discussion Papers 3408, C.E.P.R. Discussion Papers.
- Jan Babetski & Laurence Boone & Mathilde Maurel, 2003. "Exchange Rate Regimes and Supply Shocks Asymmetry: the Case of the Accession Countries," CERGE-EI Working Papers wp206, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2011.
"Stocks, bonds, money markets and exchange rates: measuring international financial transmission,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 948-974, September.
- Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2005. "Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission," NBER Working Papers 11166, National Bureau of Economic Research, Inc.
- Ehrmann, Michael & Fratzscher, Marcel & Rigobon, Roberto, 2005. "Stocks, bonds, money markets and exchange rates: measuring international financial transmission," Working Paper Series 452, European Central Bank.
- Valerie Mignon & Cécile Couharde & Carl Grekou & Florian Morvillier, 2020.
"Measuring the Balassa-Samuelson effect: A guidance note on the RPROD database,"
Post-Print
hal-03101442, HAL.
- Cécile Couharde & Anne-Laure Delatte & Carl Grekou & Valérie Mignon & Florian Morvillier, 2020. "Measuring the Balassa-Samuelson effect: A guidance note on the RPROD database," International Economics, CEPII research center, issue 161, pages 237-247.
- Couharde, Cécile & Delatte, Anne-Laure & Grekou, Carl & Mignon, Valérie & Morvillier, Florian, 2020. "Measuring the Balassa-Samuelson effect: A guidance note on the RPROD database," International Economics, Elsevier, vol. 161(C), pages 237-247.
- Cécile Couharde & Anne-Laure Delatte & Carl Grekou & Valérie Mignon & Florian Morvillier, 2019. "Measuring the Balassa-Samuelson Effect: A guidance Note on the RPROD Database," Working Papers 2019-11, CEPII research center.
- Obstfeld, Maurice, 2006.
"The Renminbi's Dollar Peg at the Crossroads,"
CEPR Discussion Papers
5771, C.E.P.R. Discussion Papers.
- Maurice Obstfeld, 2007. "The Renminbi's Dollar Peg at the Crossroads," IMES Discussion Paper Series 07-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
- Maurice Obstfeld, 2007. "The Renminbi's Dollar Peg at the Crossroads," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 25(S1), pages 29-56, December.
- Obstfeld, Maurice, 2006. "The Renminbi’s Dollar Peg at the Crossroads," Center for International and Development Economics Research, Working Paper Series qt7tw4142j, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- Carlos Parodi Trece, 2009.
"Las Crisis Financieras: Un Marco Conceptual,"
Working Papers
09-16, Centro de Investigación, Universidad del Pacífico.
- Carlos Parodi Trece, 2011. "Las crisis financieras: un marco conceptual," Chapters of Books, in: Carlos Parodi Trece (ed.), La primera crisis financiera internacional del siglo XXI, edition 1, volume 1, chapter 1, pages 15-76, Fondo Editorial, Universidad del Pacífico.
- Alan M. Taylor & Mark P. Taylor, 2004.
"The Purchasing Power Parity Debate,"
NBER Working Papers
10607, National Bureau of Economic Research, Inc.
- Alan M. Taylor & Mark P. Taylor, 2004. "The Purchasing Power Parity Debate," Journal of Economic Perspectives, American Economic Association, vol. 18(4), pages 135-158, Fall.
- Taylor, Mark & Taylor, Alan M., 2004. "The Purchasing Power Parity Debate," CEPR Discussion Papers 4495, C.E.P.R. Discussion Papers.
- Alan M. Taylor & Mark Taylor, 2004. "The Purchasing Power Parity Debate," Working Papers 133, University of California, Davis, Department of Economics.
- Andrew Berg & Eduardo Borensztein & Paolo Mauro, 2002.
"An Evaluation of Monetary Regime Options for Latin America,"
Working Papers Central Bank of Chile
178, Central Bank of Chile.
- Mr. Andrew Berg & Mr. Paolo Mauro & Mr. Eduardo Borensztein, 2002. "An Evaluation of Monetary Regime Options for Latin America," IMF Working Papers 2002/211, International Monetary Fund.
- Andrew Berg & Eduardo Borensztein & Paolo Mauro, 2002. "An Evaluation of Monetary Regime Options for Latin America," Working Papers 67, Oesterreichische Nationalbank (Austrian Central Bank).
- Berg, Andrew & Borensztein, Eduardo & Mauro, Paolo, 2002. "An evaluation of monetary regime options for Latin America," The North American Journal of Economics and Finance, Elsevier, vol. 13(3), pages 213-235, December.
- Yin-Wong Cheung, 2000.
"Hong Kong Output Dynamics: An Empirical Analysis,"
Working Papers
112000, Hong Kong Institute for Monetary Research.
- Yin-Wong Cheung, 2001. "Hong Kong Output Dynamics: An Empirical Analysis," CESifo Working Paper Series 482, CESifo.
- Dimitris K. Christopoulos & Karine Gente & Miguel A. Leon-Ledesma, 2010.
"Net Foreign Assets, Productivity and Real Exchange Rates in Constrained Economies,"
Studies in Economics
1011, School of Economics, University of Kent.
- Dimitris K. Christopoulos & Karine Gente & Miguel A. Leon-Ledesma, 2008. "Net Foreign Assets, Productivity and Real Exchange Rates in Constrained Economies," Discussion Papers 2008-17, School of Economics, The University of New South Wales.
- Christopoulos, Dimitris K. & Gente, Karine & León-Ledesma, Miguel A., 2012. "Net foreign assets, productivity and real exchange rates in constrained economies," European Economic Review, Elsevier, vol. 56(3), pages 295-316.
- Maryam Ishaq & Ghulam Ghouse & Muhammad Ishaq Bhatti, 2022. "Another Prospective on Real Exchange Rate and the Traded Goods Prices: Revisiting Balassa–Samuelson Hypothesis," Sustainability, MDPI, vol. 14(13), pages 1-17, June.
- Valentina Kislitsyna & Larisa Cheglakova & Vasily Karaulov & Anna Chikisheva, 2017. "Formation of the Integrated Approach to the Assessment of the Socio-Economic Development of Regions," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(2), pages 369-380.
- Raj Rajesh, 2018. "Assessing the Impact of Great Recession on India’s Trade in Gravity Model Framework," Foreign Trade Review, , vol. 53(4), pages 239-270, November.
- Ashima Goyal, 2014.
"Purchasing Power Parity, Wages and Inflation in Emerging Markets,"
Foreign Trade Review, , vol. 49(4), pages 327-347, November.
- Goyal, Ashima, 2012. "Purchasing power parity, wages and inflation in emerging markets," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2012-025, Indira Gandhi Institute of Development Research, Mumbai, India.
- Forbes, Kristin J. & Chinn, Menzie David, 2003.
"A Decomposition Of Global Linkages In Financial Markets Over Time,"
Santa Cruz Department of Economics, Working Paper Series
qt4391b5w7, Department of Economics, UC Santa Cruz.
- Forbes, Kristin & Chinn, Menzie, 2003. "A Decomposition of Global Linkages in Financial Markets over Time," Santa Cruz Department of Economics, Working Paper Series qt6z74b3x7, Department of Economics, UC Santa Cruz.
- Forbes, Kristen & Chinn, Menzie David, 2003. "A Decomposition of Global Linkages in Financial Markets Over Time," Working papers 4414-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Forbes, Kristin & Chinn, Menzie, 2003. "A Decomposition of Global Linkages in Financial Markets over Time," Santa Cruz Center for International Economics, Working Paper Series qt6z74b3x7, Center for International Economics, UC Santa Cruz.
- Kristin J. Forbes & Menzie D. Chinn, 2003. "A Decomposition of Global Linkages in Financial Markets Over Time," NBER Working Papers 9555, National Bureau of Economic Research, Inc.
- Kristin J. Forbes & Menzie D. Chinn, 2004. "A Decomposition of Global Linkages in Financial Markets Over Time," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 705-722, August.
- Aasim M. Husain, 2006. "Choosing the Right Exchange Rate Regime for Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 2, pages 91-111.
- Jesse Russell, 2011. "Hidden patterns in exchange rate regime choice," Empirical Economics, Springer, vol. 40(2), pages 425-449, April.
- Doan, Thi Hong Thinh & Gente, Karine, 2014.
"Real exchange rate and productivity in a specific-factor model with skilled and unskilled labour,"
Journal of Macroeconomics, Elsevier, vol. 40(C), pages 1-15.
- Thi Hong Thinh Doan & Karine Gente, 2014. "Real exchange rate and productivity in a specific-factor model with skilled and unskilled labour," Post-Print hal-01474431, HAL.
- Didier, Tatiana & Mauro, Paolo & Schmukler, Sergio L., 2008. "Vanishing financial contagion?," Journal of Policy Modeling, Elsevier, vol. 30(5), pages 775-791.
- Federico Ravenna & Fabio M. Natalucci, 2008.
"Monetary Policy Choices in Emerging Market Economies: The Case of High Productivity Growth,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 243-271, March.
- Federico Ravenna & Fabio M. Natalucci, 2008. "Monetary Policy Choices in Emerging Market Economies: The Case of High Productivity Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2‐3), pages 243-271, March.
- Andres Kuusk & Tiiu Paas, 2010. "Contagion Of Financial Crises With Special Emphasis On Cee Economies: A Metaanalysis," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 66, Faculty of Economics and Business Administration, University of Tartu (Estonia).
- Vikas Kakkar & Isabel Yan, 2012. "Real Exchange Rates and Productivity: Evidence from Asia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(2‐3), pages 301-322, March.
- Florian Morvillier, 2020. "Robustness of the Balassa-Samuelson effect: evidence from developing and emerging economies," EconomiX Working Papers 2020-18, University of Paris Nanterre, EconomiX.
- Masahiro Kawai & Munehisa Kasuya & Naohisa Hirakata, 2003. "Analysis of the Relative Price of Nontradable Goods in the G7 Countries," Bank of Japan Working Paper Series 03-E-5, Bank of Japan.
- Eita, Joel Hinaunye & Khumalo, Zitsile Zamantungwa & Choga, Ireen, 2020.
"Empirical test of the Balassa-Samuelson effect in selected African countries,"
MPRA Paper
101495, University Library of Munich, Germany.
- Eita, Joel Hinaunye & Khumalo, Zitsile Zamantungwa & Choga, Ireen, 2020. "Empirical test of the Balassa-Samuelson Effect in Selected African Countries," MPRA Paper 101489, University Library of Munich, Germany.
- Auty, Richard M., 2001. "The political state and the management of mineral rents in capital-surplus economies: Botswana and Saudi Arabia," Resources Policy, Elsevier, vol. 27(2), pages 77-86, June.
- Ilyes Abid & Khaled Guesmi & Olfa Kaabia, 2013.
"Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?,"
Post-Print
hal-01410575, HAL.
- Kaabia, Olfa & Abid, Ilyes & Guesmi, Khaled, 2013. "Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?," Economic Modelling, Elsevier, vol. 31(C), pages 423-432.
- Olfa Kaabia & Ilyes Abid & Khaled Guesmi, 2012. "Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis?," EconomiX Working Papers 2012-46, University of Paris Nanterre, EconomiX.
- Ilyes Abid & Khaled Guesmi & Olfa Kaabia, 2012. "Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?," Post-Print hal-01410674, HAL.
- Shin-Ichi Fukuda & Sanae Ohno, 2008.
"Post-Crisis Exchange Rate Regimes In Asean: A New Empirical Test Based On Intra-Daily Data,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 53(02), pages 191-213.
- Shin-ichi Fukuda & Sanae Ohno, 2006. "Post-crisis Exchange Rate Regimes in ASEAN:A New Empirical Test Based on Intra-daily Data," CIRJE F-Series CIRJE-F-441, CIRJE, Faculty of Economics, University of Tokyo.
- Kokko, Ari, 2002. "Export-Led Growth in East Asia: Lessons for Europe's Transition Economies," EIJS Working Paper Series 142, Stockholm School of Economics, The European Institute of Japanese Studies.
- Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 137-164.
- Domańska Agnieszka & Serwa Dobromił, 2013. "Vulnerability to foreign macroeconomic shocks – an empirical study in cross-industry perspective. Example of 2008–2009 global crisis in Europe," Folia Oeconomica Stetinensia, Sciendo, vol. 13(1), pages 150-173, December.
- Azam, Kazim, 2014. "Dependence Analysis between Foreign Exchange Rates: A Semi-Parametric Copula Approach," Economic Research Papers 270231, University of Warwick - Department of Economics.
- Masahiro Kawai & Shinji Takagi, 2012. "A Proposal for Exchange Rate Policy Coordination in East Asia," Chapters, in: Masahiro Kawai & Peter J. Morgan & Shinji Takagi (ed.), Monetary and Currency Policy Management in Asia, chapter 9, Edward Elgar Publishing.
- Jokipii, Terhi & Lucey, Brian, 2007.
"Contagion and interdependence: Measuring CEE banking sector co-movements,"
Economic Systems, Elsevier, vol. 31(1), pages 71-96, March.
- Jokipii, Terhi & Lucey, Brian, 2006. "Contagion and interdependence: measuring CEE banking sector co-movements," Bank of Finland Research Discussion Papers 15/2006, Bank of Finland.
- Yan, Isabel K. & Kakkar, Vikas, 2011.
"Real Exchange Rates and Productivity: Evidence From Asia,"
MPRA Paper
35218, University Library of Munich, Germany.
- Vikas Kakkar & Isabel Yan, 2012. "Real Exchange Rates and Productivity: Evidence from Asia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 301-322, March.
- Shin-ichi Fukuda & Sanae Ohno, 2003. "Exchange Rate Regimes in East Asia after the Crisis: Implications from Intra-daily Data," CIRJE F-Series CIRJE-F-247, CIRJE, Faculty of Economics, University of Tokyo.
- Siew-Choo Soo & Chee-Keong Choong, 2010. "An Emergence Of A Common Currency Area In The Selected East Asian Economies: A Revisit," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 55(02), pages 353-376.
- Montalbano, Pierluigi, 2011. "Trade Openness and Developing Countries' Vulnerability: Concepts, Misconceptions, and Directions for Research," World Development, Elsevier, vol. 39(9), pages 1489-1502, September.
- Seiha Ok & Makoto Kakinaka & Hiroaki Miyamoto, 2010.
"Real Shock Or Nominal Shock? Exchange Rate Movements In Cambodia And Lao Pdr,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 55(04), pages 685-703.
- Seiha Ok & Makoto Kakinaka & Hiroaki Miyamoto, 2010. "Real Shock or Nominal Shock? Exchange Rate Movements in Cambodia and Lao PDR," Working Papers EMS_2010_05, Research Institute, International University of Japan.
- Takao Fujii & Yoichi Matsubayashi, 2016. "The Balassa-Samuelson Effect and the Labor Market in Japan F1977-2008," Discussion Papers 1626, Graduate School of Economics, Kobe University.
- Richard M. Auty, 2014. "The resource curse and sustainable development," Chapters, in: Giles Atkinson & Simon Dietz & Eric Neumayer & Matthew Agarwala (ed.), Handbook of Sustainable Development, chapter 17, pages 267-278, Edward Elgar Publishing.
- Azam, Kazim, 2014. "Dependence Analysis between Foreign Exchange Rates: A Semi-Parametric Copula Approach," The Warwick Economics Research Paper Series (TWERPS) 1052, University of Warwick, Department of Economics.
- Taylor, Alan M. & Glick, Reuven & Bergin, Paul R, 2004.
"Productivity, Tradability and the Long-Run Price Puzzle,"
CEPR Discussion Papers
4494, C.E.P.R. Discussion Papers.
- Paul Bergin & Alan M. Taylor & Reuven Glick, 2005. "Productivity, Tradability, and the Long-Run Price Puzzle," Working Papers 278, University of California, Davis, Department of Economics.
- Paul R. Bergin & Reuven Glick & Alan M. Taylor, 2004. "Productivity, tradability, and the long-run price puzzle," Working Paper Series 2004-08, Federal Reserve Bank of San Francisco.
- Paul R. Bergin & Reuven Glick & Alan M. Taylor, 2017. "Productivity, Tradability, and the Long-Run Price Puzzle," World Scientific Book Chapters, in: International Macroeconomic Interdependence, chapter 8, pages 211-248, World Scientific Publishing Co. Pte. Ltd..
- Paul Bergin & Reuven Glick & Alan M. Taylor, 2004. "Productivity, Tradability, and the Long-Run Price Puzzle," NBER Working Papers 10569, National Bureau of Economic Research, Inc.
- Bergin, Paul R. & Glick, Reuven & Taylor, Alan M., 2006. "Productivity, tradability, and the long-run price puzzle," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 2041-2066, November.
- Karine Gente, 2006. "The Balassa–Samuelson Effect in a Developing Country," Review of Development Economics, Wiley Blackwell, vol. 10(4), pages 683-699, November.
- Raj, Rajesh & Bordoloi, Sanjib & Bharti, Nalin, 2011. "Assessing the Role of Trade in Transmission of Global Financial Crisis to the Indian Economy," MPRA Paper 40208, University Library of Munich, Germany, revised Dec 2011.
- Abdallah, Ali, 2022. "Dépréciation réelle de la monnaie et croissance économique [Can real currency depreciation lead growth?]," MPRA Paper 113183, University Library of Munich, Germany.
- Ibrahim Chowdhury, 2004. "Sources of exchange rate fluctuations: empirical evidence from six emerging market countries," Applied Financial Economics, Taylor & Francis Journals, vol. 14(10), pages 697-705.
- Aloy, Marcel & Gente, Karine, 2009. "The role of demography in the long-run Yen/USD real exchange rate appreciation," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 654-667, December.
- Rod Tyers & Ying Zhang, 2014.
"Real exchange rate determination and the China puzzle,"
Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 28(2), pages 1-32, November.
- Rod Tyers & Ying Zhang, 2014. "Real Exchange Rate Determination and the China Puzzle," Economics Discussion / Working Papers 14-19, The University of Western Australia, Department of Economics.
- George M. Von Furstenberg, 2003. "Price Insurance Aspects of Monetary Union," Journal of Common Market Studies, Wiley Blackwell, vol. 41(3), pages 519-539, June.
- Sánchez, Marcelo, 2006. "Implications of monetary union for catching-up member states," Working Paper Series 630, European Central Bank.
- Michael Ehrmann & Marcel Fratzscher, 2009.
"Global Financial Transmission of Monetary Policy Shocks,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(6), pages 739-759, December.
- Ehrmann, Michael & Fratzscher, Marcel, 2006. "Global financial transmission of monetary policy shocks," Working Paper Series 616, European Central Bank.
- Michael Ehrmann & Marcel Fratzscher, 2006. "Global Financial Transmission of Monetary Policy Shocks," CESifo Working Paper Series 1710, CESifo.
- Ying, Yung-Hsiang & Kuan, Chung-Ming & Tung, Chris Y. & Chang, Koyin, 2013. "“Capital mobility in East Asian Countries is not so high”: Examining the impact of sterilization on capital flows," China Economic Review, Elsevier, vol. 24(C), pages 55-64.
- Marcelo Sánchez, 2008. "Implications of Monetary Union for Catching-up Member States," Open Economies Review, Springer, vol. 19(3), pages 371-390, July.
- Sebastian Edwards, 2006.
"Monetary Unions, External Shocks and Economic Performance: A Latin American Perspective,"
NBER Working Papers
12229, National Bureau of Economic Research, Inc.
- Sebastian Edwards, 2006. "Monetary unions, external shocks and economic performance: A Latin American perspective," International Economics and Economic Policy, Springer, vol. 3(3), pages 225-247, December.
- Sebastian Edwards, 2006. "Monetary Unions, External Shocks and Economic Performance: A Latin American Perspective," Working Papers 43, Bank of Greece.
- Noel GASTON & YOSHIMI Taiyo, 2020. "Heterogenous Job Separations and the Balassa-Samuelson Effect," Discussion papers 20032, Research Institute of Economy, Trade and Industry (RIETI).
- Takatoshi Ito, 2005. "The Exchange Rate In The Japanese Economy: The Past, Puzzles, And Prospects," The Japanese Economic Review, Japanese Economic Association, vol. 56(1), pages 1-38, March.
- Karine Gente & Carine Nourry, 2011. "Integration, real exchange rate and growth," Working Papers halshs-00643043, HAL.
- Georgios Chortareas & George Kapetanios, 2004.
"The Yen Real Exchange Rate may be Stationary after all: Evidence from Non‐linear Unit‐root Tests,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(1), pages 113-131, February.
- Georgios Chortareas & George Kapetanios, 2006. "The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests," Bank of England working papers 311, Bank of England.
- Georgios Chortareas & George Kapetanios, 2003. "The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests," Working Papers 484, Queen Mary University of London, School of Economics and Finance.
- Murshed, S. Mansoob, 2004. "When Does Natural Resource Abundance Lead to a Resource Curse?," Discussion Papers 24137, International Institute for Environment and Development, Environmental Economics Programme.
- Meng, Xiangcai & Huang, Chia-Hsing, 2019. "The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 131-148.
- Kawai, Masahiro & Takagi, Shinji, 2000. "Proposed strategy for a regional exchange rate arrangement in post-crisis East Asia," Policy Research Working Paper Series 2503, The World Bank.
- Ian Babetskii & Laurence Boone & Mathilde Maurel, 2004.
"Exchange rate regimes and shocks asymmetry: the case of the accession countries,"
Post-Print
halshs-00468626, HAL.
- Babetskii, Ian & Boone, Laurence & Maurel, Mathilde, 2004. "Exchange rate regimes and shocks asymmetry: the case of the accession countries," Journal of Comparative Economics, Elsevier, vol. 32(2), pages 212-229, June.
- Masahiro Kawai & Peter J. Morgan & Shinji Takagi (ed.), 2012. "Monetary and Currency Policy Management in Asia," Books, Edward Elgar Publishing, number 14414, March.
- Sanchez, Marcelo, 2007. "Monetary stabilisation in a currency union: The role of catching up member states," Journal of Policy Modeling, Elsevier, vol. 29(1), pages 29-40.
- Hsiu-Yun Lee & Jyh-Lin Wu & Chiung-Hsiang Lin, 2010. "Hysteresis in East Asian unemployment," Applied Economics, Taylor & Francis Journals, vol. 42(7), pages 887-898.
- Shin-ichi Fukuda & Sanae Ohno, 2006. "Post-crisis Exchange Rate Regimes in ASEAN:A New Empirical Test Based on Intra-daily Data (Forthcoming in "Singapore Economic Review". )," CARF F-Series CARF-F-079, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Rungrudee Suetorsak, 2006. "Banking crisis in east asia: A micro/macro perspective," Review of Quantitative Finance and Accounting, Springer, vol. 26(3), pages 219-248, May.
- Cao, Zhongyu & El Ghoul, Sadok & Guedhami, Omrane & Kwok, Chuck, 2020. "National culture and the choice of exchange rate regime," Journal of International Money and Finance, Elsevier, vol. 101(C).
- Marek Lubiński, 2007. "International Business Cycle," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 1(2), June.
- MacDonald, Ronald & Ricci, Luca Antonio, 2007. "Real exchange rates, imperfect substitutability, and imperfect competition," Journal of Macroeconomics, Elsevier, vol. 29(4), pages 639-664, December.
- Sfia Daly, 2007. "The Choice of Exchange Rate Regimes in the MENA Countries: a Probit Analysis," William Davidson Institute Working Papers Series wp899, William Davidson Institute at the University of Michigan.
- Takatoshi Ito, 2006. "Robust Monetary Framework for China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 14(5), pages 32-47, September.
- Karsten Staehr, 2010. "Income convergence and inflation in Central and Eastern Europe : does the sun always rise in the East," Bank of Estonia Working Papers wp2010-04, Bank of Estonia, revised 22 Mar 2010.
- TAKAGI Shinji & ESAKA Taro, 2001. "Risk Premiums and Exchange Rate Expectations: A Reassessment of the So-Called Dollar Peg Policies of Crisis East Asian Countries, 1994-97," ESRI Discussion paper series 003, Economic and Social Research Institute (ESRI).
- Mathilde Maurel & Laurence Boone & Ian Babetski, 2022.
"Exchange Rate Regimes and Supply Shocks Asymmetry: the Case of the Accession Countries,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-03607681, HAL.
- Takatoshi Ito & Anne O. Krueger, 1997.
"Regionalism versus Multilateral Trade Arrangements,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_97-1, February.
Cited by:
- Céline Carrere & Christopher Grigoriou, 2011.
"Landlockedness, Infrastructure and Trade:New Estimates for Central Asian Countries,"
CERDI Working papers
halshs-00556941, HAL.
- Céline Carrere & Christopher Grigoriou, 2011. "Landlockedness, Infrastructure and Trade:New Estimates for Central Asian Countries," Working Papers halshs-00556941, HAL.
- Christopher GRIGORIOU & Céline CARRERE, 2008. "Landlockedness, Infrastructure and Trade:New Estimates for Central Asian Countries," Working Papers 200801, CERDI.
- Wall, Howard-J, 2002.
"Has Japan Been Left Out in the Cold by Regional Integration?,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 20(2), pages 117-134, April.
- Howard J. Wall, 2002. "Has Japan been left out in the cold by regional integration?," Review, Federal Reserve Bank of St. Louis, vol. 84(Sep), pages 25-36.
- Michael R. Pakko & Howard J. Wall, 2001. "Reconsidering the trade-creating effects of a currency union," Review, Federal Reserve Bank of St. Louis, vol. 83(May), pages 37-46.
- Eric Tremolada Álvarez, 2018. "La Cooperación Internacional como alternativa a los unilateralismos. colección Ius Cogens n.° 6," Books, Universidad Externado de Colombia, Facultad de Derecho, number 1037, February.
- Cuevas, Víctor M., 2010. "The dynamics of Mexican manufacturing exports," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
- Subhani, Muhammad Imtiaz & Osman, Ms.Amber & Khokhar, Rabbia, 2010. "Determinants and barriers to bilateral trade A study on developing economies," MPRA Paper 26179, University Library of Munich, Germany.
- Michele Fratianni & Chang Hoon Oh, 2007.
"On the Relationship Between RTA Expansion and Openness,"
Working Papers
2007-13, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
- Michele FRATIANNI & Chang HOON HO, 2007. "On the Relationship Between RTA Expansion and Openness," Working Papers 288, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Christoph Vietze, 2012.
"Cultural Effects on Inbound Tourism into the USA: A Gravity Approach,"
Tourism Economics, , vol. 18(1), pages 121-138, February.
- Christoph Vietze, 2008. "Cultural Effects on Inbound Tourism into the USA: A Gravity Approach," Jena Economics Research Papers 2008-037, Friedrich-Schiller-University Jena.
- Robert J. R. Elliott & Kengo Ikemoto, 2004.
"AFTA and the Asian Crisis: Help or Hindrance to ASEAN Intra‐Regional Trade?,"
Asian Economic Journal, East Asian Economic Association, vol. 18(1), pages 1-23, March.
- R J R Elliott & K Ikemoto, 2003. "AFTA and the Asian Crisis: Help or Hindrance to ASEAN Intra-Regional Trade?," Economics Discussion Paper Series 0311, Economics, The University of Manchester.
- Rahul Sen & Sadhana Srivastava & Don J Webber, 2015. "Effects of preferential trade agreements in the presence of zero trade flows: the cases of China and India," Working Papers 20151507, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
- Vollrath, Thomas L. & Grant, Jason H. & Hallahan, Charles B., 2012. "Reciprocal Trade Agreements: Impacts on U.S. and Foreign Suppliers in Commodity and Manufactured Food Markets," Economic Research Report 131618, United States Department of Agriculture, Economic Research Service.
- Esquivel, Gerardo & Rodriguez-Lopez, Jose Antonio, 2003. "Technology, trade, and wage inequality in Mexico before and after NAFTA," Journal of Development Economics, Elsevier, vol. 72(2), pages 543-565, December.
- Taylor, Mark & Mody, Ashoka, 2003. "Common Vulnerabilities," CEPR Discussion Papers 3759, C.E.P.R. Discussion Papers.
- Nahuis, Richard, 2004.
"One size fits all?: Accession to the internal market; an industry-level assessment of EU enlargement,"
Journal of Policy Modeling, Elsevier, vol. 26(5), pages 571-586, July.
- Richard Nahuis, 2002. "One size fits all? Accession to the internal market; an industry level assessment of EU enlargement," CPB Discussion Paper 14, CPB Netherlands Bureau for Economic Policy Analysis.
- Schnatz, Bernd & Bussière, Matthieu, 2006.
"Evaluating China’s integration in world trade with a gravity model based benchmark,"
Working Paper Series
693, European Central Bank.
- Matthieu Bussière & Bernd Schnatz, 2009. "Evaluating China’s Integration in World Trade with a Gravity Model Based Benchmark," Open Economies Review, Springer, vol. 20(1), pages 85-111, February.
- Grant, Jason H., 2010. "The Latest Wave of Regionalism: Does Outsider Status Affect the Competitiveness of U.S. and Canadian Agricultural Exports?," Working Papers 90888, Canadian Agricultural Trade Policy Research Network.
- Jim Rose, 2001. "Greening the WTO's Disputes Settlement Understanding: Opportunities and Risks," Treasury Working Paper Series 01/28, New Zealand Treasury.
- Andreas Waldkirch, 2004.
"The 'New Regionalism': Integration as a Commitment Device for Developing Countries,"
International Trade
0412004, University Library of Munich, Germany.
- Waldkirch, Andreas, 2006. "The ‘New Regionalism’: Integration as a Commitment Device for Developing Countries," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 21, pages 397-425.
- Jérôme Trotignon, 2010. "La restriction des émissions de CO2 pénalise-t-elle les exportations ? Un modèle de gravité avec données de panel et variables muettes régionales," Post-Print halshs-00477244, HAL.
- Vangelis Tzouvelekas, 2007.
"Accounting for pairwise heterogeneity in bilateral trade flows: a stochastic varying coefficient gravity model,"
Applied Economics Letters, Taylor & Francis Journals, vol. 14(12), pages 927-930.
- Vangelis Tzouvelekas, 2005. "Accounting for Pairwise Heterogeneity in Bilateral Trade Flows: A Stochastic Varying Coefficient Gravity Model," Working Papers 0519, University of Crete, Department of Economics.
- Andreas Waldkirch, 2010.
"The Effects of Foreign Direct Investment in Mexico since NAFTA,"
The World Economy, Wiley Blackwell, vol. 33(5), pages 710-745, May.
- Waldkirch, Andreas, 2008. "The Effects of Foreign Direct Investment in Mexico since NAFTA," MPRA Paper 7975, University Library of Munich, Germany.
- Céline CARRERE, 2003. "Revisiting the Effects of Regional Trading Agreements on trade flows with Proper Specification of the Gravity Model," Working Papers 200310, CERDI.
- Zuzanna Studnicka & Wouter Thierie & Jan Van Hove, 2019. "The impact of regional trade agreements on European exports," International Economics and Economic Policy, Springer, vol. 16(3), pages 467-488, July.
- Jérôme Trotignon, 2009. "L'intégration régionale favorise-t-elle la multilatéralisation des échanges ?," Post-Print halshs-00335633, HAL.
- Carlos Azzoni & Paulo Sa-Porto, 2005. "Competitiveness, commercial blocks, and regional growth," ERSA conference papers ersa05p783, European Regional Science Association.
- FAÍÑA J.Andrés & LÓPEZ-RODRÍGUEZ Jesus, 2010.
"Population Potentials and Development Levels: Empirical Findings in the European Union,"
EcoMod2003
330700050, EcoMod.
- Andres Faiña & Jesus Lopez-Rodríguez, 2003. "Population Potentials and Development Levels: Empirical Findings in the European Union," ERSA conference papers ersa03p30, European Regional Science Association.
- Jong‐Wha Lee & Innwon Park & Kwanho Shin, 2008.
"Proliferating Regional Trade Arrangements: Why and Whither?,"
The World Economy, Wiley Blackwell, vol. 31(12), pages 1525-1557, December.
- Jong-Wha Lee & Innwon Park & Kwanho Shin, 2005. "Proliferating Regional Trade Arrangements: Why and Whither?," International Trade 0501010, University Library of Munich, Germany.
- Gerardo Esquivel, 2011.
"The Dynamics of Income Inequality in Mexico since NAFTA,"
Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2011), pages 155-188, August.
- Gerardo Esquivel, 2010. "The dynamics of income inequality in Mexico since NAFTA," Serie documentos de trabajo del Centro de Estudios Económicos 2010-09, El Colegio de México, Centro de Estudios Económicos.
- Esquivel, Gerardo, 2011. "The dynamics of income inequality in Mexico since NAFTA," LSE Research Online Documents on Economics 123303, London School of Economics and Political Science, LSE Library.
- Rahul Sen & Sadhana Srivastava & Don Webber, 2015. "Preferential trading agreements and the gravity model in presence of zero and missing trade flows: Early results for China and India," Working Papers 2015-02, Auckland University of Technology, Department of Economics.
- (ed.), 0. "Research Handbook on Economic Diplomacy," Books, Edward Elgar Publishing, number 16053, March.
- Michele FRATIANNI, 2007.
"Borders and the Constraints of Globalization,"
Working Papers
282, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Michele Fratianni, 2004. "Borders and the Constraints on Globalization," Working Papers 2004-05, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
- Christoph Vietze, 2011.
"What's Pushing International Tourism Expenditures?,"
Tourism Economics, , vol. 17(2), pages 237-260, April.
- Christoph Vietze, 2009. "What's pushing international tourism expenditures?," Jena Economics Research Papers 2009-014, Friedrich-Schiller-University Jena.
- Anne-Célia Disdier & Lionel Fontagné & Mondher Mimouni, 2013.
"Tariff Liberalization and Trade Integration of Emerging Countries,"
Working Papers
2013-36, CEPII research center.
- Anne-Célia Disdier & Lionel Fontagné & Mondher Mimouni, 2015. "Tariff Liberalization and Trade Integration of Emerging Countries," Review of International Economics, Wiley Blackwell, vol. 23(5), pages 946-971, November.
- Anne-Célia Disdier & Lionel Fontagné & Mondher Mimouni, 2015. "Tariff Liberalization and Trade Integration of Emerging Countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01299753, HAL.
- Anne-Célia Disdier & Lionel Fontagné & Mondher Mimouni, 2015. "Tariff Liberalization and Trade Integration of Emerging Countries," PSE-Ecole d'économie de Paris (Postprint) hal-01299753, HAL.
- Anne-Célia Disdier & Lionel Fontagné & Mondher Mimouni, 2015. "Tariff Liberalization and Trade Integration of Emerging Countries," Post-Print hal-01299753, HAL.
- Anne-Célia Disdier & Lionel Gérard Fontagné & Mondher Mimouni, 2013. "Tariff Liberalization and Trade Integration of Emerging Countries," CESifo Working Paper Series 4425, CESifo.
- Martínez-Zarzoso, Inmaculada & Felicitas, Nowak-Lehmann D. & Horsewood, Nicholas, 2009. "Are regional trading agreements beneficial?: Static and dynamic panel gravity models," The North American Journal of Economics and Finance, Elsevier, vol. 20(1), pages 46-65, March.
- Gauto, Victor F., 2012. "An Econometric Analysis of Trade Creation and Trade Diversion in Mercosur: the Case of Paraguay," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126864, International Association of Agricultural Economists.
- Ramona Frunza & Liviu George Maha & Claudiu Gabriel Mursa, 2009. "Globalization & Regionalization In International Trade," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 1(2), pages 5-19, December.
- Howard J. Wall, 2000. "Gravity model specification and the effects of the Canada-U.S. border," Working Papers 2000-024, Federal Reserve Bank of St. Louis.
- Antoni Estevadeordal & Kati Suominen, 2008. "Sequencing Regional Trade Integration and Cooperation Agreements," The World Economy, Wiley Blackwell, vol. 31(1), pages 112-140, January.
- Howard J. Wall, 1999. "Using the gravity model to estimate the costs of protection," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 33-40.
- Grant, Jason H. & Vollrath, Thomas L., 2010. "The New Wave Of Regionalism: Does Outsider/Insider Status Affect The Competitiveness Of U.S. Agricultural Exports?," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61144, Agricultural and Applied Economics Association.
- Michele Fratianni & Chang Hoon Oh, 2009.
"Expanding RTAs, trade flows, and the multinational enterprise,"
Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 40(7), pages 1206-1227, September.
- Michele Fratianni & Chang Hoon Oh, 2008. "Expanding RTAs, Trade Flows, and the Multinational Enterprise," Working Papers 2008-02, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
- Clarete, Ramon & Edmonds, Christopher & Wallack, Jessica Seddon, 2003.
"Asian regionalism and its effects on trade in the 1980s and 1990s,"
Journal of Asian Economics, Elsevier, vol. 14(1), pages 91-129, February.
- Clarete, Ramon L. & Edmonds, Christopher & Wallack, Jessica Seddon, 2002. "Asian Regionalism and Its Effects on Trade in the 1980s and 1990s," ADB Economics Working Paper Series 30, Asian Development Bank.
- Winters, L. Alan, 2000. "Regionalism and Multilateralism in the Twenty-First Century," IDB Publications (Working Papers) 2188, Inter-American Development Bank.
- Mr. Juan Sole, 2004. "Interest Rate Defenses of Currency Pegs," IMF Working Papers 2004/085, International Monetary Fund.
- Julio J. Nogues, 2005.
"MERCOSUR’s Labyrinth and World Regionalism,"
International Trade
0502004, University Library of Munich, Germany.
- Julio Nogués, 2003. "Mercosur's Labyrinth and World Regionalism," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 40(121), pages 452-459.
- I-Hui Cheng & Howard J. Wall, 2005.
"Controlling for heterogeneity in gravity models of trade and integration,"
Review, Federal Reserve Bank of St. Louis, vol. 87(Jan), pages 49-63.
- I-Hui Cheng & Howard J. Wall, 2004. "Controlling for heterogeneity in gravity models of trade and integration," Working Papers 1999-010, Federal Reserve Bank of St. Louis.
- Tommaso Mancini Griffoli, 2006. "Explaining the Euro's Effect on Trade? Interest Rates in an Augmented Gravity Equation," IHEID Working Papers 10-2006, Economics Section, The Graduate Institute of International Studies.
- Grigoriou, Christopher, 2007.
"Landlockedness, infrastructure and trade : new estimates for central Asian countries,"
Policy Research Working Paper Series
4335, The World Bank.
- Christopher GRIGORIOU & Céline CARRERE, 2008. "Landlockedness, Infrastructure and Trade:New Estimates for Central Asian Countries," Working Papers 200801, CERDI.
- Isabel Proença & Maria Fontoura & Enrique Martínez-Galán, 2008. "Trade in the enlarged European Union: a new approach on trade potential," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 7(3), pages 205-224, December.
- W. H. Furtan & Blain M. van Melle, 2004. "Canada's Agricultural Trade in North America: Do National Borders Matter?," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 26(3), pages 317-331.
- Rahul Sen & Sadhana Srivastava, 2012. "Asia' s international production networks: Will India be the next assembly centre?," Working Papers 11812, Asia-Pacific Research and Training Network on Trade (ARTNeT), an initiative of UNESCAP and IDRC, Canada..
- Soloaga, Isidro & Winters, L. Alan, 1999.
"Regionalism in the Nineties: What Effect on Trade?,"
CEPR Discussion Papers
2183, C.E.P.R. Discussion Papers.
- Soloaga, Isidro & Alan Wintersb, L., 2001. "Regionalism in the nineties: what effect on trade?," The North American Journal of Economics and Finance, Elsevier, vol. 12(1), pages 1-29, March.
- Rama,Martin G., 2003.
"Globalization and workers in developing countries,"
Policy Research Working Paper Series
2958, The World Bank.
- Martin Rama, 2002. "Globalization and Workers in Developing Countries," Economics Study Area Working Papers 41, East-West Center, Economics Study Area.
- Baier, Scott L. & Bergstrand, Jeffrey H., 2001. "The growth of world trade: tariffs, transport costs, and income similarity," Journal of International Economics, Elsevier, vol. 53(1), pages 1-27, February.
- Liu, Meng-chun, 2002. "Determinants of Taiwan's Trade Liberalization: The Case of a Newly Industrialized Country," World Development, Elsevier, vol. 30(6), pages 975-989, June.
- Takahashi, Daisuke, 2012. "The distributional effect of the rice policy in Japan, 1986–2010," Food Policy, Elsevier, vol. 37(6), pages 679-689.
- Novy, Dennis, 2006.
"Is the Iceberg Melting Less Quickly? International Trade Costs after World War II,"
The Warwick Economics Research Paper Series (TWERPS)
764, University of Warwick, Department of Economics.
- Novy, Dennis, 2006. "Is the Iceberg Melting Less Quickly? International Trade Costs after World War II," Economic Research Papers 269734, University of Warwick - Department of Economics.
- Thompson, Gary D. & Cepeda, Ricardo Cavazos, 2002. "Gauging The Recent Effects Of The North American Free Trade Agreement," Journal of Food Distribution Research, Food Distribution Research Society, vol. 33(01), pages 1-13, March.
- Catherine Long, 2016. "The Opportunity Space of Overlapping Trade Regimes: Turkey, the Customs Union, and TTIP," Global Policy, London School of Economics and Political Science, vol. 7(3), pages 360-369, September.
- Trotignon, Jérôme, 2010. "Does Regional Integration Promote the Multilateralization of Trade Flows?: a Gravity Model Using Panel Data," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 25, pages 223-251.
- Howard J. Wall, 2003.
"NAFTA and the geography of North American trade,"
Review, Federal Reserve Bank of St. Louis, vol. 85(Mar), pages 13-26.
- Howard J. Wall, 2002. "NAFTA and the geography of North American trade," Working Papers 2000-017, Federal Reserve Bank of St. Louis.
- Bernauer, Thomas & Spilker, Gabriele & Umaña, Víctor, 2014. "Different countries same partners: Experimental Evidence on PTA Partner Country Choice from Costa Rica, Nicaragua and Vietnam," Papers 739, World Trade Institute.
- Marchant, Mary A. & Kumar, Sanjeev, 2004. "Demand Determinants For U.S. Processed Food Exports By Emerging/Low And Middle-Income Countries," 2004 Annual meeting, August 1-4, Denver, CO 20276, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- E. A. Panina, 0. "The Eurasiane Economic Union of the World Map of Integration Associations," International Trade and Trade Policy, ФГБОУ ВО "Ð Ð¾Ñ Ñ Ð¸Ð¹Ñ ÐºÐ¸Ð¹ Ñ ÐºÐ¾Ð½Ð¾Ð¼Ð¸Ñ‡ÐµÑ ÐºÐ¸Ð¹ ÑƒÐ½Ð¸Ð²ÐµÑ€Ñ Ð¸Ñ‚ÐµÑ‚ им. Г.Ð’. Плеханова", issue 2.
- Selim Inançli & Haman Mahamat Addi, 2019. "Trade Creation and Trade Diversion Effects in the Economic Community of Central African States," African Development Review, African Development Bank, vol. 31(3), pages 307-317, September.
- Trotignon, Jérôme, 2010. "La Restriction des émissions de CO2 pénalise-t-elle les exportations? Un modèle de gravité avec données de panel et variables muettes régionales," L'Actualité Economique, Société Canadienne de Science Economique, vol. 86(1), pages 5-33, mars.
- Jong‐Wha Lee & Innwon Park, 2005. "Free Trade Areas in East Asia: Discriminatory or Non‐discriminatory?," The World Economy, Wiley Blackwell, vol. 28(1), pages 21-48, January.
- Ramkishen S. Rajan & Rahul Sen & Reza Siregar, 2003. "Singapore and the New Regionalism: Bilateral Trade Linkages with Japan and the US," The World Economy, Wiley Blackwell, vol. 26(9), pages 1325-1356, September.
- Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2006. "Is There a Euro Effect on Trade? An Application of End-of-Sample Structural Break Tests for Panel Data," IHEID Working Papers 04-2006, Economics Section, The Graduate Institute of International Studies, revised Apr 2006.
- Inmaculada Martínez-Zarzoso & Felicitas Nowak-Lehmann D. & Nicholas Horsewood, 2006. "Effects of Regional Trade Agreements Using a Static and Dynamic Gravity Equation," Ibero America Institute for Econ. Research (IAI) Discussion Papers 149, Ibero-America Institute for Economic Research.
- Yi-hung Chiou, 2010. "A Two-level-games Analysis of AFTA Agreements: What Caused ASEAN States to Move towards Economic Integration?," Journal of Current Southeast Asian Affairs, Institute of Asian Studies, GIGA German Institute of Global and Area Studies, Hamburg, vol. 29(1), pages 5-49.
- Vollrath, Thomas L. & Hallahan, Charles B., 2011. "Reciprocal Trade Agreements: Impacts on Bilateral Trade Expansion and Contraction in the World Agricultural Marketplace," Economic Research Report 102755, United States Department of Agriculture, Economic Research Service.
- Carrere, Celine, 2006. "Revisiting the effects of regional trade agreements on trade flows with proper specification of the gravity model," European Economic Review, Elsevier, vol. 50(2), pages 223-247, February.
- Sklias, Pantelis & Tsampra, Maria, 2011. "Assessing regional integration and business potential in the Western Balkans," MPRA Paper 36341, University Library of Munich, Germany.
- C.de Sá Porto, Paulo & Roberto Azzoni, Carlos, 2006. "How International Integration Affects the Exports of Brazilian States," TD NEREUS 1-2006, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS).
- Céline Carrere & Christopher Grigoriou, 2011.
"Landlockedness, Infrastructure and Trade:New Estimates for Central Asian Countries,"
CERDI Working papers
halshs-00556941, HAL.
- Thomas F. Cargill & Michael M. Hutchison & Takatoshi Ito, 1997.
"The Political Economy of Japanese Monetary Policy,"
MIT Press Books,
The MIT Press,
edition 1, volume 1, number 0262032473, December.
Cited by:
- Mark M. Spiegel & Nobuyoshi Yamori, 2003.
"Determinants of voluntary bank disclosure: evidence from Japanese Shinkin banks,"
Pacific Basin Working Paper Series
03-03, Federal Reserve Bank of San Francisco.
- Mark M. Spiegel & Nobuyoshi Yamori, 2004. "Determinants of Voluntary Bank Disclosure: Evidence from Japanese Shinkin Banks," CESifo Working Paper Series 1135, CESifo.
- Dieter M. Urban, 2007.
"Terms of Trade, Catch-up, and Home Market Effect: The Example of Japan,"
CESifo Working Paper Series
2164, CESifo.
- Urban, Dieter M., 2007. "Terms of trade, catch-up, and home-market effect: The example of Japan," Journal of the Japanese and International Economies, Elsevier, vol. 21(4), pages 470-488, December.
- Laetitia Lepetit & Frank Strobel & David G. Dickinson, 2012.
"Does uncertainty matter for loan charge-offs ?,"
Post-Print
hal-00785626, HAL.
- Laetitia Lepetit & Frank Strobel & David G. Dickinson, 2012. "Does uncertainty matter for loan charge-offs?," Post-Print hal-01098926, HAL.
- Lepetit, Laetitia & Strobel, Frank & Dickinson, David G., 2012. "Does uncertainty matter for loan charge-offs?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 264-277.
- Gunther Schnabl, 2004.
"Weak Economy and Strong Currency - The Origins of the Strong Yen in the 1990s,"
International Finance
0404017, University Library of Munich, Germany.
- Schnabl, Gunther, 2001. "Weak economy and strong currency: The origins of the strong yen in the 1990's," Tübinger Diskussionsbeiträge 218, University of Tübingen, School of Business and Economics.
- Gunther Schnabl, 2001. "Weak Economy and Strong Currency: The Origins of the Strong Yen in the 1990s," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(4), pages 489-503.
- Hugh Patrick & Takatoshi Ito, 1999. "Japan's Financial Reform," Asia Pacific Economic Papers 288, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
- Takatoshi Ito, 2004.
"Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting?,"
RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Simon Guttmann (ed.),The Future of Inflation Targeting,
Reserve Bank of Australia.
- Takatoshi Ito, 2004. "Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting?," NBER Working Papers 10818, National Bureau of Economic Research, Inc.
- Nada Mora, 2008.
"The Effect of Bank Credit on Asset Prices: Evidence from the Japanese Real Estate Boom during the 1980s,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(1), pages 57-87, February.
- Nada Mora, 2008. "The Effect of Bank Credit on Asset Prices: Evidence from the Japanese Real Estate Boom during the 1980s," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(1), pages 57-87, February.
- Cargill, Thomas F. & Parker, Elliott, 2002. "Asian finance and the role of bankruptcy: a model of the transition costs of financial liberalization," Journal of Asian Economics, Elsevier, vol. 13(3), pages 297-318.
- Chen, Nan-Kuang & Chu, Hsiao-Lei, 2003.
"Collateral value and forbearance lending,"
LSE Research Online Documents on Economics
20004, London School of Economics and Political Science, LSE Library.
- Nan-Kuang Chen & Hsiao-Lei Chu, 2003. "Collateral Value and Forbearance Lending," CEP Discussion Papers dp0603, Centre for Economic Performance, LSE.
- Imai, Masami, 2019. "Regulatory responses to banking crisis: Lessons from Japan," Global Finance Journal, Elsevier, vol. 39(C), pages 10-16.
- Hoshi, Takeo & Ito, Takatoshi, 2004. "Financial regulation in Japan: a sixth year review of the Financial Services Agency," Journal of Financial Stability, Elsevier, vol. 1(2), pages 229-243, December.
- Thomas F Cargill & Elliott Parker, 2001. "FINANCIAL LIBERALIZATION IN CHINA - Limitations and lessons of the Japanese regime," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 6(1), pages 1-21.
- Hesna Genay, 1998. "Assessing the condition of Japanese banks: how informative are accounting earnings?," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 22(Q IV), pages 12-34.
- Thomas F. Cargill & Gerald P. O’Driscoll Jr., 2018. "The Federal Reserve in the Shadow of the Bank of Japan," Journal of Private Enterprise, The Association of Private Enterprise Education, vol. 33(Spring 20), pages 47-62.
- Muraközy, László, 2015. "A fejlesztő állam megszületése, virágzása és hanyatlása Japánban. A racionális szamurájoktól az abenomicsig [The birth, flowering and decline of the Japanese developmental state. From rational samu," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 172-199.
- Hutchison, M. & McDill, K., 1998.
"Are All Banking Crises Alike? The Japanese Experience in International Comparison,"
Papers
99-02, Economisch Institut voor het Midden en Kleinbedrijf-.
- Michael Hutchison & Kathleen McDill, 1999. "Are All Banking Crises Alike? The Japanese Experience in International Comparison," NBER Working Papers 7253, National Bureau of Economic Research, Inc.
- Michael M. Hutchison & Kathleen McDill, 1999. "Are all banking crises alike? The Japanese experience in international comparison," Pacific Basin Working Paper Series 99-02, Federal Reserve Bank of San Francisco.
- Hutchison, Michael & McDill, Kathleen, 1999. "Are All Banking Crises Alike? The Japanese Experience in International Comparison," Journal of the Japanese and International Economies, Elsevier, vol. 13(3), pages 155-180, September.
- Hoshi, Takeo, 2002. "The convoy system for insolvent banks: how it originally worked and why it failed in the 1990s," Japan and the World Economy, Elsevier, vol. 14(2), pages 155-180, April.
- Pierre L. Siklos, 2020. "Looking into the Rear-View Mirror: Lessons from Japan for the Eurozone and the U.S?," IMES Discussion Paper Series 20-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
- Ronald McKinnon & Kenichi Ohno, 2000.
"The Foreign Exchange Origins of Japan's Economic Slump and Low Interest Liquidity Trap,"
Working Papers
052000, Hong Kong Institute for Monetary Research.
- Ronald McKinnon & Kenichi Ohno, 2001. "The Foreign Exchange Origins of Japan's Economic Slump and Low Interest Liquidity Trap," The World Economy, Wiley Blackwell, vol. 24(3), pages 279-315, March.
- Ronald McKinnon & Kenichi Ohno, 2000. "The Foreign Exchange Orgins of Japan's Economic Slump and Low Interest Liquidity Trap," Working Papers 00010, Stanford University, Department of Economics.
- Kazuki Onji, 2008.
"The Response of Firms to Eligibility Thresholds : Evidence from the Japanese Value-Added Tax,"
Finance Working Papers
21965, East Asian Bureau of Economic Research.
- Kazuki Onji, 2008. "The Response of Firms to Eligibility Thresholds: Evidence from the Japanese Value-Added Tax," Asia Pacific Economic Papers 370, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
- Onji, Kazuki, 2009. "The response of firms to eligibility thresholds: Evidence from the Japanese value-added tax," Journal of Public Economics, Elsevier, vol. 93(5-6), pages 766-775, June.
- Robert Dekle & Kenneth M. Kletzer, 2004.
"Deposit insurance, regulatory forbearance and economic growth: implications for the Japanese banking crisis,"
Working Paper Series
2004-26, Federal Reserve Bank of San Francisco.
- Dekle, Robert & Kletzer, Kenneth, 2004. "Deposit Insurance, Regulatory Forbearance and Economic Growth: Implications for the Japanese Banking Crisis," Santa Cruz Department of Economics, Working Paper Series qt6g87q2hm, Department of Economics, UC Santa Cruz.
- Dekle, Robert & Kletzer, Kenneth, 2004. "Deposit Insurance, Regulatory Forbearance and Economic Growth: Implications for the Japanese Banking Crisis," Santa Cruz Center for International Economics, Working Paper Series qt60p0n8mq, Center for International Economics, UC Santa Cruz.
- Dekle, Robert & Kletzer, Kenneth, 2004. "Deposit Insurance, Regulatory Forbearance and Economic Growth: Implications for the Japanese Banking Crisis," Santa Cruz Department of Economics, Working Paper Series qt60p0n8mq, Department of Economics, UC Santa Cruz.
- Robert Dekle & Kenneth Kletzer, 2004. "Deposit Insurance, Regulatory Forbearance and Economic Growth: Implications for the Japanese Banking Crisis," CESifo Working Paper Series 1136, CESifo.
- Kenneth Kletzer & Mr. Robert Dekle, 2005. "Deposit Insurance Regulatory forbearance and Economic Growth: Implications for the Japanese Banking Crisis," IMF Working Papers 2005/169, International Monetary Fund.
- Masahiro Kawai, 2005.
"Reform of the Japanese Banking System,"
Hi-Stat Discussion Paper Series
d05-102, Institute of Economic Research, Hitotsubashi University.
- Masahiro Kawai, 2005. "Reform of the Japanese banking system," International Economics and Economic Policy, Springer, vol. 2(4), pages 307-335, December.
- Masazumi Wakatabe, 2013. "Central Banking, Japanese Style: Economics and the Bank of Japan, 1945-1985," HISTORY OF ECONOMIC THOUGHT AND POLICY, FrancoAngeli Editore, vol. 2013(1), pages 141-160.
- Yosuke Takeda & Atsuko Ueda, 2006. "Uncovering the Goodhart's Law: Theory and Evidence," 2006 Meeting Papers 162, Society for Economic Dynamics.
- Cargill, Thomas F. & Pingle, Mark, 2019. "Federal Reserve policy and housing: A goal too far," Economic Analysis and Policy, Elsevier, vol. 62(C), pages 150-158.
- Spiegel, M.M. & Yamori, N., 2000.
"Financial Turbulence and the Japanese Main Bank Relationship,"
Papers
pb00-04, Economisch Institut voor het Midden en Kleinbedrijf-.
- Mark Spiegel & Nobuyoshi Yamori, 2003. "Financial Turbulence and the Japanese Main Bank Relationship," Journal of Financial Services Research, Springer;Western Finance Association, vol. 23(3), pages 205-223, June.
- Akhand Akhtar Hossain, 2009. "Central Banking and Monetary Policy in the Asia-Pacific," Books, Edward Elgar Publishing, number 12777, March.
- Saporoschenko, Andrew, 2002. "The sensitivity of Japanese bank stock returns to economic factors: An examination of asset/liability differences and main bank status," Global Finance Journal, Elsevier, vol. 13(2), pages 253-270.
- Takatoshi Ito, 2010.
"Great Inflation and Central Bank Independence in Japan,"
NBER Working Papers
15726, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2013. "Great Inflation and Central Bank Independence in Japan," NBER Chapters, in: The Great Inflation: The Rebirth of Modern Central Banking, pages 357-387, National Bureau of Economic Research, Inc.
- Robert Dekle & Kenneth M. Kletzer, 2002.
"Financial intermediation, agency and collateral and the dynamics of banking crises: theory and evidence for the Japanese banking crisis,"
Proceedings, Federal Reserve Bank of San Francisco, issue Sep.
- Robert Dekle & Kenneth M. Kletzer, 2002. "Financial intermediation, agency, and collateral and the dynamics of banking crises: theory and evidence for the Japanese banking crisis," Pacific Basin Working Paper Series 2002-10, Federal Reserve Bank of San Francisco.
- Eijffinger, Sylvester C W & Huizinga, Harry, 1999. "Should Monetary Policy be Adjusted Frequently?," CEPR Discussion Papers 2074, C.E.P.R. Discussion Papers.
- Takeo Hoshi & Anil Kashyap, 2000.
"The Japanese Banking Crisis: Where Did It Come From and How Will It End?,"
NBER Chapters, in: NBER Macroeconomics Annual 1999, Volume 14, pages 129-212,
National Bureau of Economic Research, Inc.
- Takeo Hoshi & Anil Kashyap, 1999. "The Japanese Banking Crisis: Where Did It Come From and How Will It End?," NBER Working Papers 7250, National Bureau of Economic Research, Inc.
- Hashimoto, Yuko, 2005. "The impact of the Japanese banking crisis on the intraday FX market in late 1997," Journal of Asian Economics, Elsevier, vol. 16(2), pages 205-222, April.
- Dekle, Robert & Kletzer, Kenneth, 2003.
"The Japanese Banking Crisis and Economic Growth: Theoretical and Empirical Implications of Deposit Guarantees and Weak Financial Regulation,"
Santa Cruz Center for International Economics, Working Paper Series
qt0t6321ds, Center for International Economics, UC Santa Cruz.
- Robert Dekle & Kenneth Kletzer, 2003. "The Japanese Banking Crisis and Economic Growth: Theoretical and Empirical Implications of Deposit Guarantees and Weak Financial Regulation," CIRJE F-Series CIRJE-F-225, CIRJE, Faculty of Economics, University of Tokyo.
- Dekle, Robert & Kletzer, Kenneth, 2003. "The Japanese banking crisis and economic growth: Theoretical and empirical implications of deposit guarantees and weak financial regulation," Journal of the Japanese and International Economies, Elsevier, vol. 17(3), pages 305-335, September.
- Dekle, Robert & Kletzer, Kenneth, 2003. "The Japanese Banking Crisis and Economic Growth: Theoretical and Empirical Implications of Deposit Guarantees and Weak Financial Regulation," Santa Cruz Department of Economics, Working Paper Series qt0t6321ds, Department of Economics, UC Santa Cruz.
- Michael M. Hutchison, "undated". "European Banking Distress and EMU: Institutional and Macroeconomic Risks," EPRU Working Paper Series 00-04, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Harada, Kimie & Ito, Takatoshi, 2011.
"Did mergers help Japanese mega-banks avoid failure? Analysis of the distance to default of banks,"
Journal of the Japanese and International Economies, Elsevier, vol. 25(1), pages 1-22, March.
- Kimie Harada & Takatoshi Ito, 2008. "Did Mergers Help Japanese Mega-Banks Avoid Failure? Analysis of the Distance to Default of Banks," NBER Working Papers 14518, National Bureau of Economic Research, Inc.
- Kenneth N. Kuttner & Adam S. Posen, 2000. "Inflation, Monetary Transparency, and G3 Exchange Rate Volatility," Working Paper Series WP00-6, Peterson Institute for International Economics.
- Nagayasu, Jun, 2003. "Asymmetric effects of monetary indicators on the Japanese yen," Japan and the World Economy, Elsevier, vol. 15(2), pages 143-159, April.
- Spiegel, M.M., 1999.
"Bank Chapter Value and the Viability of the Japanese Convoy System,"
Papers
pb99-06, Economisch Institut voor het Midden en Kleinbedrijf-.
- Mark M. Spiegel, 1999. "Bank charter value and the viability of the Japanese convoy system," Pacific Basin Working Paper Series 99-06, Federal Reserve Bank of San Francisco.
- Spiegel, Mark M., 2000. "Bank Charter Value and the Viability of the Japanese Convoy System," Journal of the Japanese and International Economies, Elsevier, vol. 14(3), pages 149-168, September.
- J. L. Ford & J. Agung & S. S. Ahmed & B. Santoso, 2003. "Bank Behaviour and the Channel of Monetary Policy in Japan, 1965–1999," The Japanese Economic Review, Japanese Economic Association, vol. 54(3), pages 275-299, September.
- Thomas F. Cargill & Elliott Parker, 2001. "Asian finance and the role of bankruptcy," Pacific Basin Working Paper Series 2001-01, Federal Reserve Bank of San Francisco.
- Angrick, Stefan & Naoyuki, Yoshino, 2018.
"From window guidance to interbank rates: Tracing the transition of monetary policy in Japan and China,"
BOFIT Discussion Papers
4/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
- Stefan Angrick & Naoyuki Yoshino, 2020. "From Window Guidance to Interbank Rates: Tracing the Transition of Monetary Policy in Japan and China," International Journal of Central Banking, International Journal of Central Banking, vol. 16(3), pages 279-316, June.
- Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, 2006.
"Implicit Bands in the Yen/Dollar Exchange Rate,"
Working Papers
2006-19, FEDEA.
- Francisco Ledesma-Rodriguez & Manuel Navarro-Ibanez & Jorge Perez-Rodriguez & Simon Sosvilla-Rivero, 2011. "Implicit bands in the yen/dollar exchange rate," Applied Economics, Taylor & Francis Journals, vol. 43(10), pages 1241-1255.
- Charles Calomiris & Joseph R. Mason, 2003. "How to Restructure Failed Banking Systems: Lessons from the U.S. in the 1930's and Japan in the 1990's," NBER Working Papers 9624, National Bureau of Economic Research, Inc.
- Yuko Hashimoto, 2004. "The Impact of the Japanese Banking Crisis on the Intraday FX Market," Econometric Society 2004 Far Eastern Meetings 679, Econometric Society.
- Goetz von Peter, 2004. "Asset Prices and Banking Distress: A Macroeconomic Approach," Finance 0411034, University Library of Munich, Germany.
- Gunther Schnabl & Taiki Murai, 2024. "Japan’s Low Inflation from a Quantity Theory Perspective," CESifo Working Paper Series 11476, CESifo.
- Kenneth Kuttner, 2011. "Monetary Policy and Asset Price Volatility: Should We Refill the Bernanke-Gertler Prescription?," Department of Economics Working Papers 2011-04, Department of Economics, Williams College, revised Jun 2011.
- Terence Cooke & Teruyo Omura & Roger Willett, 2009. "Consistency, Value Relevance and Sufficiency of Book for Market Values in Five Japanese Conglomerates Over the Period 1950–2004," Abacus, Accounting Foundation, University of Sydney, vol. 45(1), pages 88-123, March.
- Kuo, Shew-Huei, 2000. "An examination of the evolving relationship between interest rates of different maturities in Japan, and test of the expectations hypothesis of the term structure to ascertain the feasibility of using," ISU General Staff Papers 2000010108000014910, Iowa State University, Department of Economics.
- Gan, Jie, 2007. "Collateral, debt capacity, and corporate investment: Evidence from a natural experiment," Journal of Financial Economics, Elsevier, vol. 85(3), pages 709-734, September.
- Koichi Hamada, 2004. "Policy Making In Deflationary Japan," The Japanese Economic Review, Japanese Economic Association, vol. 55(3), pages 221-239, September.
- Kenneth N. Kuttner & Adam S. Posen, 2001. "The Great Recession: Lessons for Macroeconomic Policy from Japan," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 32(2), pages 93-186.
- Stéphanie Guichard, 1998. "La politique monétaire et la crise japonaise," Working Papers 1998-06, CEPII research center.
- Alfonso Palacio-Vera, 2006. "On Lower-bound Traps: A Framework for the Analysis of Monetary Policy in the ÒAgeÓ of Central Banks," Economics Working Paper Archive wp_478, Levy Economics Institute.
- Milhaupt, Curtis-J, 1999. "Japan's Experience with Deposit Insurance and Failing Banks: Implications for Financial Regulatory Design?," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 17(2), pages 21-46, August.
- Chen, Nan-Kuang & Chu, Hsiao-Lei & Liu, Jin-Tan & Wang, Kuang-Hsien, 2006. "Collateral value, firm borrowing, and forbearance lending: an empirical study of Taiwan," Japan and the World Economy, Elsevier, vol. 18(1), pages 49-71, January.
- Cargill, Thomas, 2004. "Japan’s Economic and Financial Stagnation and the Possibility of a Second Lost Decade," EIJS Working Paper Series 199, Stockholm School of Economics, The European Institute of Japanese Studies.
- Kimie Harada & Takatoshi Ito & Shuhei Takahashi, 2010. "Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies," NBER Working Papers 16182, National Bureau of Economic Research, Inc.
- Cargill, Thomas F. & Parker, Elliott, 2004. "Price deflation and consumption: central bank policy and Japan's economic and financial stagnation," Journal of Asian Economics, Elsevier, vol. 15(3), pages 493-506, June.
- Thanassis Kazanas & Apostolis Philippopoulos & Elias Tzavalis, 2011. "Monetary Policy Rules And Business Cycle Conditions," Manchester School, University of Manchester, vol. 79(s2), pages 73-97, September.
- Goetz von Peter, 2003. "A Unified Approach to Credit Crunches, Financial Instability, and Banking Crises," Macroeconomics 0312006, University Library of Munich, Germany.
- Harwood, Ian A. & Turnock, Stephen R. & Ashleigh, Melanie J., 2014. "When bubbles burst: Mimetic insights into minimising confidentiality breaches," European Management Journal, Elsevier, vol. 32(1), pages 84-90.
- Paul R. Krugman, 1998. "It's Baaack: Japan's Slump and the Return of the Liquidity Trap," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 29(2), pages 137-206.
- Alfonso Palacio Vera, 2009. "Some Reflections on the Theory of the “Liquidity Trap”," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 09-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
- Harada, Kimie & Ito, Takatoshi & Takahashi, Shuhei, 2013. "Is the Distance to Default a good measure in predicting bank failures? A case study of Japanese major banks," Japan and the World Economy, Elsevier, vol. 27(C), pages 70-82.
- Rixtel, Adrian van & Wiwattanakantang, Yupana & ウィワッタナカンタン, ユパナ & Souma, Toshiyuki & 相馬, 利行 & Suzuki, Kazunori & スズキ, カズノリ, 2002. "Banking in Japan: Will "Too Big To Fail" Prevail?," CEI Working Paper Series 2002-16, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Goodhart, Charles A. E., 1998. "The two concepts of money: implications for the analysis of optimal currency areas," European Journal of Political Economy, Elsevier, vol. 14(3), pages 407-432, August.
- Maria Grydaki & Stilianos Fountas, 2010. "What Explains Output Volatility? Evidence from the G3," Discussion Paper Series 2010_09, Department of Economics, University of Macedonia, revised Jul 2010.
- Singleton,John, 2010. "Central Banking in the Twentieth Century," Cambridge Books, Cambridge University Press, number 9780521899093, January.
- Mark M. Spiegel & Nobuyoshi Yamori, 2000. "Financial turbulence and the Japanese main bank," Pacific Basin Working Paper Series 2000-04, Federal Reserve Bank of San Francisco.
- Mark M. Spiegel & Nobuyoshi Yamori, 2003.
"Determinants of voluntary bank disclosure: evidence from Japanese Shinkin banks,"
Pacific Basin Working Paper Series
03-03, Federal Reserve Bank of San Francisco.
- Takatoshi Ito, 1997.
"Purchasing Power Parity,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_97-2, February.
Cited by:
- Lopez, Claude & Papell, David, 2010.
"Testing for Group-Wise Convergence with an Application to Euro Area Inflation,"
MPRA Paper
20585, University Library of Munich, Germany.
- Claude Lopez & David H. Papell, 2008. "Testing for Group-Wise Convergence with an Application to Euro Area Inflation," University of Cincinnati, Economics Working Papers Series 2010-03, University of Cincinnati, Department of Economics, revised 2010.
- Lopez, C. & Papell, David H., 2011. "Convergence of Euro Area Inflation Rates," Working papers 326, Banque de France.
- Lopez, Claude & Papell, David, 2010. "Are euro area inflation rates misaligned?," MPRA Paper 27929, University Library of Munich, Germany.
- Lopez, Claude & Papell, David H., 2012. "Convergence of Euro area inflation rates," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1440-1458.
- James Lothian & Yusif Simaan, 1998. "International Financial Relations Under the Current Float: Evidence from Panel Data," Open Economies Review, Springer, vol. 9(4), pages 293-313, October.
- Lawrence Goldberg & James Lothian & John Okunev, 2003.
"Has International Financial Integration Increased?,"
Open Economies Review, Springer, vol. 14(3), pages 299-317, July.
- Lawrence G. Goldberg & James R. Lothian & John Okunev, 1997. "Has International Financial Integration Increased?," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-040, New York University, Leonard N. Stern School of Business-.
- Lawrence G. Goldberg & James R. Lothian & John Okunev, 2003. "Has International Financial Integration Increased?," International Finance 0311004, University Library of Munich, Germany.
- Ahmad Zubaidi Baharumshah & Raj Aggarwal & Chan Tze Haw, 2007.
"East Asian Real Exchange Rates and PPP: New Evidence from Panel-data Tests,"
Global Economic Review, Taylor & Francis Journals, vol. 36(2), pages 103-119.
- Baharumshah, Ahmad Zubaidi & Aggarwal, Raj & Chan, Tze-Haw, 2005. "East Asian Real Exchange Rates and PPP: New Evidence from panel-data tests," MPRA Paper 2023, University Library of Munich, Germany, revised 2007.
- Papell, David H., 2002.
"The great appreciation, the great depreciation, and the purchasing power parity hypothesis,"
Journal of International Economics, Elsevier, vol. 57(1), pages 51-82, June.
- David Papell, 1998. "The Great Appreciation, the Great Depreciation, and the Purchasing Power Parity Hypothesis," Working Papers 30, Oesterreichische Nationalbank (Austrian Central Bank).
- C. Simon Fan & Oded Stark, 2011.
"A Theory Of Migration As A Response To Occupational Stigma,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(2), pages 549-571, May.
- Stark, Oded & Fan, C. Simon, 2009. "A Theory of Migration as a Response to Occupational Stigma," Discussion Papers 55363, University of Bonn, Center for Development Research (ZEF).
- Stark, Oded & Fan, C. Simon, 2010. "A Theory of Migration as a Response to Occupational Stigma," Economics Series 247, Institute for Advanced Studies.
- Stark, Oded & Fan, Simon C., 2010. "A Theory of Migration as a Response to Occupational Stigma," MPRA Paper 21688, University Library of Munich, Germany.
- Lothian, James R. & Taylor, Mark P., 2006.
"Real Exchange Rates Over the Past Two Centuries : How Important is the Harrod-Balassa-Samuelson Effect?,"
The Warwick Economics Research Paper Series (TWERPS)
768, University of Warwick, Department of Economics.
- JamesR. Lothian & MarkP. Taylor, 2008. "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?," Economic Journal, Royal Economic Society, vol. 118(532), pages 1742-1763, October.
- James R. Lothian & Mark P. Taylor, 2008. "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod‐Balassa‐Samuelson Effect?," Economic Journal, Royal Economic Society, vol. 118(532), pages 1742-1763, October.
- Lothian, James R. & Taylor, Mark P., 2006. "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?," Economic Research Papers 269738, University of Warwick - Department of Economics.
- Masahiro Kawai & Munehisa Kasuya & Naohisa Hirakata, 2003. "Analysis of the Relative Price of Nontradable Goods in the G7 Countries," Bank of Japan Working Paper Series 03-E-5, Bank of Japan.
- Yabu, Tomoyoshi, 2004. "Have the constraints on PPP relaxed over time? Some evidence from Japan," Economics Letters, Elsevier, vol. 84(2), pages 205-210, August.
- Takatoshi Ito, 2010.
"Great Inflation and Central Bank Independence in Japan,"
NBER Working Papers
15726, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 2013. "Great Inflation and Central Bank Independence in Japan," NBER Chapters, in: The Great Inflation: The Rebirth of Modern Central Banking, pages 357-387, National Bureau of Economic Research, Inc.
- Maurice J. Roche & Michael J. Moore, 2009.
"Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs,"
Working Papers
001, Toronto Metropolitan University, Department of Economics.
- Moore, Michael J. & Roche, Maurice J., 2010. "Solving exchange rate puzzles with neither sticky prices nor trade costs," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1151-1170, October.
- Maurice J. Roche & Michael J. Moore, 2007. "Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs," Economics Department Working Paper Series n1750507, Department of Economics, National University of Ireland - Maynooth.
- Imai, Hiroyuki, 2010. "Japan's inflation under the Bretton Woods system: How large was the Balassa-Samuelson effect?," Journal of Asian Economics, Elsevier, vol. 21(2), pages 174-185, April.
- Makoto Muto & Yoshitaka Saiki, 2020. "Synchronization analysis between exchange rates on the basis of purchasing power parity using the Hilbert transform," Papers 2010.08825, arXiv.org, revised Aug 2022.
- Barumshah, Ahmad Zubaidi & Chan, Tze-Haw & Fountas, Stilianos, 2004.
"Re-examining Purchasing Power Parity for East-Asian Currencies: 1976-2002,"
MPRA Paper
2025, University Library of Munich, Germany, revised 2006.
- Ahmad Zubaidi Baharumshah & Chan Tze-Haw & Stilianos Fountas, 2007. "Re-examining purchasing power parity for East-Asian currencies: 1976-2002," Applied Financial Economics, Taylor & Francis Journals, vol. 18(1), pages 75-85.
- Murray, Christian J. & Papell, David H., 2002.
"The purchasing power parity persistence paradigm,"
Journal of International Economics, Elsevier, vol. 56(1), pages 1-19, January.
- Christian J. Murray & David H. Papell, 2000. "The Purchasing Power Parity Persistence Paradigm," Econometric Society World Congress 2000 Contributed Papers 0017, Econometric Society.
- Shimazaki, Masao & Solomou, Solomos, 2001.
"Effective exchange rates in Japan 1879-1938,"
Japan and the World Economy, Elsevier, vol. 13(2), pages 161-178, April.
- Shimazaki, M. & Solomou, S., 1999. "Effective Exchange Rates in Japan, 1879-1938," Cambridge Working Papers in Economics 9917, Faculty of Economics, University of Cambridge.
- Masao Ogaki & Jaebeom Kim, 2004.
"Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach,"
Econometric Society 2004 Far Eastern Meetings
515, Econometric Society.
- Kim, Jaebeom & Ogaki, Masao, 2004. "Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(1), pages 1-25, March.
- Zhang, Zhibai, 2014. "Is there a rule of thumb for absolute purchasing power parity to hold?," MPRA Paper 55338, University Library of Munich, Germany.
- Michael Jenkins, 2004. "Purchasing power parity and the role of traded goods: evidence from EU states," Applied Economics, Taylor & Francis Journals, vol. 36(12), pages 1371-1375.
- Axel A. Weber, 1998. "Sources of Currency Crises: An Empirical Analysis," Working Papers 25, Oesterreichische Nationalbank (Austrian Central Bank).
- Dimitrios Sideris, 2004.
"Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan,"
Working Papers
19, Bank of Greece.
- Sideris, Dimitrios, 2006. "Testing for long-run PPP in a system context: Evidence for the US, Germany and Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(2), pages 143-154, April.
- Hiroyuki Imai, 2020. "Was the Balassa–Samuelson Effect Small? Uncaptured Quality Improvements and Japan’s Real Exchange Rate Appreciation, 1956–1970," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 62(4), pages 632-660, December.
- James R. Lothian & Cornelia H. McCarthy, 2003. "Currency Union and Real Exchange Rate Behavior," International Finance 0311008, University Library of Munich, Germany.
- Lopez, Claude & Papell, David, 2010.
"Testing for Group-Wise Convergence with an Application to Euro Area Inflation,"
MPRA Paper
20585, University Library of Munich, Germany.
- Takatoshi Ito & Anne O. Krueger, 1996.
"Financial Deregulation and Integration in East Asia,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_96-1, February.
Cited by:
- Aizenman, Joshua, 2005.
"Financial Liberalizations in Latin-America in the 1990s: A Reassessment,"
Santa Cruz Department of Economics, Working Paper Series
qt6cb8b11h, Department of Economics, UC Santa Cruz.
- Aizenman, Joshua, 2005. "Financial Liberalizations in Latin-America in the 1990s: A Reassessment," Santa Cruz Center for International Economics, Working Paper Series qt6cb8b11h, Center for International Economics, UC Santa Cruz.
- Joshua Aizenman, 2005. "Financial Liberalization in Latin-America in the 1990s: A Reassessment," NBER Working Papers 11145, National Bureau of Economic Research, Inc.
- Aizenman, Joshua, 2005. "Financial Liberalizations in Latin-America in the 1990s: A Reassessment," Santa Cruz Department of Economics, Working Paper Series qt8g77c9dh, Department of Economics, UC Santa Cruz.
- Joshua Aizenman, 2005. "Financial Liberalisations in Latin America in the 1990s: A Reassessment," The World Economy, Wiley Blackwell, vol. 28(7), pages 959-983, July.
- Ramkishen Rajan, 2010. "Sand in the Wheels of International Finance: Revisiting the Debate in Light of the East Asian Mayhem," Working Papers id:2686, eSocialSciences.
- Mody, Ashoka & Taylor, Mark P., 2006.
"Regional Vulnerability: The Case of East Asia,"
Economic Research Papers
269746, University of Warwick - Department of Economics.
- Mody, Ashoka & Taylor, Mark P., 2007. "Regional vulnerability: The case of East Asia," Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1292-1310, December.
- Mody, Ashoka & Taylor, Mark P., 2006. "Regional Vulnerability : The Case of East Asia," The Warwick Economics Research Paper Series (TWERPS) 776, University of Warwick, Department of Economics.
- Studart, Rogerio, 2000. "Financial opening and deregulation in Brazil in the 1990s Moving towards a new pattern of development financing?," The Quarterly Review of Economics and Finance, Elsevier, vol. 40(1), pages 25-44.
- Eleonora Cavallaro & Marcella Mulino, 2004.
"External Debt in Emerging Economies: A Macrodynamical Model of Financial Fragility,"
STUDI ECONOMICI, FrancoAngeli Editore, vol. 2004(84).
- Eleonora Cavallaro & Marcella Mulino, 2002. "External debt in emerging economies: a macrodynamical model of financial fragility," Working Papers in Public Economics 68, Department of Economics and Law, Sapienza University of Roma.
- Ramkishen Rajan, 2010. "The Currency and Financial Crisis in Southeast Asia: A Case of 'Sudden Death' or Death Foretold'?," Working Papers id:2583, eSocialSciences.
- Evrensel, Ayse & Kutan, Ali M., 2008. "How do IMF announcements affect financial markets in crises?: Evidence from forward exchange markets," Journal of Financial Stability, Elsevier, vol. 4(2), pages 121-134, June.
- Anis Omri & Amel Sassi-Tmar, 2015.
"Linking FDI Inflows to Economic Growth in North African Countries,"
Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 6(1), pages 90-104, March.
- Omri, Anis & Sassi-Tmar, Amel, 2015. "Linking FDI inflows to economic growth in North African countries," MPRA Paper 82611, University Library of Munich, Germany.
- Wall, Howard-J, 2002.
"Has Japan Been Left Out in the Cold by Regional Integration?,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 20(2), pages 117-134, April.
- Howard J. Wall, 2002. "Has Japan been left out in the cold by regional integration?," Review, Federal Reserve Bank of St. Louis, vol. 84(Sep), pages 25-36.
- McKinnon, Ronald I & Pill, Huw, 1999.
"Exchange-Rate Regimes for Emerging Markets: Moral Hazard and International Overborrowing,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 15(3), pages 19-38, Autumn.
- Ronald I. McKinnon & Huw Pill, 1999. "Exchange Rate Regimes for Emerging Markets: Moral Hazard and International Overborrowing," Working Papers 99018, Stanford University, Department of Economics.
- Claessens, Stijn & Kose, M. Ayhan, 2013.
"Financial Crises: Explanations, Types, and Implications,"
CEPR Discussion Papers
9329, C.E.P.R. Discussion Papers.
- Mr. Stijn Claessens & Mr. Ayhan Kose, 2013. "Financial Crises Explanations, Types, and Implications," IMF Working Papers 2013/028, International Monetary Fund.
- Stijn Claessens & M. Ayhan Kose, 2013. "Financial Crises: Explanations, Types and Implications," CAMA Working Papers 2013-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Aizenman, Joshua & Jinjarak, Yothin, 2009.
"Current account patterns and national real estate markets,"
Journal of Urban Economics, Elsevier, vol. 66(2), pages 75-89, September.
- Aizenman, Joshua & Jinjarak, Yothin, 2008. "Current account patterns and national real estate markets," Santa Cruz Department of Economics, Working Paper Series qt1rh4s127, Department of Economics, UC Santa Cruz.
- Joshua Aizenman & Yothin Jinjarak, 2008. "Current Account Patterns and National Real Estate Markets," NBER Working Papers 13921, National Bureau of Economic Research, Inc.
- Carmen M. Reinhart & Graciela L. Kaminsky, 1999.
"The Twin Crises: The Causes of Banking and Balance-of-Payments Problems,"
American Economic Review, American Economic Association, vol. 89(3), pages 473-500, June.
- Graciela L. Kaminsky & Carmen M. Reinhart, 1996. "The twin crises: the causes of banking and balance-of-payments problems," International Finance Discussion Papers 544, Board of Governors of the Federal Reserve System (U.S.).
- Reinhart, Carmen & Kaminsky, Graciela, 1999. "The twin crises: The causes of banking and balance of payments problems," MPRA Paper 14081, University Library of Munich, Germany.
- Reinhart, Carmen & Kaminsky, Graciela, 2000. "Las crisis gemelas: las causas de los problemas bancarios y de balanza de pagos [The twin crises: Te causes of banking and balance of payments problems]," MPRA Paper 13842, University Library of Munich, Germany.
- Mutti, John & Grubert, Harry, 2004. "Empirical asymmetries in foreign direct investment and taxation," Journal of International Economics, Elsevier, vol. 62(2), pages 337-358, March.
- Edward M. Graham & Erika Wada, 2001. "Foreign Direct Investment in China: Effects on Growth and Economic Performance," Working Paper Series WP01-3, Peterson Institute for International Economics.
- Shang-Jin Wei, 1997.
"How Taxing is Corruption on International Investors?,"
NBER Working Papers
6030, National Bureau of Economic Research, Inc.
- Shang-Jin Wei, 2000. "How Taxing is Corruption on International Investors?," The Review of Economics and Statistics, MIT Press, vol. 82(1), pages 1-11, February.
- Shang-Jin Wei, 1997. "How Taxing is Corruption on International Investors?," William Davidson Institute Working Papers Series 63, William Davidson Institute at the University of Michigan.
- Xiuping Hua & Anders C. Johansson & Xun Wang, 2017.
"National and regional financial openness in China,"
Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 15(2), pages 127-140, April.
- Hua, Xiuping & Johansson, Anders C. & Wang, Xun, 2015. "National and Regional Financial Openness in China," Stockholm School of Economics Asia Working Paper Series 2015-38, Stockholm School of Economics, Stockholm China Economic Research Institute.
- Joshua Aizenman & Stephen Turnovsky, 1999.
"Reserve Requirements on Sovereign Debt in the Presence of Moral Hazard -- on Debtors or Creditors?,"
Discussion Papers in Economics at the University of Washington
0044, Department of Economics at the University of Washington.
- Joshua Aizenman & Stephen J. Turnovsky, 2002. "Reserve Requirements on Sovereign Debt in the Presence of Moral Hazard -- on Debtors or Creditors?," Economic Journal, Royal Economic Society, vol. 112(476), pages 107-132, January.
- Joshua Aizenman & Stephen J. Turnovsky, 1999. "Reserve Requirements on Sovereign Debt in the Presence of Moral Hazard -- on Debtors or Creditors?," NBER Working Papers 7004, National Bureau of Economic Research, Inc.
- Joshua Aizenman & Stephen Turnovsky, 1999. "Reserve Requirements on Sovereign Debt in the Presence of Moral Hazard -- on Debtors or Creditors?," Working Papers 0044, University of Washington, Department of Economics.
- Bruce N. Lehmann & David M. Modest, 1985. "The Empirical Foundations of the Arbitrage Pricing Theory I: The Empirical Tests," NBER Working Papers 1725, National Bureau of Economic Research, Inc.
- Chinn, Menzie D. & Dooley, Michael P. & Shrestha, Sona, 1999.
"Latin America and East Asia in the context of an insurance model of currency crises,"
Journal of International Money and Finance, Elsevier, vol. 18(4), pages 659-681, August.
- Menzie D. Chinn & Michael P. Dooley & Sona Shrestha, 1999. "Latin America and East Asia in the Context of an Insurance Model of Currency Crises," NBER Working Papers 7091, National Bureau of Economic Research, Inc.
- Giancarlo Marini & Giovanni Piersanti, 2003. "Fiscal Deficits and Currency Crises," CEIS Research Paper 15, Tor Vergata University, CEIS.
- Mr. C. A. E. Goodhart & Miguel A. Segoviano & Boris Hofmann, 2006. "Default, Credit Growth, and Asset Prices," IMF Working Papers 2006/223, International Monetary Fund.
- William C. Gruben & Robert P. McComb, 1999.
"Privatization, competition, and supercompetition in the Mexican commercial banking system,"
Center for Latin America Working Papers
0199, Federal Reserve Bank of Dallas.
- Gruben, William C. & McComb, Robert P., 2003. "Privatization, competition, and supercompetition in the Mexican commercial banking system," Journal of Banking & Finance, Elsevier, vol. 27(2), pages 229-249, February.
- William C. Gruben & Robert P. McComb, 1999. "Privatization, competition, and supercompetition in the Mexican commercial banking system," Working Papers 9904, Federal Reserve Bank of Dallas.
- Furstenberg, George M. von, 2006. "Consumption smoothing across states and time: International insurance versus foreign loans," Journal of Policy Modeling, Elsevier, vol. 28(1), pages 1-23, January.
- Javier Bianchi, 2012.
"Efficient Bailouts?,"
Documentos de Trabajo (working papers)
2012, Department of Economics - dECON.
- Javier Bianchi, 2016. "Efficient Bailouts?," American Economic Review, American Economic Association, vol. 106(12), pages 3607-3659, December.
- Javier Bianchi, 2016. "Efficient Bailouts?," Working Papers 730, Federal Reserve Bank of Minneapolis.
- Javier Bianchi, 2012. "Efficient Bailouts?," 2012 Meeting Papers 162, Society for Economic Dynamics.
- Javier Bianchi, 2012. "Efficient bailouts?," Globalization Institute Working Papers 133, Federal Reserve Bank of Dallas.
- Javier Bianchi, 2012. "Efficient Bailouts?," NBER Working Papers 18587, National Bureau of Economic Research, Inc.
- Bhattacharya, Utpal, 2005. "Financial liberalization and the stability of currency pegs," Journal of Corporate Finance, Elsevier, vol. 11(1-2), pages 351-374, March.
- Chul Park, Yung & Song, Chi-Young, 2001. "Institutional Investors, Trade Linkage, Macroeconomic Similarities, and Contagion of the Thai Crisis," Journal of the Japanese and International Economies, Elsevier, vol. 15(2), pages 199-224, June.
- Barry Eichengreen and Tamim Bayoumi., 1996.
"Is Asia an Optimum Currency Area? Can It Become One? Regional, Global and Historical Perspectives on Asian Monetary Relations,"
Center for International and Development Economics Research (CIDER) Working Papers
C96-081, University of California at Berkeley.
- Eichengreen, Barry & Bayoumi, Tamim, 1996. "Is Asia an Optimum Currency Area? Can It Become One? Regional, Global and Historical Perspectives on Asian Monetary Relations," Department of Economics, Working Paper Series qt1td5x343, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Eichengreen, Barry & Bayoumi, Tamim, 1996. "Is Asia an Optimum Currency Area? Can It Become One? Regional, Global and Historical Perspectives on Asian Monetary Relations," Center for International and Development Economics Research, Working Paper Series qt1td5x343, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- Aikman, David & Bridges, Jonathan & Hacioglu Hoke, Sinem & O’Neill, Cian & Raja, Akash, 2019.
"Credit, capital and crises: a GDP-at-Risk approach,"
Bank of England working papers
824, Bank of England, revised 18 Oct 2019.
- Hacıoğlu Hoke, Sinem & Aikman, David & Bridges, Jonathan & O'Neill, Cian & Raja, Akash, 2021. "Credit, capital and crises: a GDP-at-Risk approach," CEPR Discussion Papers 15864, C.E.P.R. Discussion Papers.
- Joshua Aizenman, 2009. "Financial Crisis and the Paradox of Under- and Over-Regulation," NBER Working Papers 15018, National Bureau of Economic Research, Inc.
- Reinhart,Carmen M., 2021.
"From Health Crisis to Financial Distress,"
Policy Research Working Paper Series
9616, The World Bank.
- Carmen M. Reinhart, 2022. "From Health Crisis to Financial Distress," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(1), pages 4-31, March.
- Joshua Aizenman, 2004.
"Financial Opening: Evidence and Policy Options,"
NBER Chapters, in: Challenges to Globalization: Analyzing the Economics, pages 473-494,
National Bureau of Economic Research, Inc.
- Joshua Aizenman, 2002. "Financial Opening: Evidence and Policy Options," NBER Working Papers 8900, National Bureau of Economic Research, Inc.
- Agnès Bénassy-Quéré & Lionel Fontagné & Amina Lahrèche-Révil, 2005.
"How Does FDI React to Corporate Taxation?,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 12(5), pages 583-603, September.
- Agnès Bénassy-Quéré & Lionel Fontagné & Amina Lahreche-Révil, 2005. "How Does FDI React to Corporate Taxation?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00270515, HAL.
- Agnès Bénassy-Quéré & Lionel Fontagné & Amina Lahreche-Révil, 2005. "How Does FDI React to Corporate Taxation?," Post-Print hal-00270515, HAL.
- Schmidt Paul-Günther, 2001. "Ursachen systemischer Bankenkrisen: Erklärungsversuche, empirische Evidenz und wirtschaftspolitische Konsequenzen," ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft, De Gruyter, vol. 52(1), pages 239-280, January.
- Joseph Bisignano, 1999. "Precarious credit equilibria: reflections on the Asian financial crisis," BIS Working Papers 64, Bank for International Settlements.
- Chang, Roberto & Velasco, Andres, 2000.
"Financial Fragility and the Exchange Rate Regime,"
Journal of Economic Theory, Elsevier, vol. 92(1), pages 1-34, May.
- Chang, R. & Velasco, A., 1998. "Financial Fragility and the Exchange Rate Regime," Working Papers 98-05, C.V. Starr Center for Applied Economics, New York University.
- Roberto Chang & Andres Velasco, 1997. "Financial fragility and the exchange rate regime," FRB Atlanta Working Paper 97-16, Federal Reserve Bank of Atlanta.
- Roberto Chang & Andres Velasco, 1998. "Financial Fragility and the Exchange Rate Regime," NBER Working Papers 6469, National Bureau of Economic Research, Inc.
- Taylor, Mark & Mody, Ashoka, 2003. "Common Vulnerabilities," CEPR Discussion Papers 3759, C.E.P.R. Discussion Papers.
- K Blackburn & N Bose & M E Haque, 2005.
"Public Expenditures, Bureaucratic Corruption and Economic Development,"
Centre for Growth and Business Cycle Research Discussion Paper Series
53, Economics, The University of Manchester.
- K Blackburn & G Forgues-Puccio, 2005. "Public Expenditures, Bureaucratic Corruption and Economic Development," Centre for Growth and Business Cycle Research Discussion Paper Series 54, Economics, The University of Manchester.
- K Blackburn & R Sarmah, 2005. "Public Expenditures, Bureaucratic Corruption and Economic Development," Centre for Growth and Business Cycle Research Discussion Paper Series 55, Economics, The University of Manchester.
- Keith Blackburn & Niloy Bose & M. Emranul Haque, 2004. "Public Expenditures, Bureaucratic Corruption and Economic Development," CDMA Conference Paper Series 0407, Centre for Dynamic Macroeconomic Analysis.
- Keith Blackburn & Niloy Bose & M. Emranul Haque, 2011. "Public Expenditures, Bureaucratic Corruption And Economic Development," Manchester School, University of Manchester, vol. 79(3), pages 405-428, June.
- Keith Blackburn & Niloy Bose & M. Emranul Haque, 2005. "Public Expenditures, Bureaucratic Corruption and Economic Development," Economics Discussion Paper Series 0530, Economics, The University of Manchester.
- Giannetti, M., 2000.
"Banking System, International Investors and Central Bank Policy in Everging Markets,"
Papers
369, Banca Italia - Servizio di Studi.
- Mariassunta Giannetti, 2000. "Banking System, International Investors and Central Bank Policy in Emerging Markets," Temi di discussione (Economic working papers) 369, Bank of Italy, Economic Research and International Relations Area.
- Peltonen, Tuomas A., 2006. "Are emerging market currency crises predictable? A test," Working Paper Series 571, European Central Bank.
- Xu, Yingfeng, 2000. "China's exchange rate policy," China Economic Review, Elsevier, vol. 11(3), pages 262-277.
- Linda S. Goldberg & Michael W. Klein, 1997.
"Foreign Direct Investment, Trade and Real Exchange Rate Linkages in Developing Countries,"
NBER Working Papers
6344, National Bureau of Economic Research, Inc.
- Linda S. Goldberg & Michael W. Klein, 1996. "Foreign direct investment, trade, and real exchange rate linkages in developing countries," Proceedings, Federal Reserve Bank of San Francisco, pages 73-100.
- Shang-Jin Wei, 2000. "Why Does China Attract So Little Foreign Direct Investment?," NBER Chapters, in: The Role of Foreign Direct Investment in East Asian Economic Development, pages 239-265, National Bureau of Economic Research, Inc.
- Reuven Glick & Ramon Moreno, 1999.
"Money and credit, competitiveness, and currency crises in Asia and Latin America,"
Pacific Basin Working Paper Series
99-01, Federal Reserve Bank of San Francisco.
- Glick, R. & Moreno, R., 1999. "Money and Credit, Competitiveness, and Currency Crises in Asia and Latin America," Papers 99-01, Economisch Institut voor het Midden en Kleinbedrijf-.
- Takatoshi Ito, 1999.
"Capital Flows in Asia,"
Discussion Paper Series
a371, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito, 2000. "Capital Flows in Asia," NBER Chapters, in: Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, pages 255-296, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 1999. "Capital Flows in Asia," NBER Working Papers 7134, National Bureau of Economic Research, Inc.
- Gerald Epstein & Elissa Braunstein, 2002.
"Bargaining Power and Foreign Direct Investment in China: Can 1.3 Billion Consumers Tame the Multinationals?,"
Working Papers
wp45, Political Economy Research Institute, University of Massachusetts at Amherst.
- Elissa Braunstein & Gerald Epstein, 2002. "Bargaining Power and Foreign Direct Investment in China: Can 1.3 Billion Consumers Tame the Multinationals?," SCEPA working paper series. 2002-13, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
- Nakatani, Ryota, 2017. "Structural vulnerability and resilience to currency crisis: Foreign currency debt versus export," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 132-143.
- Dobeli, Barbara & Vanini, Paolo, 2004. "An analysis of IMF-induced moral hazard," Journal of Banking & Finance, Elsevier, vol. 28(12), pages 2933-2956, December.
- Carmen M. Reinhart, 2000.
"Comment on "Capital Flows to Emerging Markets: Liberalization, Overshooting, and Volatility","
NBER Chapters, in: Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, pages 98-103,
National Bureau of Economic Research, Inc.
- Reinhart, Carmen, 2000. "Capital flows to emerging markets: Liberalization, overshooting and volatility (a comment)," MPRA Paper 13203, University Library of Munich, Germany.
- Keith Head & John Ries, 2004.
"Judging Japan's FDI: The verdict from a dartboard model,"
Hi-Stat Discussion Paper Series
d04-58, Institute of Economic Research, Hitotsubashi University.
- Head, Keith & Ries, John, 2005. "Judging Japan's FDI: The verdict from a dartboard model," Journal of the Japanese and International Economies, Elsevier, vol. 19(2), pages 215-232, June.
- Pierre-Olivier Gourinchas & Maurice Obstfeld, 2012.
"Stories of the Twentieth Century for the Twenty-First,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 226-265, January.
- Pierre-Olivier Gourinchas & Maurice Obstfeld, 2011. "Stories of the Twentieth Century for the Twenty-First," NBER Working Papers 17252, National Bureau of Economic Research, Inc.
- Gourinchas, Pierre-Olivier & Obstfeld, Maurice, 2011. "Stories of the Twentieth Century for the Twenty-First," Department of Economics, Working Paper Series qt6mq0x1jz, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Obstfeld, Maurice & Gourinchas, Pierre-Olivier, 2011. "Stories of the Twentieth Century for the Twenty-First," CEPR Discussion Papers 8518, C.E.P.R. Discussion Papers.
- Stephen GRENVILLE, 2007. "Regional and Global Responses to the Asian Crisis," Asian Economic Policy Review, Japan Center for Economic Research, vol. 2(1), pages 54-70, June.
- Chung H Lee & Keun Lee & Kangkoo Lee, 2000.
"Chaebol, Financial Liberalization, and Economic Crisis: Transformation of Quasi-Internal Organization in Korea,"
Working Papers
200004, University of Hawaii at Manoa, Department of Economics.
- Lee, Chung H & Lee, Keun & Lee, Kangkook, 2002. "Chaebols, Financial Liberalization, and Economic Crisis: Transformation of Quasi-Internal Organization in Korea," MPRA Paper 109950, University Library of Munich, Germany.
- Hannu Piekkola, 2016. "Intangible Investment and Market Valuation," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(1), pages 28-51, March.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998.
"What Caused the Asian Currency and Financial Crisis?,"
Temi di discussione (Economic working papers)
343, Bank of Italy, Economic Research and International Relations Area.
- Corsetti, Giancarlo & Pesenti, Paolo & Roubini, Nouriel, 1999. "What caused the Asian currency and financial crisis?," Japan and the World Economy, Elsevier, vol. 11(3), pages 305-373, October.
- Corsetti, G. & Pesenti, P. & Roubini, N., 1998. "What Caused the Asian Currency and Financial Crisis?," Papers 343, Banca Italia - Servizio di Studi.
- Miarka, Tobias, 1999. "The recent economic role of bank-firm relationships in Japan," Discussion Papers, Research Unit: Market Dynamics FS IV 99-36, WZB Berlin Social Science Center.
- Mr. C. A. E. Goodhart & Miguel A. Segoviano, 2009. "Banking Stability Measures," IMF Working Papers 2009/004, International Monetary Fund.
- Bunda, Irina & Ca' Zorzi, Michele, 2009.
"Signals from housing and lending booms,"
Working Paper Series
1094, European Central Bank.
- Bunda, Irina & Ca' Zorzi, Michele, 2010. "Signals from housing and lending booms," Emerging Markets Review, Elsevier, vol. 11(1), pages 1-20, March.
- Corsetti, Giancarlo & Pesenti, Paolo & Roubini, Nouriel, 1999.
"Paper tigers?: A model of the Asian crisis,"
European Economic Review, Elsevier, vol. 43(7), pages 1211-1236, June.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998. "Paper tigers? A model of the Asian crisis," Research Paper 9822, Federal Reserve Bank of New York.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998. "Paper Tigers? A Model of the Asian Crisis," NBER Working Papers 6783, National Bureau of Economic Research, Inc.
- Burnside, Craig & Eichenbaum, Martin & Rebelo, Sergio, 2004. "Government guarantees and self-fulfilling speculative attacks," Journal of Economic Theory, Elsevier, vol. 119(1), pages 31-63, November.
- M. Berlemann & Nikolay Nenovsky, 2004.
"Lending of First versus Lending of Last Resort: The Bulgarian Financial Crisis of 1996/1997,"
Post-Print
halshs-00259740, HAL.
- M. Berlemann & Nikolay Nenovsky, 2003. "Lending of First Versus Lending of Last Resort: The Bulgarian Financial Crisis of 1996/1997," Post-Print halshs-00260241, HAL.
- Berlemann, Michael & Nenovsky, Nikolay, 2003. "Lending of first versus lending of last resort: The Bulgarian financial crisis of 1996/1997," Dresden Discussion Paper Series in Economics 11/03, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Nagayasu, Jun, 2001.
"Currency crisis and contagion: evidence from exchange rates and sectoral stock indices of the Philippines and Thailand,"
Journal of Asian Economics, Elsevier, vol. 12(4), pages 529-546.
- Mr. Jun Nagayasu, 2000. "Currency Crisis and Contagion: Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand," IMF Working Papers 2000/039, International Monetary Fund.
- David M. Kemme & Saktinil Roy, 2005.
"Real Exchange Rate Misalignment: Prelude to Crisis?,"
William Davidson Institute Working Papers Series
wp797, William Davidson Institute at the University of Michigan.
- Kemme, David M. & Roy, Saktinil, 2006. "Real exchange rate misalignment: Prelude to crisis?," Economic Systems, Elsevier, vol. 30(3), pages 207-230, October.
- Montgomery, Heather, 2003. "The role of foreign banks in post-crisis Asia: the importance of method of entry," MPRA Paper 33031, University Library of Munich, Germany.
- Lim Sijeong, 2015. "Financial structures, firms, and the welfare states in South Korea and Singapore," Business and Politics, De Gruyter, vol. 17(2), pages 327-354, August.
- Michael Berlemann & Kalin Hristov & Nikolay Nenovsky, 2002.
"Lending of Last Resort, Moral Hazard and Twin Crises: Lessons from the Bulgarian Financial Crisis 1996/1997,"
William Davidson Institute Working Papers Series
464, William Davidson Institute at the University of Michigan.
- M. Berlemann & K. Hristov & Nikolay Nenovsky, 2002. "Lending of last resort, moral hazard and twin crises. Lessons from the Bulgarian financial crises 1996/1997," Post-Print halshs-00260052, HAL.
- Giannetti, Mariassunta, 2003. "Bank-Firm Relationships and Contagious Banking Crises," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(2), pages 239-261, April.
- Magnier-Watanabe, Rémy & Lemaire, Jean-Paul, 2018. "Inbound foreign direct investment in Japan: A typology," International Business Review, Elsevier, vol. 27(2), pages 431-442.
- Fabio Filipozzi & Kersti Harkmann, 2010. "The Financial Crisis in Central and Eastern Europe: the Measures and Determinants of the Exchange Market Pressure Index and the Money Market Pressure Index," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 2(2).
- J. Scott Davis, 2014.
"The macroeconomic effects of debt- and equity-based capital inflows,"
Globalization Institute Working Papers
214, Federal Reserve Bank of Dallas.
- Scott Davis, 2014. "The Macroeconomic Effects of Debt- and Equity-Based Capital Inflows," Working Papers 282014, Hong Kong Institute for Monetary Research.
- Davis, J. Scott, 2015. "The macroeconomic effects of debt- and equity-based capital inflows," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 81-95.
- J. Scott Davis & Andrei Zlate, 2016. "Financial performance and macroeconomic fundamentals in emerging market economies over the global financial cycle," Globalization Institute Working Papers 288, Federal Reserve Bank of Dallas.
- Ryota Nakatani, 2014.
"The Effects of Financial and Real Shocks, Structural Vulnerability and Monetary Policy on Exchange Rates from the Perspective of Currency Crises Models,"
UTokyo Price Project Working Paper Series
043, University of Tokyo, Graduate School of Economics.
- Ryota Nakatani, 2017. "The Effects of Productivity Shocks, Financial Shocks, and Monetary Policy on Exchange Rates: An Application of the Currency Crisis Model and Implications for Emerging Market Crises," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(11), pages 2545-2561, November.
- Paul Krugman, 1999. "Balance Sheets, the Transfer Problem, and Financial Crises," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 6(4), pages 459-472, November.
- Yasheng Huang, 2001. "Why More is Actually Less: New Interpretations of China's Labor-Intensive FDI," William Davidson Institute Working Papers Series 375, William Davidson Institute at the University of Michigan.
- Siew-Choo Soo & Chee-Keong Choong, 2010. "An Emergence Of A Common Currency Area In The Selected East Asian Economies: A Revisit," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 55(02), pages 353-376.
- Jian Tong & Chenggang Xu, 2004. "Financial Sector Returns and Creditor Moral Hazard: Evidence from Indonesia, Korea, and Thailand," William Davidson Institute Working Papers Series 2004-687, William Davidson Institute at the University of Michigan.
- Byung S. Min, 2007. "Changing Pattern Of Corporate Governance And Financing In The Korean Chaebols," Economic Papers, The Economic Society of Australia, vol. 26(3), pages 211-230, September.
- Kim, Bong-Han & Min, Hong-Ghi & Hwang, Young-Soon & McDonald, Judith A., 2009. "Are Asian countries' current accounts sustainable? Deficits, even when associated with high investment, are not costless," Journal of Policy Modeling, Elsevier, vol. 31(2), pages 163-179.
- Lee, Hiro & Roland-Holst, David W., 1998. "Prelude to the pacific century: Overview of the region, leading issues, and methodology," MPRA Paper 82339, University Library of Munich, Germany.
- Ramkishen S. Rejan, 1998. "The Currency And Financial Crisis In Southeast Asia - A Case Of `Sudden Deathã¢Â‚¬Â„¢ Or `Death Foretoldã¢Â‚¬Â„¢," Macroeconomics Working Papers 22381, East Asian Bureau of Economic Research.
- Laeven, Luc, 2002. "Financial constraints on investments and credit policy in Korea," Journal of Asian Economics, Elsevier, vol. 13(2), pages 251-269.
- Bush, Oliver & Farrant, Katie & Wright, Michelle, 2011. "Financial Stability Paper No 13: Reform of the International Monetary and Financial System," Bank of England Financial Stability Papers 13, Bank of England.
- Chin-Shien Lin & Haider A. Khan & Ying-Chieh Wang & Ruei-Yuan Chang, 2006.
"A New Approach to Modeling Early Warning Systems for Currency Crises : can a machine-learning fuzzy expert system predict the currency crises effectively?,"
CARF F-Series
CARF-F-065, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Lin, Chin-Shien & Khan, Haider A. & Chang, Ruei-Yuan & Wang, Ying-Chieh, 2008. "A new approach to modeling early warning systems for currency crises: Can a machine-learning fuzzy expert system predict the currency crises effectively?," Journal of International Money and Finance, Elsevier, vol. 27(7), pages 1098-1121, November.
- Chin-Shien Lin & Haider A. Khan & Ying-Chieh Wang & Ruei-Yuan Chang, 2006. "A New Approach to Modeling Early Warning Systems for Currency Crises : can a machine-learning fuzzy expert system predict the currency crises effectively?," CIRJE F-Series CIRJE-F-411, CIRJE, Faculty of Economics, University of Tokyo.
- Reuven Glick, 1998. "Thoughts on the origins of the Asia crisis: impulses and propagation mechanisms," Pacific Basin Working Paper Series 98-07, Federal Reserve Bank of San Francisco.
- Hong G. Min, 1998. "Dynamic capita mobility, capital market risk, and exchange rate misalignment : evidence from seven Asian Countries," Policy Research Working Paper Series 2025, The World Bank.
- Kevin Cowan & Sebastián Edwards & Rodrigo Valdés, 2007.
"Current Account and External Financing: An Introduction,"
Working Papers Central Bank of Chile
439, Central Bank of Chile.
- Kevin Cowan & Sebastián Edwards & Rodrigo O. Valdés, 2008. "Current Account and External Financing: An Introduction," Central Banking, Analysis, and Economic Policies Book Series, in: Kevin Cowan & Sebastián Edwards & Rodrigo O. Valdés & Norman Loayza (Series Editor) & Klaus Schmidt- (ed.),Current Account and External Financing, edition 1, volume 12, chapter 1, pages 001-023, Central Bank of Chile.
- Sweta Saxena & Kar-yiu Wong, 1999.
"Currency Crises and Capital Control: A Survey,"
Working Papers
0045, University of Washington, Department of Economics.
- Sweta Saxena & Kar-yiu Wong, 1999. "Currency Crises and Capital Control: A Survey," Discussion Papers in Economics at the University of Washington 0045, Department of Economics at the University of Washington.
- Kim, Tae-Joon & Ryou, Jai-Won, 2010. "What Makes International Capital Flows So Volatile?: Push vs. Pull Factors in the Case of Korea," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 14(2), pages 111-135, December.
- Dallas, Mark P., 2014. "Manufacturing Paradoxes: Foreign Ownership, Governance, and Value Chains in China’s Light Industries," World Development, Elsevier, vol. 57(C), pages 47-62.
- Bickenbach, Frank & Liu, Wan-Hsin, 2010. "The role of personal relationships for doing business in the GPRD, China: evidence from Hong Kong electronics SMEs," Kiel Working Papers 1589, Kiel Institute for the World Economy (IfW Kiel).
- Bloise, Gaetano & Reichlin, Pietro, 2005. "Risk and intermediation in a dual financial market economy," Research in Economics, Elsevier, vol. 59(3), pages 257-279, September.
- Luis Felipe Céspedes, 2004. "Credit Constraints and Macroeconomic Instability in a Small Open Economy," Econometric Society 2004 Latin American Meetings 264, Econometric Society.
- M. Kabir Hassan & M. Ershad Hussain, 2006. "Depositor Discipline and Bank Risk-Taking Behavior: Evidence From the South-East Asian Financial Crises," NFI Working Papers 2006-WP-13, Indiana State University, Scott College of Business, Networks Financial Institute.
- McKinnon, Ronald I. & Pill, Huw, 1998.
"International Overborrowing: A Decomposition of Credit and Currency Risks,"
World Development, Elsevier, vol. 26(7), pages 1267-1282, July.
- Ronald I. McKinnon & Huw Pill, 1998. "International Overborrowing: A Decomposition of Credit and Currency Risks," Working Papers 98004, Stanford University, Department of Economics.
- William C. Gruben & Jahyeong Koo & Robert R. Moore, 2003. "Financial liberalization, market discipline and bank risk," Center for Latin America Working Papers 0303, Federal Reserve Bank of Dallas.
- Verbic, Miroslav & Polanec, Sašo, 2011.
"Innovativeness and intangibles in transition: the case of Slovenia,"
MPRA Paper
32127, University Library of Munich, Germany.
- Miroslav Verbič & Sašo Polanec, 2014. "Innovativeness and intangibles in transition: the case of Slovenia," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 27(1), pages 67-85, January.
- Lorenzoni, Guido, 2014. "International Financial Crises," Handbook of International Economics, in: Gopinath, G. & Helpman, . & Rogoff, K. (ed.), Handbook of International Economics, edition 1, volume 4, chapter 0, pages 689-740, Elsevier.
- Joshua Aizenman & Yothin Jinjarak & Donghyun Park, 2011.
"Capital Flows and Economic Growth in the Era of Financial Integration and Crisis, 1990-2010,"
NBER Working Papers
17502, National Bureau of Economic Research, Inc.
- Aizenman, Joshua & Jinjarak, Yothin & Park, Donghyun, 2011. "Capital flows and economic growth in the era of financial integration and crisis, 1990-2010," Santa Cruz Department of Economics, Working Paper Series qt3003w1qd, Department of Economics, UC Santa Cruz.
- Joshua Aizenman & Yothin Jinjarak & Donghyun Park, 2013. "Capital Flows and Economic Growth in the Era of Financial Integration and Crisis, 1990–2010," Open Economies Review, Springer, vol. 24(3), pages 371-396, July.
- Shang-Jin Wei, 1997. "Why is Corruption So Much More Taxing Than Tax? Arbitrariness Kills," NBER Working Papers 6255, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Kathryn M. Dominguez & Moeen Qureshi & Zhang Shengman & Masaru Yoshitomi, 1999. "Capital Flows to East Asia," NBER Chapters, in: International Capital Flows, pages 111-190, National Bureau of Economic Research, Inc.
- Takatotshi Ito, 1996. "Japan and the Asian Economies: A 'Miracle' in Transition," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 27(2), pages 205-272.
- Sebastian Edwards, 1999. "Crisis Prevention: Lessons from Mexico and East Asia," NBER Working Papers 7233, National Bureau of Economic Research, Inc.
- Paitoon Wiboonchutikula & Chayanon Phucharoen & Nuchit Pruektanakul, 2016. "Spillover Effects Of Foreign Direct Investment On Domestic Manufacturing Firms In Thailand," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 61(02), pages 1-32, June.
- Lee Branstetter, 2000.
"Is Foreign Direct Investment a Channel of Knowledge Spillovers? Evidence from Japan's FDI in the United States,"
NBER Working Papers
8015, National Bureau of Economic Research, Inc.
- Branstetter, Lee, 2006. "Is foreign direct investment a channel of knowledge spillovers? Evidence from Japan's FDI in the United States," Journal of International Economics, Elsevier, vol. 68(2), pages 325-344, March.
- William Miles, 2003. "The Role of Non-Bank Financial Intermediaries in Propagating Korea's Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 45-64.
- Joon-Ho Hahm & Frederic S. Mishkin, 2000. "Causes of the Korean Financial Crisis: Lessons for Policy," NBER Working Papers 7483, National Bureau of Economic Research, Inc.
- Ronald I. McKinnon, 2002.
"Limiting Moral Hazard and Reducing Risk in International Capital Flows: The Choice of an Exchange Rate Regime,"
The ANNALS of the American Academy of Political and Social Science, , vol. 579(1), pages 200-218, January.
- Ronald I. McKinnon, 1999. "Limiting moral hazard and reducing risk in international capital flows: the choice of an exchange-rate regime," Proceedings, Federal Reserve Bank of San Francisco, issue Sep.
- Heike Joebges, 2000. "Ursachen für die Häufung von "Zwillingskrisen" in Schwellenländern," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 69(1), pages 38-52.
- Joseph Joyce, 2011. "Financial Globalization and Banking Crises in Emerging Markets," Open Economies Review, Springer, vol. 22(5), pages 875-895, November.
- J. Scott Davis & Adrienne Mack & Wesley Phoa & Anne Vandenabeele, 2014.
"Credit booms, banking crises, and the current account,"
Globalization Institute Working Papers
178, Federal Reserve Bank of Dallas.
- Scott Davis & Adrienne Mack & Wesley Phoa & Anne Vandenabeele, 2014. "Credit Booms, Banking Crises, and the Current Account," Working Papers 292014, Hong Kong Institute for Monetary Research.
- Davis, J. Scott & Mack, Adrienne & Phoa, Wesley & Vandenabeele, Anne, 2016. "Credit booms, banking crises, and the current account," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 360-377.
- Bianchi, Javier, 2009.
"Overborrowing and Systemic Externalities in the Business Cycle,"
MPRA Paper
16270, University Library of Munich, Germany.
- Javier Bianchi, 2009. "Overborrowing and systemic externalities in the business cycle," FRB Atlanta Working Paper 2009-24, Federal Reserve Bank of Atlanta.
- Bianchi, Javier, 2009. "Overborrowing and Systemic Externalities in the Business Cycle," MPRA Paper 15114, University Library of Munich, Germany.
- Javier Bianchi, 2010. "Overborrowing and Systemic Externalities in the Business Cycle," 2010 Meeting Papers 96, Society for Economic Dynamics.
- Javier Bianchi, 2011. "Overborrowing and Systemic Externalities in the Business Cycle," American Economic Review, American Economic Association, vol. 101(7), pages 3400-3426, December.
- Bratsiotis, George J. & Robinson, Wayne, 2005. "Currency composition of debt, risk premia and the 1997 Korean crisis," Economic Modelling, Elsevier, vol. 22(3), pages 459-471, May.
- Karatas, B., 2014. "Financial crisis and monetary policy," Other publications TiSEM 41e463f0-e122-4379-8db5-6, Tilburg University, School of Economics and Management.
- Shang-Jin Wei & Yi Wu, 2001.
"Negative Alchemy? Corruption, Composition of Capital Flows, and Currency Crises,"
NBER Working Papers
8187, National Bureau of Economic Research, Inc.
- Shang-Jin Wei & Yi Wu, 2001. "Negative Alchemy? Corruption, Compositions of Capital Flows, and Currency Crises," CID Working Papers 66A, Center for International Development at Harvard University.
- Shang-Jin Wei & Yi Wu, 2002. "Negative Alchemy? Corruption, Composition of Capital Flows, and Currency Crises," NBER Chapters, in: Preventing Currency Crises in Emerging Markets, pages 461-506, National Bureau of Economic Research, Inc.
- Mr. Yuri V Sobolev, 2000. "Exchange-Rate-Based Stabilization: A Model of Financial Fragility," IMF Working Papers 2000/122, International Monetary Fund.
- Garriga, Ana Carolina, 2011. "Regulatory Lags, Liberalization, and Vulnerability to Systemic Banking Crises," MPRA Paper 59154, University Library of Munich, Germany.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998. "What Caused the Asian Currency and Financial Crisis? Part II: The Policy Debate," NBER Working Papers 6834, National Bureau of Economic Research, Inc.
- Thompson, Edmund R., 2002. "Clustering of Foreign Direct Investment and Enhanced Technology Transfer: Evidence from Hong Kong Garment Firms in China," World Development, Elsevier, vol. 30(5), pages 873-889, May.
- Paola Montero Ledezma, 2018. "The Role of Politics in Crisis in Financial Markets," Investigación & Desarrollo, Universidad Privada Boliviana, vol. 18(1), pages 5-21.
- Joshua Aizenman, 1998.
"Capital Mobility in a Second Best World -- Moral Hazard With Costly Financial Intermediation,"
NBER Working Papers
6703, National Bureau of Economic Research, Inc.
- Joshua Aizenman, 2003. "Capital Mobility In A Second–Best World: Moral Hazard With Costly Financial Intermediation," Review of International Economics, Wiley Blackwell, vol. 11(1), pages 1-17, February.
- Harvie, Charles & Lee, Hyun-Hoon, 2005. "Korea's Fading Economic Miracle 1990-97," Economics Working Papers wp05-09, School of Economics, University of Wollongong, NSW, Australia.
- Kang-Kook Lee, 2010. "The Change of the Financial System and Developmental State in Korea," Working Papers id:3307, eSocialSciences.
- Michael Funke & Petar Mihaylovski & Haibin Zhu, 2015.
"Monetary Policy Transmission in China: A DSGE Model with Parallel Shadow Banking and Interest Rate Control,"
Working Papers
122015, Hong Kong Institute for Monetary Research.
- Michael Funke & Petar Mihaylovski & Haibin Zhu, "undated". "Monetary policy transmission in China: A DSGE model with parallel shadow banking and interest rate control," GRU Working Paper Series GRU_2016_007, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Funke, Michael & Mihaylovski, Petar & Zhu, Haibin, 2015. "Monetary policy transmission in China: A DSGE model with parallel shadow banking and interest rate control," BOFIT Discussion Papers 9/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- von Furstenberg, George M., 2004. "Consumption Smoothing Across States and Time: International Insurance vs. Foreign Loans," Discussion Paper Series 1: Economic Studies 2004,13, Deutsche Bundesbank.
- Shin-ichi Fukuda, 2009. "Financial Architecture in East Asia," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 5(1), pages 25-44, October.
- Dodig, Nina & Herr, Hansjörg, 2015.
"Theories of finance and financial crisis: Lessons for the Great Recession,"
IPE Working Papers
48/2015, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
- Nina Dodig & Hansjorg Herr, 2015. "Theories of finance and financial crisis – Lessons for the Great Recession," Working papers wpaper126, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
- Desmet, Klaus, 2000. "Accounting for the Mexican banking crisis," Emerging Markets Review, Elsevier, vol. 1(2), pages 165-181, September.
- Michael P. Dooley, 1997.
"A Model of Crises in Emerging Markets,"
NBER Working Papers
6300, National Bureau of Economic Research, Inc.
- Michael P. Dooley, 1998. "A model of crises in emerging markets," International Finance Discussion Papers 630, Board of Governors of the Federal Reserve System (U.S.).
- Dooley, Michael P, 2000. "A Model of Crises in Emerging Markets," Economic Journal, Royal Economic Society, vol. 110(460), pages 256-272, January.
- Giannetti, Mariassunta, 2007. "Financial liberalization and banking crises: The role of capital inflows and lack of transparency," Journal of Financial Intermediation, Elsevier, vol. 16(1), pages 32-63, January.
- Giannetti, Mariassunta, 2003. "On the Causes of Overlending: Are Guarantees on Deposits the Culprit?," CEPR Discussion Papers 4055, C.E.P.R. Discussion Papers.
- Oseni, I. O. & Okwu, A. T. & Babalola, D. A. & Adegboyega, S. B., 2019. "Recession and the Challenge of Sustainable Economic Growth in Nigeria: An Evaluation of Macroeconomic Policies," Tanzanian Economic Review, Department of Economics, University of Dar es Salaam, vol. 9(1), pages 93-112, June.
- Laura Alfaro & Sebnem Kalemli-Ozcan & Vadym Volosovych, 2007.
"Capital Flows in a Globalized World: The Role of Policies and Institutions,"
NBER Chapters, in: Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences, pages 19-72,
National Bureau of Economic Research, Inc.
- Laura Alfaro & Sebnem Kalemli-Ozcan & Vadym Volosovych, 2005. "Capital Flows in a Globalized World: The Role of Policies and Institutions," NBER Working Papers 11696, National Bureau of Economic Research, Inc.
- Aizenman, Joshua, 2003.
"Reforming the global financial system,"
Center for Global, International and Regional Studies, Working Paper Series
qt0cg1r6q8, Center for Global, International and Regional Studies, UC Santa Cruz.
- Aizenman, Joshua, 2003. "Reforming the global financial system," Santa Cruz Department of Economics, Working Paper Series qt0cg1r6q8, Department of Economics, UC Santa Cruz.
- Yasheng Huang, 1999. "The Institutional Foundation of Foreign-Invested Enterprises (FIEs) in China," William Davidson Institute Working Papers Series 264, William Davidson Institute at the University of Michigan.
- Taylor, Mark & Sarno, Lucio, 2001.
"Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?,"
CEPR Discussion Papers
2690, C.E.P.R. Discussion Papers.
- Mark P. Taylor & Lucio Sarno, 2001. "Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?," Journal of Economic Literature, American Economic Association, vol. 39(3), pages 839-868, September.
- Anne O. Krueger, 1997. "Nominal Anchor Exchange Rate Policies as a Domestic Distortion," NBER Working Papers 5968, National Bureau of Economic Research, Inc.
- Dr James Laurenceson, 2002. "External Financial Liberalization and Foreign Debt in China," Discussion Papers Series 304, School of Economics, University of Queensland, Australia.
- Chow, Hwee Kwan & Kim, Yoonbai, 2003. "A common currency peg in East Asia? Perspectives from Western Europe," Journal of Macroeconomics, Elsevier, vol. 25(3), pages 331-350, September.
- Evrensel, Ayse Y. & Kutan, Ali M., 2007. "IMF-related announcements and stock market returns: Evidence from financial and non-financial sectors in Indonesia, Korea, and Thailand," Pacific-Basin Finance Journal, Elsevier, vol. 15(1), pages 80-104, January.
- Rodrigo Valdés P. & Kevin Cowan L. & Sebastián Edwards F., 2007. "Current Account and External Financing," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 10(3), pages 5-18, December.
- Ronald I. McKinnon, 2001.
"After the Crisis, The East Asian Dollar Standard Resurrected: An Interpretation of High Frequency Exchange Rate Pegging,"
Working Papers
042001, Hong Kong Institute for Monetary Research.
- Ronald I. McKinnon, 2002. "After the Crisis, the East Asian Dollar Standard Resurrected: An Interpretation of High-Frequency Exchange Rate Pegging," World Scientific Book Chapters, in: Augustine H H Tan (ed.), Monetary And Financial Management In Asia In The 21st Century, chapter 2, pages 21-77, World Scientific Publishing Co. Pte. Ltd..
- Ryota Nakatani, 2016. "Twin Banking and Currency Crises and Monetary Policy," Open Economies Review, Springer, vol. 27(4), pages 747-767, September.
- William Miles, 2002. "The Barings Crisis in Argentina: The role of exogenous European money market factors," Review of Political Economy, Taylor & Francis Journals, vol. 14(1), pages 5-29.
- Lynn E. Browne & Rebecca Hellerstein & Jane Sneddon Little, 1998. "Inflation, asset markets, and economic stabilization: lessons from Asia," New England Economic Review, Federal Reserve Bank of Boston, issue Sep, pages 3-32.
- George G. Kaufman, 1999. "Banking and currency crises and systemic risk: a taxonomy and review," Working Paper Series WP-99-12, Federal Reserve Bank of Chicago.
- Sweta C. Saxena, 2004. "The Changing Nature of Currency Crises," Journal of Economic Surveys, Wiley Blackwell, vol. 18(3), pages 321-350, July.
- Kouwenberg, Roy & Salomons, Roelof, 2003. "Value investing in emerging markets : local macroeconomic risk and extrapolation," Research Report 03E22, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Kwack, Sung Yeung, 1998. "Factors contributing to the financial crisis in Korea," Journal of Asian Economics, Elsevier, vol. 9(4), pages 611-625.
- Marek Dabrowski, 2002. "Currency Crises in Emerging - Market Economis: Causes, Consequences and Policy Lessons," CASE Network Reports 0051, CASE-Center for Social and Economic Research.
- Choe, Jong-Il, 2001. "An impact of economic integration through trade: on business cycles for 10 East Asian countries," Journal of Asian Economics, Elsevier, vol. 12(4), pages 569-586.
- Lee, Hsiu-Yun & Lai, Hung-Pin, 2011. "A structural threshold model of the exchange rate under optimal intervention," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 931-946, October.
- Cristina Froes De Borja Reis & Carlos Aguiar De Medeiro, 2014. "From Export Specialization In Natural Resources To Diversification In Manufacturing: The Development Strategies Of Indonesia, Malaysia And Thailand Since 1980," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 156, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Robert A. Blecker, 1998. "International Capital Mobility, Macroeconomic Imbalances, and the Risk of Global Contraction," SCEPA working paper series. 1998-10, Schwartz Center for Economic Policy Analysis (SCEPA), The New School, revised Nov 2000.
- Shakur, Shamim & Obben, James & Nugroho, Agus Eko, 2005. "Financial Sector Reforms and Currency Crisis: The Indonesian Experience," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 1(2), pages 1-12.
- Piersanti, Giovanni, 2012. "The Macroeconomic Theory of Exchange Rate Crises," OUP Catalogue, Oxford University Press, number 9780199653126.
- Dabrowski, Marek, 2016. "Currency crises in post-Soviet economies — a never ending story?," Russian Journal of Economics, Elsevier, vol. 2(3), pages 302-326.
- Ding, Chengri & Lichtenberg, Erik, 2008. "Using Land to Promote Urban Economic Growth in China," Working Papers 36748, University of Maryland, Department of Agricultural and Resource Economics.
- Mr. Tim Callen & Warwick J. McKibbin, 2001. "Policies and Prospects in Japan and the Implications for the Asia-Pacific Region," IMF Working Papers 2001/131, International Monetary Fund.
- Min, Hong-Ghi & McDonald, Judith A. & Choung, Jaeyong, 2003. "Dynamic capital mobility, capital-market risk, and contagion: evidence from seven Asian countries," Japan and the World Economy, Elsevier, vol. 15(2), pages 161-183, April.
- Kwack, Sung Yeung & Sun, Lee Young, 2005. "Economies of scale, technological progress, and the sources of economic growth: case of Korea, 1969-2000," Journal of Policy Modeling, Elsevier, vol. 27(3), pages 265-283, April.
- Sarno, Lucio & Taylor, Mark P., 1999. "Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests," Journal of International Money and Finance, Elsevier, vol. 18(4), pages 637-657, August.
- Tse, Y. K. & Ng, L. K., 1997. "The cointegration of Asian currencies revisited," Japan and the World Economy, Elsevier, vol. 9(1), pages 109-114, March.
- William R. White, 2004. "Are changes in financial structure extending safety nets?," BIS Working Papers 145, Bank for International Settlements.
- Stefan Eichler & Dominik Maltritz, 2011. "Stock Market‐Induced Currency Crises—A New Type of Twins," Review of Development Economics, Wiley Blackwell, vol. 15(2), pages 223-236, May.
- Jason Furman & Joseph E. Stiglitz, 1998. "Economic Crises: Evidence and Insights from East Asia," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 29(2), pages 1-136.
- Liu, Wan-Chun & Hsu, Chen-Min, 2006. "The role of financial development in economic growth: The experiences of Taiwan, Korea, and Japan," Journal of Asian Economics, Elsevier, vol. 17(4), pages 667-690, October.
- Singh, A. & Weisse, B. A., 1998.
"Emerging Stock Markets, Portfolio Capital Flows and Long-term Economic Growth: Micro and Macroeconomic Perspectives,"
Accounting and Finance Discussion Papers
98-af40, Faculty of Economics, University of Cambridge.
- Singh, Ajit & Weisse, Bruce A., 1998. "Emerging stock markets, portfolio capital flows and long-term economie growth: Micro and macroeconomic perspectives," World Development, Elsevier, vol. 26(4), pages 607-622, April.
- Nancy Marion, 1999. "Some Parallels Between Currency and Banking Crises," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 6(4), pages 473-490, November.
- Pekka Ilmakunnas & Hannu Piekkola, 2014. "Intangible investment in people and productivity," Journal of Productivity Analysis, Springer, vol. 41(3), pages 443-456, June.
- Ureche-Rangau, Loredana & Burietz, Aurore, 2013. "One crisis, two crises…the subprime crisis and the European sovereign debt problems," Economic Modelling, Elsevier, vol. 35(C), pages 35-44.
- Aizenman, Joshua, 2005.
"Financial Liberalizations in Latin-America in the 1990s: A Reassessment,"
Santa Cruz Department of Economics, Working Paper Series
qt6cb8b11h, Department of Economics, UC Santa Cruz.
- Tetsushi Sonobe & Takatoshi Ito & Motoshige Itoh, 1996.
"Economic Agglomeration,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_96-2, February.
Cited by:
- Ms. Kazuko Shirono, 2007. "Real Effects of Common Currencies in East Asia," IMF Working Papers 2007/166, International Monetary Fund.
- Ito, Takatoshi & Krueger, Anne O. (ed.), 1996.
"Financial Deregulation and Integration in East Asia,"
National Bureau of Economic Research Books,
University of Chicago Press,
edition 1, number 9780226386713, April.
Cited by:
- Aizenman, Joshua, 2005.
"Financial Liberalizations in Latin-America in the 1990s: A Reassessment,"
Santa Cruz Department of Economics, Working Paper Series
qt6cb8b11h, Department of Economics, UC Santa Cruz.
- Aizenman, Joshua, 2005. "Financial Liberalizations in Latin-America in the 1990s: A Reassessment," Santa Cruz Center for International Economics, Working Paper Series qt6cb8b11h, Center for International Economics, UC Santa Cruz.
- Joshua Aizenman, 2005. "Financial Liberalization in Latin-America in the 1990s: A Reassessment," NBER Working Papers 11145, National Bureau of Economic Research, Inc.
- Aizenman, Joshua, 2005. "Financial Liberalizations in Latin-America in the 1990s: A Reassessment," Santa Cruz Department of Economics, Working Paper Series qt8g77c9dh, Department of Economics, UC Santa Cruz.
- Joshua Aizenman, 2005. "Financial Liberalisations in Latin America in the 1990s: A Reassessment," The World Economy, Wiley Blackwell, vol. 28(7), pages 959-983, July.
- Ramkishen Rajan, 2010. "Sand in the Wheels of International Finance: Revisiting the Debate in Light of the East Asian Mayhem," Working Papers id:2686, eSocialSciences.
- Mody, Ashoka & Taylor, Mark P., 2006.
"Regional Vulnerability: The Case of East Asia,"
Economic Research Papers
269746, University of Warwick - Department of Economics.
- Mody, Ashoka & Taylor, Mark P., 2007. "Regional vulnerability: The case of East Asia," Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1292-1310, December.
- Mody, Ashoka & Taylor, Mark P., 2006. "Regional Vulnerability : The Case of East Asia," The Warwick Economics Research Paper Series (TWERPS) 776, University of Warwick, Department of Economics.
- Studart, Rogerio, 2000. "Financial opening and deregulation in Brazil in the 1990s Moving towards a new pattern of development financing?," The Quarterly Review of Economics and Finance, Elsevier, vol. 40(1), pages 25-44.
- Eleonora Cavallaro & Marcella Mulino, 2004.
"External Debt in Emerging Economies: A Macrodynamical Model of Financial Fragility,"
STUDI ECONOMICI, FrancoAngeli Editore, vol. 2004(84).
- Eleonora Cavallaro & Marcella Mulino, 2002. "External debt in emerging economies: a macrodynamical model of financial fragility," Working Papers in Public Economics 68, Department of Economics and Law, Sapienza University of Roma.
- Ramkishen Rajan, 2010. "The Currency and Financial Crisis in Southeast Asia: A Case of 'Sudden Death' or Death Foretold'?," Working Papers id:2583, eSocialSciences.
- Evrensel, Ayse & Kutan, Ali M., 2008. "How do IMF announcements affect financial markets in crises?: Evidence from forward exchange markets," Journal of Financial Stability, Elsevier, vol. 4(2), pages 121-134, June.
- Anis Omri & Amel Sassi-Tmar, 2015.
"Linking FDI Inflows to Economic Growth in North African Countries,"
Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 6(1), pages 90-104, March.
- Omri, Anis & Sassi-Tmar, Amel, 2015. "Linking FDI inflows to economic growth in North African countries," MPRA Paper 82611, University Library of Munich, Germany.
- Wall, Howard-J, 2002.
"Has Japan Been Left Out in the Cold by Regional Integration?,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 20(2), pages 117-134, April.
- Howard J. Wall, 2002. "Has Japan been left out in the cold by regional integration?," Review, Federal Reserve Bank of St. Louis, vol. 84(Sep), pages 25-36.
- McKinnon, Ronald I & Pill, Huw, 1999.
"Exchange-Rate Regimes for Emerging Markets: Moral Hazard and International Overborrowing,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 15(3), pages 19-38, Autumn.
- Ronald I. McKinnon & Huw Pill, 1999. "Exchange Rate Regimes for Emerging Markets: Moral Hazard and International Overborrowing," Working Papers 99018, Stanford University, Department of Economics.
- Claessens, Stijn & Kose, M. Ayhan, 2013.
"Financial Crises: Explanations, Types, and Implications,"
CEPR Discussion Papers
9329, C.E.P.R. Discussion Papers.
- Mr. Stijn Claessens & Mr. Ayhan Kose, 2013. "Financial Crises Explanations, Types, and Implications," IMF Working Papers 2013/028, International Monetary Fund.
- Stijn Claessens & M. Ayhan Kose, 2013. "Financial Crises: Explanations, Types and Implications," CAMA Working Papers 2013-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Aizenman, Joshua & Jinjarak, Yothin, 2009.
"Current account patterns and national real estate markets,"
Journal of Urban Economics, Elsevier, vol. 66(2), pages 75-89, September.
- Aizenman, Joshua & Jinjarak, Yothin, 2008. "Current account patterns and national real estate markets," Santa Cruz Department of Economics, Working Paper Series qt1rh4s127, Department of Economics, UC Santa Cruz.
- Joshua Aizenman & Yothin Jinjarak, 2008. "Current Account Patterns and National Real Estate Markets," NBER Working Papers 13921, National Bureau of Economic Research, Inc.
- Carmen M. Reinhart & Graciela L. Kaminsky, 1999.
"The Twin Crises: The Causes of Banking and Balance-of-Payments Problems,"
American Economic Review, American Economic Association, vol. 89(3), pages 473-500, June.
- Graciela L. Kaminsky & Carmen M. Reinhart, 1996. "The twin crises: the causes of banking and balance-of-payments problems," International Finance Discussion Papers 544, Board of Governors of the Federal Reserve System (U.S.).
- Reinhart, Carmen & Kaminsky, Graciela, 1999. "The twin crises: The causes of banking and balance of payments problems," MPRA Paper 14081, University Library of Munich, Germany.
- Reinhart, Carmen & Kaminsky, Graciela, 2000. "Las crisis gemelas: las causas de los problemas bancarios y de balanza de pagos [The twin crises: Te causes of banking and balance of payments problems]," MPRA Paper 13842, University Library of Munich, Germany.
- Mutti, John & Grubert, Harry, 2004. "Empirical asymmetries in foreign direct investment and taxation," Journal of International Economics, Elsevier, vol. 62(2), pages 337-358, March.
- Edward M. Graham & Erika Wada, 2001. "Foreign Direct Investment in China: Effects on Growth and Economic Performance," Working Paper Series WP01-3, Peterson Institute for International Economics.
- Xiuping Hua & Anders C. Johansson & Xun Wang, 2017.
"National and regional financial openness in China,"
Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 15(2), pages 127-140, April.
- Hua, Xiuping & Johansson, Anders C. & Wang, Xun, 2015. "National and Regional Financial Openness in China," Stockholm School of Economics Asia Working Paper Series 2015-38, Stockholm School of Economics, Stockholm China Economic Research Institute.
- Joshua Aizenman & Stephen Turnovsky, 1999.
"Reserve Requirements on Sovereign Debt in the Presence of Moral Hazard -- on Debtors or Creditors?,"
Discussion Papers in Economics at the University of Washington
0044, Department of Economics at the University of Washington.
- Joshua Aizenman & Stephen J. Turnovsky, 2002. "Reserve Requirements on Sovereign Debt in the Presence of Moral Hazard -- on Debtors or Creditors?," Economic Journal, Royal Economic Society, vol. 112(476), pages 107-132, January.
- Joshua Aizenman & Stephen J. Turnovsky, 1999. "Reserve Requirements on Sovereign Debt in the Presence of Moral Hazard -- on Debtors or Creditors?," NBER Working Papers 7004, National Bureau of Economic Research, Inc.
- Joshua Aizenman & Stephen Turnovsky, 1999. "Reserve Requirements on Sovereign Debt in the Presence of Moral Hazard -- on Debtors or Creditors?," Working Papers 0044, University of Washington, Department of Economics.
- Bruce N. Lehmann & David M. Modest, 1985. "The Empirical Foundations of the Arbitrage Pricing Theory I: The Empirical Tests," NBER Working Papers 1725, National Bureau of Economic Research, Inc.
- Chinn, Menzie D. & Dooley, Michael P. & Shrestha, Sona, 1999.
"Latin America and East Asia in the context of an insurance model of currency crises,"
Journal of International Money and Finance, Elsevier, vol. 18(4), pages 659-681, August.
- Menzie D. Chinn & Michael P. Dooley & Sona Shrestha, 1999. "Latin America and East Asia in the Context of an Insurance Model of Currency Crises," NBER Working Papers 7091, National Bureau of Economic Research, Inc.
- Giancarlo Marini & Giovanni Piersanti, 2003. "Fiscal Deficits and Currency Crises," CEIS Research Paper 15, Tor Vergata University, CEIS.
- Mr. C. A. E. Goodhart & Miguel A. Segoviano & Boris Hofmann, 2006. "Default, Credit Growth, and Asset Prices," IMF Working Papers 2006/223, International Monetary Fund.
- William C. Gruben & Robert P. McComb, 1999.
"Privatization, competition, and supercompetition in the Mexican commercial banking system,"
Center for Latin America Working Papers
0199, Federal Reserve Bank of Dallas.
- Gruben, William C. & McComb, Robert P., 2003. "Privatization, competition, and supercompetition in the Mexican commercial banking system," Journal of Banking & Finance, Elsevier, vol. 27(2), pages 229-249, February.
- William C. Gruben & Robert P. McComb, 1999. "Privatization, competition, and supercompetition in the Mexican commercial banking system," Working Papers 9904, Federal Reserve Bank of Dallas.
- Furstenberg, George M. von, 2006. "Consumption smoothing across states and time: International insurance versus foreign loans," Journal of Policy Modeling, Elsevier, vol. 28(1), pages 1-23, January.
- Javier Bianchi, 2012.
"Efficient Bailouts?,"
Documentos de Trabajo (working papers)
2012, Department of Economics - dECON.
- Javier Bianchi, 2016. "Efficient Bailouts?," American Economic Review, American Economic Association, vol. 106(12), pages 3607-3659, December.
- Javier Bianchi, 2016. "Efficient Bailouts?," Working Papers 730, Federal Reserve Bank of Minneapolis.
- Javier Bianchi, 2012. "Efficient Bailouts?," 2012 Meeting Papers 162, Society for Economic Dynamics.
- Javier Bianchi, 2012. "Efficient bailouts?," Globalization Institute Working Papers 133, Federal Reserve Bank of Dallas.
- Javier Bianchi, 2012. "Efficient Bailouts?," NBER Working Papers 18587, National Bureau of Economic Research, Inc.
- Bhattacharya, Utpal, 2005. "Financial liberalization and the stability of currency pegs," Journal of Corporate Finance, Elsevier, vol. 11(1-2), pages 351-374, March.
- Chul Park, Yung & Song, Chi-Young, 2001. "Institutional Investors, Trade Linkage, Macroeconomic Similarities, and Contagion of the Thai Crisis," Journal of the Japanese and International Economies, Elsevier, vol. 15(2), pages 199-224, June.
- Barry Eichengreen and Tamim Bayoumi., 1996.
"Is Asia an Optimum Currency Area? Can It Become One? Regional, Global and Historical Perspectives on Asian Monetary Relations,"
Center for International and Development Economics Research (CIDER) Working Papers
C96-081, University of California at Berkeley.
- Eichengreen, Barry & Bayoumi, Tamim, 1996. "Is Asia an Optimum Currency Area? Can It Become One? Regional, Global and Historical Perspectives on Asian Monetary Relations," Department of Economics, Working Paper Series qt1td5x343, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Eichengreen, Barry & Bayoumi, Tamim, 1996. "Is Asia an Optimum Currency Area? Can It Become One? Regional, Global and Historical Perspectives on Asian Monetary Relations," Center for International and Development Economics Research, Working Paper Series qt1td5x343, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- Aikman, David & Bridges, Jonathan & Hacioglu Hoke, Sinem & O’Neill, Cian & Raja, Akash, 2019.
"Credit, capital and crises: a GDP-at-Risk approach,"
Bank of England working papers
824, Bank of England, revised 18 Oct 2019.
- Hacıoğlu Hoke, Sinem & Aikman, David & Bridges, Jonathan & O'Neill, Cian & Raja, Akash, 2021. "Credit, capital and crises: a GDP-at-Risk approach," CEPR Discussion Papers 15864, C.E.P.R. Discussion Papers.
- Joshua Aizenman, 2009. "Financial Crisis and the Paradox of Under- and Over-Regulation," NBER Working Papers 15018, National Bureau of Economic Research, Inc.
- Reinhart,Carmen M., 2021.
"From Health Crisis to Financial Distress,"
Policy Research Working Paper Series
9616, The World Bank.
- Carmen M. Reinhart, 2022. "From Health Crisis to Financial Distress," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(1), pages 4-31, March.
- Joshua Aizenman, 2004.
"Financial Opening: Evidence and Policy Options,"
NBER Chapters, in: Challenges to Globalization: Analyzing the Economics, pages 473-494,
National Bureau of Economic Research, Inc.
- Joshua Aizenman, 2002. "Financial Opening: Evidence and Policy Options," NBER Working Papers 8900, National Bureau of Economic Research, Inc.
- Agnès Bénassy-Quéré & Lionel Fontagné & Amina Lahrèche-Révil, 2005.
"How Does FDI React to Corporate Taxation?,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 12(5), pages 583-603, September.
- Agnès Bénassy-Quéré & Lionel Fontagné & Amina Lahreche-Révil, 2005. "How Does FDI React to Corporate Taxation?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00270515, HAL.
- Agnès Bénassy-Quéré & Lionel Fontagné & Amina Lahreche-Révil, 2005. "How Does FDI React to Corporate Taxation?," Post-Print hal-00270515, HAL.
- Schmidt Paul-Günther, 2001. "Ursachen systemischer Bankenkrisen: Erklärungsversuche, empirische Evidenz und wirtschaftspolitische Konsequenzen," ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft, De Gruyter, vol. 52(1), pages 239-280, January.
- Joseph Bisignano, 1999. "Precarious credit equilibria: reflections on the Asian financial crisis," BIS Working Papers 64, Bank for International Settlements.
- Chang, Roberto & Velasco, Andres, 2000.
"Financial Fragility and the Exchange Rate Regime,"
Journal of Economic Theory, Elsevier, vol. 92(1), pages 1-34, May.
- Chang, R. & Velasco, A., 1998. "Financial Fragility and the Exchange Rate Regime," Working Papers 98-05, C.V. Starr Center for Applied Economics, New York University.
- Roberto Chang & Andres Velasco, 1997. "Financial fragility and the exchange rate regime," FRB Atlanta Working Paper 97-16, Federal Reserve Bank of Atlanta.
- Roberto Chang & Andres Velasco, 1998. "Financial Fragility and the Exchange Rate Regime," NBER Working Papers 6469, National Bureau of Economic Research, Inc.
- Taylor, Mark & Mody, Ashoka, 2003. "Common Vulnerabilities," CEPR Discussion Papers 3759, C.E.P.R. Discussion Papers.
- K Blackburn & N Bose & M E Haque, 2005.
"Public Expenditures, Bureaucratic Corruption and Economic Development,"
Centre for Growth and Business Cycle Research Discussion Paper Series
53, Economics, The University of Manchester.
- K Blackburn & G Forgues-Puccio, 2005. "Public Expenditures, Bureaucratic Corruption and Economic Development," Centre for Growth and Business Cycle Research Discussion Paper Series 54, Economics, The University of Manchester.
- K Blackburn & R Sarmah, 2005. "Public Expenditures, Bureaucratic Corruption and Economic Development," Centre for Growth and Business Cycle Research Discussion Paper Series 55, Economics, The University of Manchester.
- Keith Blackburn & Niloy Bose & M. Emranul Haque, 2004. "Public Expenditures, Bureaucratic Corruption and Economic Development," CDMA Conference Paper Series 0407, Centre for Dynamic Macroeconomic Analysis.
- Keith Blackburn & Niloy Bose & M. Emranul Haque, 2011. "Public Expenditures, Bureaucratic Corruption And Economic Development," Manchester School, University of Manchester, vol. 79(3), pages 405-428, June.
- Keith Blackburn & Niloy Bose & M. Emranul Haque, 2005. "Public Expenditures, Bureaucratic Corruption and Economic Development," Economics Discussion Paper Series 0530, Economics, The University of Manchester.
- Giannetti, M., 2000.
"Banking System, International Investors and Central Bank Policy in Everging Markets,"
Papers
369, Banca Italia - Servizio di Studi.
- Mariassunta Giannetti, 2000. "Banking System, International Investors and Central Bank Policy in Emerging Markets," Temi di discussione (Economic working papers) 369, Bank of Italy, Economic Research and International Relations Area.
- Peltonen, Tuomas A., 2006. "Are emerging market currency crises predictable? A test," Working Paper Series 571, European Central Bank.
- Xu, Yingfeng, 2000. "China's exchange rate policy," China Economic Review, Elsevier, vol. 11(3), pages 262-277.
- Linda S. Goldberg & Michael W. Klein, 1997.
"Foreign Direct Investment, Trade and Real Exchange Rate Linkages in Developing Countries,"
NBER Working Papers
6344, National Bureau of Economic Research, Inc.
- Linda S. Goldberg & Michael W. Klein, 1996. "Foreign direct investment, trade, and real exchange rate linkages in developing countries," Proceedings, Federal Reserve Bank of San Francisco, pages 73-100.
- Shang-Jin Wei, 2000. "Why Does China Attract So Little Foreign Direct Investment?," NBER Chapters, in: The Role of Foreign Direct Investment in East Asian Economic Development, pages 239-265, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 1999.
"Capital Flows in Asia,"
Discussion Paper Series
a371, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito, 2000. "Capital Flows in Asia," NBER Chapters, in: Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, pages 255-296, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 1999. "Capital Flows in Asia," NBER Working Papers 7134, National Bureau of Economic Research, Inc.
- Gerald Epstein & Elissa Braunstein, 2002.
"Bargaining Power and Foreign Direct Investment in China: Can 1.3 Billion Consumers Tame the Multinationals?,"
Working Papers
wp45, Political Economy Research Institute, University of Massachusetts at Amherst.
- Elissa Braunstein & Gerald Epstein, 2002. "Bargaining Power and Foreign Direct Investment in China: Can 1.3 Billion Consumers Tame the Multinationals?," SCEPA working paper series. 2002-13, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
- Nakatani, Ryota, 2017. "Structural vulnerability and resilience to currency crisis: Foreign currency debt versus export," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 132-143.
- Dobeli, Barbara & Vanini, Paolo, 2004. "An analysis of IMF-induced moral hazard," Journal of Banking & Finance, Elsevier, vol. 28(12), pages 2933-2956, December.
- Carmen M. Reinhart, 2000.
"Comment on "Capital Flows to Emerging Markets: Liberalization, Overshooting, and Volatility","
NBER Chapters, in: Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, pages 98-103,
National Bureau of Economic Research, Inc.
- Reinhart, Carmen, 2000. "Capital flows to emerging markets: Liberalization, overshooting and volatility (a comment)," MPRA Paper 13203, University Library of Munich, Germany.
- Keith Head & John Ries, 2004.
"Judging Japan's FDI: The verdict from a dartboard model,"
Hi-Stat Discussion Paper Series
d04-58, Institute of Economic Research, Hitotsubashi University.
- Head, Keith & Ries, John, 2005. "Judging Japan's FDI: The verdict from a dartboard model," Journal of the Japanese and International Economies, Elsevier, vol. 19(2), pages 215-232, June.
- Pierre-Olivier Gourinchas & Maurice Obstfeld, 2012.
"Stories of the Twentieth Century for the Twenty-First,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 226-265, January.
- Pierre-Olivier Gourinchas & Maurice Obstfeld, 2011. "Stories of the Twentieth Century for the Twenty-First," NBER Working Papers 17252, National Bureau of Economic Research, Inc.
- Gourinchas, Pierre-Olivier & Obstfeld, Maurice, 2011. "Stories of the Twentieth Century for the Twenty-First," Department of Economics, Working Paper Series qt6mq0x1jz, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Obstfeld, Maurice & Gourinchas, Pierre-Olivier, 2011. "Stories of the Twentieth Century for the Twenty-First," CEPR Discussion Papers 8518, C.E.P.R. Discussion Papers.
- Stephen GRENVILLE, 2007. "Regional and Global Responses to the Asian Crisis," Asian Economic Policy Review, Japan Center for Economic Research, vol. 2(1), pages 54-70, June.
- Chung H Lee & Keun Lee & Kangkoo Lee, 2000.
"Chaebol, Financial Liberalization, and Economic Crisis: Transformation of Quasi-Internal Organization in Korea,"
Working Papers
200004, University of Hawaii at Manoa, Department of Economics.
- Lee, Chung H & Lee, Keun & Lee, Kangkook, 2002. "Chaebols, Financial Liberalization, and Economic Crisis: Transformation of Quasi-Internal Organization in Korea," MPRA Paper 109950, University Library of Munich, Germany.
- Hannu Piekkola, 2016. "Intangible Investment and Market Valuation," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(1), pages 28-51, March.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998.
"What Caused the Asian Currency and Financial Crisis?,"
Temi di discussione (Economic working papers)
343, Bank of Italy, Economic Research and International Relations Area.
- Corsetti, Giancarlo & Pesenti, Paolo & Roubini, Nouriel, 1999. "What caused the Asian currency and financial crisis?," Japan and the World Economy, Elsevier, vol. 11(3), pages 305-373, October.
- Corsetti, G. & Pesenti, P. & Roubini, N., 1998. "What Caused the Asian Currency and Financial Crisis?," Papers 343, Banca Italia - Servizio di Studi.
- Miarka, Tobias, 1999. "The recent economic role of bank-firm relationships in Japan," Discussion Papers, Research Unit: Market Dynamics FS IV 99-36, WZB Berlin Social Science Center.
- Mr. C. A. E. Goodhart & Miguel A. Segoviano, 2009. "Banking Stability Measures," IMF Working Papers 2009/004, International Monetary Fund.
- Bunda, Irina & Ca' Zorzi, Michele, 2009.
"Signals from housing and lending booms,"
Working Paper Series
1094, European Central Bank.
- Bunda, Irina & Ca' Zorzi, Michele, 2010. "Signals from housing and lending booms," Emerging Markets Review, Elsevier, vol. 11(1), pages 1-20, March.
- Corsetti, Giancarlo & Pesenti, Paolo & Roubini, Nouriel, 1999.
"Paper tigers?: A model of the Asian crisis,"
European Economic Review, Elsevier, vol. 43(7), pages 1211-1236, June.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998. "Paper tigers? A model of the Asian crisis," Research Paper 9822, Federal Reserve Bank of New York.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998. "Paper Tigers? A Model of the Asian Crisis," NBER Working Papers 6783, National Bureau of Economic Research, Inc.
- Burnside, Craig & Eichenbaum, Martin & Rebelo, Sergio, 2004. "Government guarantees and self-fulfilling speculative attacks," Journal of Economic Theory, Elsevier, vol. 119(1), pages 31-63, November.
- M. Berlemann & Nikolay Nenovsky, 2004.
"Lending of First versus Lending of Last Resort: The Bulgarian Financial Crisis of 1996/1997,"
Post-Print
halshs-00259740, HAL.
- M. Berlemann & Nikolay Nenovsky, 2003. "Lending of First Versus Lending of Last Resort: The Bulgarian Financial Crisis of 1996/1997," Post-Print halshs-00260241, HAL.
- Berlemann, Michael & Nenovsky, Nikolay, 2003. "Lending of first versus lending of last resort: The Bulgarian financial crisis of 1996/1997," Dresden Discussion Paper Series in Economics 11/03, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Nagayasu, Jun, 2001.
"Currency crisis and contagion: evidence from exchange rates and sectoral stock indices of the Philippines and Thailand,"
Journal of Asian Economics, Elsevier, vol. 12(4), pages 529-546.
- Mr. Jun Nagayasu, 2000. "Currency Crisis and Contagion: Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand," IMF Working Papers 2000/039, International Monetary Fund.
- David M. Kemme & Saktinil Roy, 2005.
"Real Exchange Rate Misalignment: Prelude to Crisis?,"
William Davidson Institute Working Papers Series
wp797, William Davidson Institute at the University of Michigan.
- Kemme, David M. & Roy, Saktinil, 2006. "Real exchange rate misalignment: Prelude to crisis?," Economic Systems, Elsevier, vol. 30(3), pages 207-230, October.
- Montgomery, Heather, 2003. "The role of foreign banks in post-crisis Asia: the importance of method of entry," MPRA Paper 33031, University Library of Munich, Germany.
- Lim Sijeong, 2015. "Financial structures, firms, and the welfare states in South Korea and Singapore," Business and Politics, De Gruyter, vol. 17(2), pages 327-354, August.
- Michael Berlemann & Kalin Hristov & Nikolay Nenovsky, 2002.
"Lending of Last Resort, Moral Hazard and Twin Crises: Lessons from the Bulgarian Financial Crisis 1996/1997,"
William Davidson Institute Working Papers Series
464, William Davidson Institute at the University of Michigan.
- M. Berlemann & K. Hristov & Nikolay Nenovsky, 2002. "Lending of last resort, moral hazard and twin crises. Lessons from the Bulgarian financial crises 1996/1997," Post-Print halshs-00260052, HAL.
- Giannetti, Mariassunta, 2003. "Bank-Firm Relationships and Contagious Banking Crises," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(2), pages 239-261, April.
- Magnier-Watanabe, Rémy & Lemaire, Jean-Paul, 2018. "Inbound foreign direct investment in Japan: A typology," International Business Review, Elsevier, vol. 27(2), pages 431-442.
- Fabio Filipozzi & Kersti Harkmann, 2010. "The Financial Crisis in Central and Eastern Europe: the Measures and Determinants of the Exchange Market Pressure Index and the Money Market Pressure Index," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 2(2).
- J. Scott Davis, 2014.
"The macroeconomic effects of debt- and equity-based capital inflows,"
Globalization Institute Working Papers
214, Federal Reserve Bank of Dallas.
- Scott Davis, 2014. "The Macroeconomic Effects of Debt- and Equity-Based Capital Inflows," Working Papers 282014, Hong Kong Institute for Monetary Research.
- Davis, J. Scott, 2015. "The macroeconomic effects of debt- and equity-based capital inflows," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 81-95.
- J. Scott Davis & Andrei Zlate, 2016. "Financial performance and macroeconomic fundamentals in emerging market economies over the global financial cycle," Globalization Institute Working Papers 288, Federal Reserve Bank of Dallas.
- Ryota Nakatani, 2014.
"The Effects of Financial and Real Shocks, Structural Vulnerability and Monetary Policy on Exchange Rates from the Perspective of Currency Crises Models,"
UTokyo Price Project Working Paper Series
043, University of Tokyo, Graduate School of Economics.
- Ryota Nakatani, 2017. "The Effects of Productivity Shocks, Financial Shocks, and Monetary Policy on Exchange Rates: An Application of the Currency Crisis Model and Implications for Emerging Market Crises," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(11), pages 2545-2561, November.
- Paul Krugman, 1999. "Balance Sheets, the Transfer Problem, and Financial Crises," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 6(4), pages 459-472, November.
- Yasheng Huang, 2001. "Why More is Actually Less: New Interpretations of China's Labor-Intensive FDI," William Davidson Institute Working Papers Series 375, William Davidson Institute at the University of Michigan.
- Siew-Choo Soo & Chee-Keong Choong, 2010. "An Emergence Of A Common Currency Area In The Selected East Asian Economies: A Revisit," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 55(02), pages 353-376.
- Jian Tong & Chenggang Xu, 2004. "Financial Sector Returns and Creditor Moral Hazard: Evidence from Indonesia, Korea, and Thailand," William Davidson Institute Working Papers Series 2004-687, William Davidson Institute at the University of Michigan.
- Byung S. Min, 2007. "Changing Pattern Of Corporate Governance And Financing In The Korean Chaebols," Economic Papers, The Economic Society of Australia, vol. 26(3), pages 211-230, September.
- Kim, Bong-Han & Min, Hong-Ghi & Hwang, Young-Soon & McDonald, Judith A., 2009. "Are Asian countries' current accounts sustainable? Deficits, even when associated with high investment, are not costless," Journal of Policy Modeling, Elsevier, vol. 31(2), pages 163-179.
- Lee, Hiro & Roland-Holst, David W., 1998. "Prelude to the pacific century: Overview of the region, leading issues, and methodology," MPRA Paper 82339, University Library of Munich, Germany.
- Ramkishen S. Rejan, 1998. "The Currency And Financial Crisis In Southeast Asia - A Case Of `Sudden Deathã¢Â‚¬Â„¢ Or `Death Foretoldã¢Â‚¬Â„¢," Macroeconomics Working Papers 22381, East Asian Bureau of Economic Research.
- Laeven, Luc, 2002. "Financial constraints on investments and credit policy in Korea," Journal of Asian Economics, Elsevier, vol. 13(2), pages 251-269.
- Bush, Oliver & Farrant, Katie & Wright, Michelle, 2011. "Financial Stability Paper No 13: Reform of the International Monetary and Financial System," Bank of England Financial Stability Papers 13, Bank of England.
- Chin-Shien Lin & Haider A. Khan & Ying-Chieh Wang & Ruei-Yuan Chang, 2006.
"A New Approach to Modeling Early Warning Systems for Currency Crises : can a machine-learning fuzzy expert system predict the currency crises effectively?,"
CARF F-Series
CARF-F-065, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Lin, Chin-Shien & Khan, Haider A. & Chang, Ruei-Yuan & Wang, Ying-Chieh, 2008. "A new approach to modeling early warning systems for currency crises: Can a machine-learning fuzzy expert system predict the currency crises effectively?," Journal of International Money and Finance, Elsevier, vol. 27(7), pages 1098-1121, November.
- Chin-Shien Lin & Haider A. Khan & Ying-Chieh Wang & Ruei-Yuan Chang, 2006. "A New Approach to Modeling Early Warning Systems for Currency Crises : can a machine-learning fuzzy expert system predict the currency crises effectively?," CIRJE F-Series CIRJE-F-411, CIRJE, Faculty of Economics, University of Tokyo.
- Hong G. Min, 1998. "Dynamic capita mobility, capital market risk, and exchange rate misalignment : evidence from seven Asian Countries," Policy Research Working Paper Series 2025, The World Bank.
- Kevin Cowan & Sebastián Edwards & Rodrigo Valdés, 2007.
"Current Account and External Financing: An Introduction,"
Working Papers Central Bank of Chile
439, Central Bank of Chile.
- Kevin Cowan & Sebastián Edwards & Rodrigo O. Valdés, 2008. "Current Account and External Financing: An Introduction," Central Banking, Analysis, and Economic Policies Book Series, in: Kevin Cowan & Sebastián Edwards & Rodrigo O. Valdés & Norman Loayza (Series Editor) & Klaus Schmidt- (ed.),Current Account and External Financing, edition 1, volume 12, chapter 1, pages 001-023, Central Bank of Chile.
- Sweta Saxena & Kar-yiu Wong, 1999.
"Currency Crises and Capital Control: A Survey,"
Working Papers
0045, University of Washington, Department of Economics.
- Sweta Saxena & Kar-yiu Wong, 1999. "Currency Crises and Capital Control: A Survey," Discussion Papers in Economics at the University of Washington 0045, Department of Economics at the University of Washington.
- Kim, Tae-Joon & Ryou, Jai-Won, 2010. "What Makes International Capital Flows So Volatile?: Push vs. Pull Factors in the Case of Korea," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 14(2), pages 111-135, December.
- Dallas, Mark P., 2014. "Manufacturing Paradoxes: Foreign Ownership, Governance, and Value Chains in China’s Light Industries," World Development, Elsevier, vol. 57(C), pages 47-62.
- Bickenbach, Frank & Liu, Wan-Hsin, 2010. "The role of personal relationships for doing business in the GPRD, China: evidence from Hong Kong electronics SMEs," Kiel Working Papers 1589, Kiel Institute for the World Economy (IfW Kiel).
- Bloise, Gaetano & Reichlin, Pietro, 2005. "Risk and intermediation in a dual financial market economy," Research in Economics, Elsevier, vol. 59(3), pages 257-279, September.
- Luis Felipe Céspedes, 2004. "Credit Constraints and Macroeconomic Instability in a Small Open Economy," Econometric Society 2004 Latin American Meetings 264, Econometric Society.
- M. Kabir Hassan & M. Ershad Hussain, 2006. "Depositor Discipline and Bank Risk-Taking Behavior: Evidence From the South-East Asian Financial Crises," NFI Working Papers 2006-WP-13, Indiana State University, Scott College of Business, Networks Financial Institute.
- McKinnon, Ronald I. & Pill, Huw, 1998.
"International Overborrowing: A Decomposition of Credit and Currency Risks,"
World Development, Elsevier, vol. 26(7), pages 1267-1282, July.
- Ronald I. McKinnon & Huw Pill, 1998. "International Overborrowing: A Decomposition of Credit and Currency Risks," Working Papers 98004, Stanford University, Department of Economics.
- William C. Gruben & Jahyeong Koo & Robert R. Moore, 2003. "Financial liberalization, market discipline and bank risk," Center for Latin America Working Papers 0303, Federal Reserve Bank of Dallas.
- Verbic, Miroslav & Polanec, Sašo, 2011.
"Innovativeness and intangibles in transition: the case of Slovenia,"
MPRA Paper
32127, University Library of Munich, Germany.
- Miroslav Verbič & Sašo Polanec, 2014. "Innovativeness and intangibles in transition: the case of Slovenia," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 27(1), pages 67-85, January.
- Lorenzoni, Guido, 2014. "International Financial Crises," Handbook of International Economics, in: Gopinath, G. & Helpman, . & Rogoff, K. (ed.), Handbook of International Economics, edition 1, volume 4, chapter 0, pages 689-740, Elsevier.
- Joshua Aizenman & Yothin Jinjarak & Donghyun Park, 2011.
"Capital Flows and Economic Growth in the Era of Financial Integration and Crisis, 1990-2010,"
NBER Working Papers
17502, National Bureau of Economic Research, Inc.
- Aizenman, Joshua & Jinjarak, Yothin & Park, Donghyun, 2011. "Capital flows and economic growth in the era of financial integration and crisis, 1990-2010," Santa Cruz Department of Economics, Working Paper Series qt3003w1qd, Department of Economics, UC Santa Cruz.
- Joshua Aizenman & Yothin Jinjarak & Donghyun Park, 2013. "Capital Flows and Economic Growth in the Era of Financial Integration and Crisis, 1990–2010," Open Economies Review, Springer, vol. 24(3), pages 371-396, July.
- Takatoshi Ito & Kathryn M. Dominguez & Moeen Qureshi & Zhang Shengman & Masaru Yoshitomi, 1999. "Capital Flows to East Asia," NBER Chapters, in: International Capital Flows, pages 111-190, National Bureau of Economic Research, Inc.
- Takatotshi Ito, 1996. "Japan and the Asian Economies: A 'Miracle' in Transition," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 27(2), pages 205-272.
- Sebastian Edwards, 1999. "Crisis Prevention: Lessons from Mexico and East Asia," NBER Working Papers 7233, National Bureau of Economic Research, Inc.
- Paitoon Wiboonchutikula & Chayanon Phucharoen & Nuchit Pruektanakul, 2016. "Spillover Effects Of Foreign Direct Investment On Domestic Manufacturing Firms In Thailand," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 61(02), pages 1-32, June.
- Lee Branstetter, 2000.
"Is Foreign Direct Investment a Channel of Knowledge Spillovers? Evidence from Japan's FDI in the United States,"
NBER Working Papers
8015, National Bureau of Economic Research, Inc.
- Branstetter, Lee, 2006. "Is foreign direct investment a channel of knowledge spillovers? Evidence from Japan's FDI in the United States," Journal of International Economics, Elsevier, vol. 68(2), pages 325-344, March.
- William Miles, 2003. "The Role of Non-Bank Financial Intermediaries in Propagating Korea's Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 45-64.
- Joon-Ho Hahm & Frederic S. Mishkin, 2000. "Causes of the Korean Financial Crisis: Lessons for Policy," NBER Working Papers 7483, National Bureau of Economic Research, Inc.
- Ronald I. McKinnon, 2002.
"Limiting Moral Hazard and Reducing Risk in International Capital Flows: The Choice of an Exchange Rate Regime,"
The ANNALS of the American Academy of Political and Social Science, , vol. 579(1), pages 200-218, January.
- Ronald I. McKinnon, 1999. "Limiting moral hazard and reducing risk in international capital flows: the choice of an exchange-rate regime," Proceedings, Federal Reserve Bank of San Francisco, issue Sep.
- Heike Joebges, 2000. "Ursachen für die Häufung von "Zwillingskrisen" in Schwellenländern," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 69(1), pages 38-52.
- Joseph Joyce, 2011. "Financial Globalization and Banking Crises in Emerging Markets," Open Economies Review, Springer, vol. 22(5), pages 875-895, November.
- J. Scott Davis & Adrienne Mack & Wesley Phoa & Anne Vandenabeele, 2014.
"Credit booms, banking crises, and the current account,"
Globalization Institute Working Papers
178, Federal Reserve Bank of Dallas.
- Scott Davis & Adrienne Mack & Wesley Phoa & Anne Vandenabeele, 2014. "Credit Booms, Banking Crises, and the Current Account," Working Papers 292014, Hong Kong Institute for Monetary Research.
- Davis, J. Scott & Mack, Adrienne & Phoa, Wesley & Vandenabeele, Anne, 2016. "Credit booms, banking crises, and the current account," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 360-377.
- Bianchi, Javier, 2009.
"Overborrowing and Systemic Externalities in the Business Cycle,"
MPRA Paper
16270, University Library of Munich, Germany.
- Javier Bianchi, 2009. "Overborrowing and systemic externalities in the business cycle," FRB Atlanta Working Paper 2009-24, Federal Reserve Bank of Atlanta.
- Bianchi, Javier, 2009. "Overborrowing and Systemic Externalities in the Business Cycle," MPRA Paper 15114, University Library of Munich, Germany.
- Javier Bianchi, 2010. "Overborrowing and Systemic Externalities in the Business Cycle," 2010 Meeting Papers 96, Society for Economic Dynamics.
- Javier Bianchi, 2011. "Overborrowing and Systemic Externalities in the Business Cycle," American Economic Review, American Economic Association, vol. 101(7), pages 3400-3426, December.
- Bratsiotis, George J. & Robinson, Wayne, 2005. "Currency composition of debt, risk premia and the 1997 Korean crisis," Economic Modelling, Elsevier, vol. 22(3), pages 459-471, May.
- Karatas, B., 2014. "Financial crisis and monetary policy," Other publications TiSEM 41e463f0-e122-4379-8db5-6, Tilburg University, School of Economics and Management.
- Shang-Jin Wei & Yi Wu, 2001.
"Negative Alchemy? Corruption, Composition of Capital Flows, and Currency Crises,"
NBER Working Papers
8187, National Bureau of Economic Research, Inc.
- Shang-Jin Wei & Yi Wu, 2001. "Negative Alchemy? Corruption, Compositions of Capital Flows, and Currency Crises," CID Working Papers 66A, Center for International Development at Harvard University.
- Shang-Jin Wei & Yi Wu, 2002. "Negative Alchemy? Corruption, Composition of Capital Flows, and Currency Crises," NBER Chapters, in: Preventing Currency Crises in Emerging Markets, pages 461-506, National Bureau of Economic Research, Inc.
- Mr. Yuri V Sobolev, 2000. "Exchange-Rate-Based Stabilization: A Model of Financial Fragility," IMF Working Papers 2000/122, International Monetary Fund.
- Garriga, Ana Carolina, 2011. "Regulatory Lags, Liberalization, and Vulnerability to Systemic Banking Crises," MPRA Paper 59154, University Library of Munich, Germany.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998. "What Caused the Asian Currency and Financial Crisis? Part II: The Policy Debate," NBER Working Papers 6834, National Bureau of Economic Research, Inc.
- Thompson, Edmund R., 2002. "Clustering of Foreign Direct Investment and Enhanced Technology Transfer: Evidence from Hong Kong Garment Firms in China," World Development, Elsevier, vol. 30(5), pages 873-889, May.
- Paola Montero Ledezma, 2018. "The Role of Politics in Crisis in Financial Markets," Investigación & Desarrollo, Universidad Privada Boliviana, vol. 18(1), pages 5-21.
- Joshua Aizenman, 1998.
"Capital Mobility in a Second Best World -- Moral Hazard With Costly Financial Intermediation,"
NBER Working Papers
6703, National Bureau of Economic Research, Inc.
- Joshua Aizenman, 2003. "Capital Mobility In A Second–Best World: Moral Hazard With Costly Financial Intermediation," Review of International Economics, Wiley Blackwell, vol. 11(1), pages 1-17, February.
- Harvie, Charles & Lee, Hyun-Hoon, 2005. "Korea's Fading Economic Miracle 1990-97," Economics Working Papers wp05-09, School of Economics, University of Wollongong, NSW, Australia.
- Kang-Kook Lee, 2010. "The Change of the Financial System and Developmental State in Korea," Working Papers id:3307, eSocialSciences.
- Michael Funke & Petar Mihaylovski & Haibin Zhu, 2015.
"Monetary Policy Transmission in China: A DSGE Model with Parallel Shadow Banking and Interest Rate Control,"
Working Papers
122015, Hong Kong Institute for Monetary Research.
- Michael Funke & Petar Mihaylovski & Haibin Zhu, "undated". "Monetary policy transmission in China: A DSGE model with parallel shadow banking and interest rate control," GRU Working Paper Series GRU_2016_007, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Funke, Michael & Mihaylovski, Petar & Zhu, Haibin, 2015. "Monetary policy transmission in China: A DSGE model with parallel shadow banking and interest rate control," BOFIT Discussion Papers 9/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- von Furstenberg, George M., 2004. "Consumption Smoothing Across States and Time: International Insurance vs. Foreign Loans," Discussion Paper Series 1: Economic Studies 2004,13, Deutsche Bundesbank.
- Shin-ichi Fukuda, 2009. "Financial Architecture in East Asia," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 5(1), pages 25-44, October.
- Dodig, Nina & Herr, Hansjörg, 2015.
"Theories of finance and financial crisis: Lessons for the Great Recession,"
IPE Working Papers
48/2015, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
- Nina Dodig & Hansjorg Herr, 2015. "Theories of finance and financial crisis – Lessons for the Great Recession," Working papers wpaper126, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
- Desmet, Klaus, 2000. "Accounting for the Mexican banking crisis," Emerging Markets Review, Elsevier, vol. 1(2), pages 165-181, September.
- Michael P. Dooley, 1997.
"A Model of Crises in Emerging Markets,"
NBER Working Papers
6300, National Bureau of Economic Research, Inc.
- Michael P. Dooley, 1998. "A model of crises in emerging markets," International Finance Discussion Papers 630, Board of Governors of the Federal Reserve System (U.S.).
- Dooley, Michael P, 2000. "A Model of Crises in Emerging Markets," Economic Journal, Royal Economic Society, vol. 110(460), pages 256-272, January.
- Giannetti, Mariassunta, 2007. "Financial liberalization and banking crises: The role of capital inflows and lack of transparency," Journal of Financial Intermediation, Elsevier, vol. 16(1), pages 32-63, January.
- Giannetti, Mariassunta, 2003. "On the Causes of Overlending: Are Guarantees on Deposits the Culprit?," CEPR Discussion Papers 4055, C.E.P.R. Discussion Papers.
- Oseni, I. O. & Okwu, A. T. & Babalola, D. A. & Adegboyega, S. B., 2019. "Recession and the Challenge of Sustainable Economic Growth in Nigeria: An Evaluation of Macroeconomic Policies," Tanzanian Economic Review, Department of Economics, University of Dar es Salaam, vol. 9(1), pages 93-112, June.
- Laura Alfaro & Sebnem Kalemli-Ozcan & Vadym Volosovych, 2007.
"Capital Flows in a Globalized World: The Role of Policies and Institutions,"
NBER Chapters, in: Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences, pages 19-72,
National Bureau of Economic Research, Inc.
- Laura Alfaro & Sebnem Kalemli-Ozcan & Vadym Volosovych, 2005. "Capital Flows in a Globalized World: The Role of Policies and Institutions," NBER Working Papers 11696, National Bureau of Economic Research, Inc.
- Aizenman, Joshua, 2003.
"Reforming the global financial system,"
Center for Global, International and Regional Studies, Working Paper Series
qt0cg1r6q8, Center for Global, International and Regional Studies, UC Santa Cruz.
- Aizenman, Joshua, 2003. "Reforming the global financial system," Santa Cruz Department of Economics, Working Paper Series qt0cg1r6q8, Department of Economics, UC Santa Cruz.
- Yasheng Huang, 1999. "The Institutional Foundation of Foreign-Invested Enterprises (FIEs) in China," William Davidson Institute Working Papers Series 264, William Davidson Institute at the University of Michigan.
- Taylor, Mark & Sarno, Lucio, 2001.
"Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?,"
CEPR Discussion Papers
2690, C.E.P.R. Discussion Papers.
- Mark P. Taylor & Lucio Sarno, 2001. "Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?," Journal of Economic Literature, American Economic Association, vol. 39(3), pages 839-868, September.
- Anne O. Krueger, 1997. "Nominal Anchor Exchange Rate Policies as a Domestic Distortion," NBER Working Papers 5968, National Bureau of Economic Research, Inc.
- Dr James Laurenceson, 2002. "External Financial Liberalization and Foreign Debt in China," Discussion Papers Series 304, School of Economics, University of Queensland, Australia.
- Chow, Hwee Kwan & Kim, Yoonbai, 2003. "A common currency peg in East Asia? Perspectives from Western Europe," Journal of Macroeconomics, Elsevier, vol. 25(3), pages 331-350, September.
- Evrensel, Ayse Y. & Kutan, Ali M., 2007. "IMF-related announcements and stock market returns: Evidence from financial and non-financial sectors in Indonesia, Korea, and Thailand," Pacific-Basin Finance Journal, Elsevier, vol. 15(1), pages 80-104, January.
- Rodrigo Valdés P. & Kevin Cowan L. & Sebastián Edwards F., 2007. "Current Account and External Financing," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 10(3), pages 5-18, December.
- Ronald I. McKinnon, 2001.
"After the Crisis, The East Asian Dollar Standard Resurrected: An Interpretation of High Frequency Exchange Rate Pegging,"
Working Papers
042001, Hong Kong Institute for Monetary Research.
- Ronald I. McKinnon, 2002. "After the Crisis, the East Asian Dollar Standard Resurrected: An Interpretation of High-Frequency Exchange Rate Pegging," World Scientific Book Chapters, in: Augustine H H Tan (ed.), Monetary And Financial Management In Asia In The 21st Century, chapter 2, pages 21-77, World Scientific Publishing Co. Pte. Ltd..
- Ryota Nakatani, 2016. "Twin Banking and Currency Crises and Monetary Policy," Open Economies Review, Springer, vol. 27(4), pages 747-767, September.
- William Miles, 2002. "The Barings Crisis in Argentina: The role of exogenous European money market factors," Review of Political Economy, Taylor & Francis Journals, vol. 14(1), pages 5-29.
- Lynn E. Browne & Rebecca Hellerstein & Jane Sneddon Little, 1998. "Inflation, asset markets, and economic stabilization: lessons from Asia," New England Economic Review, Federal Reserve Bank of Boston, issue Sep, pages 3-32.
- George G. Kaufman, 1999. "Banking and currency crises and systemic risk: a taxonomy and review," Working Paper Series WP-99-12, Federal Reserve Bank of Chicago.
- Sweta C. Saxena, 2004. "The Changing Nature of Currency Crises," Journal of Economic Surveys, Wiley Blackwell, vol. 18(3), pages 321-350, July.
- Kouwenberg, Roy & Salomons, Roelof, 2003. "Value investing in emerging markets : local macroeconomic risk and extrapolation," Research Report 03E22, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Kwack, Sung Yeung, 1998. "Factors contributing to the financial crisis in Korea," Journal of Asian Economics, Elsevier, vol. 9(4), pages 611-625.
- Marek Dabrowski, 2002. "Currency Crises in Emerging - Market Economis: Causes, Consequences and Policy Lessons," CASE Network Reports 0051, CASE-Center for Social and Economic Research.
- Choe, Jong-Il, 2001. "An impact of economic integration through trade: on business cycles for 10 East Asian countries," Journal of Asian Economics, Elsevier, vol. 12(4), pages 569-586.
- Lee, Hsiu-Yun & Lai, Hung-Pin, 2011. "A structural threshold model of the exchange rate under optimal intervention," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 931-946, October.
- Cristina Froes De Borja Reis & Carlos Aguiar De Medeiro, 2014. "From Export Specialization In Natural Resources To Diversification In Manufacturing: The Development Strategies Of Indonesia, Malaysia And Thailand Since 1980," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 156, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Robert A. Blecker, 1998. "International Capital Mobility, Macroeconomic Imbalances, and the Risk of Global Contraction," SCEPA working paper series. 1998-10, Schwartz Center for Economic Policy Analysis (SCEPA), The New School, revised Nov 2000.
- Shakur, Shamim & Obben, James & Nugroho, Agus Eko, 2005. "Financial Sector Reforms and Currency Crisis: The Indonesian Experience," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 1(2), pages 1-12.
- Piersanti, Giovanni, 2012. "The Macroeconomic Theory of Exchange Rate Crises," OUP Catalogue, Oxford University Press, number 9780199653126.
- Dabrowski, Marek, 2016. "Currency crises in post-Soviet economies — a never ending story?," Russian Journal of Economics, Elsevier, vol. 2(3), pages 302-326.
- Ding, Chengri & Lichtenberg, Erik, 2008. "Using Land to Promote Urban Economic Growth in China," Working Papers 36748, University of Maryland, Department of Agricultural and Resource Economics.
- Mr. Tim Callen & Warwick J. McKibbin, 2001. "Policies and Prospects in Japan and the Implications for the Asia-Pacific Region," IMF Working Papers 2001/131, International Monetary Fund.
- Min, Hong-Ghi & McDonald, Judith A. & Choung, Jaeyong, 2003. "Dynamic capital mobility, capital-market risk, and contagion: evidence from seven Asian countries," Japan and the World Economy, Elsevier, vol. 15(2), pages 161-183, April.
- Kwack, Sung Yeung & Sun, Lee Young, 2005. "Economies of scale, technological progress, and the sources of economic growth: case of Korea, 1969-2000," Journal of Policy Modeling, Elsevier, vol. 27(3), pages 265-283, April.
- Sarno, Lucio & Taylor, Mark P., 1999. "Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests," Journal of International Money and Finance, Elsevier, vol. 18(4), pages 637-657, August.
- Tse, Y. K. & Ng, L. K., 1997. "The cointegration of Asian currencies revisited," Japan and the World Economy, Elsevier, vol. 9(1), pages 109-114, March.
- William R. White, 2004. "Are changes in financial structure extending safety nets?," BIS Working Papers 145, Bank for International Settlements.
- Stefan Eichler & Dominik Maltritz, 2011. "Stock Market‐Induced Currency Crises—A New Type of Twins," Review of Development Economics, Wiley Blackwell, vol. 15(2), pages 223-236, May.
- Jason Furman & Joseph E. Stiglitz, 1998. "Economic Crises: Evidence and Insights from East Asia," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 29(2), pages 1-136.
- Liu, Wan-Chun & Hsu, Chen-Min, 2006. "The role of financial development in economic growth: The experiences of Taiwan, Korea, and Japan," Journal of Asian Economics, Elsevier, vol. 17(4), pages 667-690, October.
- Singh, A. & Weisse, B. A., 1998.
"Emerging Stock Markets, Portfolio Capital Flows and Long-term Economic Growth: Micro and Macroeconomic Perspectives,"
Accounting and Finance Discussion Papers
98-af40, Faculty of Economics, University of Cambridge.
- Singh, Ajit & Weisse, Bruce A., 1998. "Emerging stock markets, portfolio capital flows and long-term economie growth: Micro and macroeconomic perspectives," World Development, Elsevier, vol. 26(4), pages 607-622, April.
- Nancy Marion, 1999. "Some Parallels Between Currency and Banking Crises," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 6(4), pages 473-490, November.
- Pekka Ilmakunnas & Hannu Piekkola, 2014. "Intangible investment in people and productivity," Journal of Productivity Analysis, Springer, vol. 41(3), pages 443-456, June.
- Ureche-Rangau, Loredana & Burietz, Aurore, 2013. "One crisis, two crises…the subprime crisis and the European sovereign debt problems," Economic Modelling, Elsevier, vol. 35(C), pages 35-44.
- Aizenman, Joshua, 2005.
"Financial Liberalizations in Latin-America in the 1990s: A Reassessment,"
Santa Cruz Department of Economics, Working Paper Series
qt6cb8b11h, Department of Economics, UC Santa Cruz.
- Takatoshi Ito & Anne O. Krueger, 1995.
"Growth Theories in Light of the East Asian Experience,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_95-2, February.
Cited by:
- Shang-Jin Wei & Yi Wu, 2001.
"Globalization and Inequality: Evidence from Within China,"
NBER Working Papers
8611, National Bureau of Economic Research, Inc.
- Wei, Shang-Jin & Wu, Yi, 2001. "Globalization and Inequality: Evidence from within China," CEPR Discussion Papers 3088, C.E.P.R. Discussion Papers.
- Gao, Ting, 2004. "Regional industrial growth: evidence from Chinese industries," Regional Science and Urban Economics, Elsevier, vol. 34(1), pages 101-124, January.
- Perry Burnett & Harvey Cutler & Stephen Davies, 2012. "Understanding The Unique Impacts Of Economic Growth Variables," Journal of Regional Science, Wiley Blackwell, vol. 52(3), pages 451-468, August.
- Sai Ding & John Knight, 2011.
"Why has China Grown So Fast? The Role of Physical and Human Capital Formation,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(2), pages 141-174, April.
- Sai Ding & John Knight, 2008. "Why has China Grown So Fast? The Role of Physical and Human Capital Formation," Economics Series Working Papers 414, University of Oxford, Department of Economics.
- Jonathan Temple, 1997. "St Adam and the Dragons: Neo-classical economics and the East Asian miracle," Oxford Development Studies, Taylor & Francis Journals, vol. 25(3), pages 279-300.
- Edward M. Graham & Erika Wada, 2001. "Foreign Direct Investment in China: Effects on Growth and Economic Performance," Working Paper Series WP01-3, Peterson Institute for International Economics.
- Kanbur, Ravi & Zhang, Xiaobo, 2001.
"Fifty Years of Regional Inequality in China: A Journey through Revolution, Reform and Openness,"
CEPR Discussion Papers
2887, C.E.P.R. Discussion Papers.
- Kanbur, Ravi & Zhang, Xiaobo, 2001. "Fifty Years Of Regional Inequality In China: A Journey Through Revolution, Reform And Openness," Working Papers 7236, Cornell University, Department of Applied Economics and Management.
- Reuter & Ulrich, 2004. "The Effects of Intraregional Disparities on Regional Development in China: Inequality Decomposition and Panel-Data Analysis," Econometric Society 2004 Far Eastern Meetings 716, Econometric Society.
- Kwong-Leung Tang, 1998. "East Asian Newly Industrializing Countries: Economic Growth and Quality of Life," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 43(1), pages 69-96, February.
- Ajit, Singh, 1998.
"'Asian capitalism' and the financial crisis,"
MPRA Paper
24937, University Library of Munich, Germany.
- Singh, Ajit, 1998. "Asian capitalism and the financial crisis," MPRA Paper 54932, University Library of Munich, Germany.
- Ajit Singh, 1998. ""Asian Capitalism" and the Financial Crisis," SCEPA working paper series. 1998-15, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
- J.-C. Moreno-Brid, 1998.
"Balance-of-payments constrained economic growth: the case of Mexico,"
Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 51(207), pages 413-433.
- J.-C. Moreno-Brid, 1998. "Balance-of-payments constrained economic growth: the case of Mexico," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 51(207), pages 413-433.
- Chi‐Wa Yuen, 1998. "The Fifth Asian Dragon: Sources Of Growth In Guangdong, 1979–1994," Contemporary Economic Policy, Western Economic Association International, vol. 16(1), pages 1-11, January.
- Huh, Hyeon-seung & Kim, David, 2013. "An empirical test of exogenous versus endogenous growth models for the G-7 countries," Economic Modelling, Elsevier, vol. 32(C), pages 262-272.
- Derek C. Jones & Cheng Li & Ann L. Owen, 2003.
"Growth and Regional Inequality in China During the Reform Era,"
William Davidson Institute Working Papers Series
2003-561, William Davidson Institute at the University of Michigan.
- Jones, Derek C. & Li, Cheng & Owen, Ann L., 2003. "Growth and regional inequality in China during the reform era," China Economic Review, Elsevier, vol. 14(2), pages 186-200.
- Kang, Jung Mo, 2006. "An estimation of growth model for South Korea using human capital," Journal of Asian Economics, Elsevier, vol. 17(5), pages 852-866, November.
- Singh, Ajit, 1997.
"Savings, investment and the corporation in the East Asian miracle,"
MPRA Paper
53884, University Library of Munich, Germany.
- Singh, Ajit, 1997. "Savings, investment and the corporation in the East Asian miracle," MPRA Paper 54994, University Library of Munich, Germany.
- Ajit Singh, 1998. "Savings, investment and the corporation in the East Asian miracle," Journal of Development Studies, Taylor & Francis Journals, vol. 34(6), pages 112-137.
- Fu, Tong, 2021. "Do economic institutions matter for trade liberalization? Evidence from China’s Open Door Policy," Research in International Business and Finance, Elsevier, vol. 55(C).
- Anusha Chari & Peter Blair Henry & Hector Reyes, 2021. "The Baker Hypothesis: Stabilization, Structural Reforms, and Economic Growth," Journal of Economic Perspectives, American Economic Association, vol. 35(3), pages 83-108, Summer.
- Belton Fleisher & Haizheng Li & Min Qiang Zhao, 2007.
"Human Capital, Economic Growth, and Regional Inequality in China,"
William Davidson Institute Working Papers Series
wp857, William Davidson Institute at the University of Michigan.
- Fleisher, Belton M. & Li, Haizheng & Zhao, Min Qiang, 2008. "Human Capital, Economic Growth, and Regional Inequality in China," IZA Discussion Papers 3576, Institute of Labor Economics (IZA).
- Fleisher, Belton M. & Li, Haizheng & Zhao, Min Qiang, 2007. "Human Capital, Economic Growth, and Regional Inequality in China," IZA Discussion Papers 2703, Institute of Labor Economics (IZA).
- Fleisher, Belton & Li, Haizheng & Zhao, Min Qiang, 2010. "Human capital, economic growth, and regional inequality in China," Journal of Development Economics, Elsevier, vol. 92(2), pages 215-231, July.
- Belton Fleisher & Haizheng Li & Min-Qiang Zhao, 2009. "Human Capital, Economic Growth, and Regional Inequality in China," Working Papers 09-01, Ohio State University, Department of Economics.
- Robert Feenstra & Dorsati Madani & Tzu-Han Yang & Chi-Yuan Liang, 2003.
"Testing Endogenous Growth In South Korea And Taiwan,"
Working Papers
134, University of California, Davis, Department of Economics.
- Feenstra, Robert C. & Madani, Dorsati & Yang, Tzu-Han & Liang, Chi-Yuan, 1999. "Testing endogenous growth in South Korea and Taiwan," Journal of Development Economics, Elsevier, vol. 60(2), pages 317-341, December.
- Robert C. Feenstra & Dorsati Madani & Tzu-Han Yang & Chi-Yuan Liang, 1997. "Testing Endogenous Growth in South Korea and Taiwan," NBER Working Papers 6028, National Bureau of Economic Research, Inc.
- Robert C. Feenstra & Madani & Dorsati & Yang & Tzu-Han & Liang & Chi-Yuan, "undated". "Testing Endogenous Growth In South Korea And Taiwan," Department of Economics 97-16, California Davis - Department of Economics.
- Felipe, Jesus & Bayudan-Dacuycuy, Connie & Lanzafame, Matteo, 2016. "The declining share of agricultural employment in China: How fast?," Structural Change and Economic Dynamics, Elsevier, vol. 37(C), pages 127-137.
- Gerald Epstein & Elissa Braunstein, 2002.
"Bargaining Power and Foreign Direct Investment in China: Can 1.3 Billion Consumers Tame the Multinationals?,"
Working Papers
wp45, Political Economy Research Institute, University of Massachusetts at Amherst.
- Elissa Braunstein & Gerald Epstein, 2002. "Bargaining Power and Foreign Direct Investment in China: Can 1.3 Billion Consumers Tame the Multinationals?," SCEPA working paper series. 2002-13, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
- Chi, Wei & Qian, Xiaoye, 2009. "The role of education in regional innovation activities and economic growth: spatial evidence from China," MPRA Paper 15779, University Library of Munich, Germany.
- Stauvermann, Peter J. & Ky, Sereyvath & Nam, Gi-Yu, 2013. "The Costs of Increasing the Fertility Rate in an Endogenous Growth Model," MPRA Paper 46381, University Library of Munich, Germany.
- Polterovich, Victor, 2005. "Общество Перманентного Перераспределения: Роль Реформ [Permanent Redistribution Society: The Role of Reforms]," MPRA Paper 22526, University Library of Munich, Germany.
- Schiff, Maurice & Wang, Yanling, 2017. "Trade, Education, Governance and Distance: Impact on Technology Diffusion and Productivity Growth in Asia and LAC," GLO Discussion Paper Series 72, Global Labor Organization (GLO).
- Areendam Chanda, 2002.
"The Influence of Capital Controls on Long Run Growth: Where and How Much?,"
International Finance
0201001, University Library of Munich, Germany.
- Chanda, Areendam, 2005. "The influence of capital controls on long run growth: Where and how much?," Journal of Development Economics, Elsevier, vol. 77(2), pages 441-466, August.
- Ting Gao, 2001. "The impact of foreign trade and investment reform on industry location: the case of China," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 11(4), pages 367-386.
- Thanasis Stengos & Aurangzeb Aurangzeb, 2008. "An empirical investigation of the relationship between education and growth in Pakistan," International Economic Journal, Taylor & Francis Journals, vol. 22(3), pages 345-359.
- Betts, Caroline & Giri, Rahul & Verma, Rubina, 2017. "Trade, Reform and Structural Change in South Korea," MPRA Paper 79072, University Library of Munich, Germany.
- Srinivasan, T.N. & Bhagwati, J., 1999.
"Outward-Orientation and Development: Are Revisionist Right?,"
Papers
806, Yale - Economic Growth Center.
- T. N. Srinivasan & Jagdish Bhagwati, 1999. "Outward-Orientation and Development: Are Revisionists Right," Working Papers 806, Economic Growth Center, Yale University.
- Srinivasan, T.N. & Bhagwati, Jagdish, 1999. "Outward-Orientation and Development: Are Revisionists Right?," Center Discussion Papers 28476, Yale University, Economic Growth Center.
- T. N. Srinivasan & Jagdish Bhagwati, 2001. "Outward-Orientation and Development: Are Revisionists Right?," Palgrave Macmillan Books, in: Deepak Lal & Richard H. Snape (ed.), Trade, Development and Political Economy, chapter 1, pages 3-26, Palgrave Macmillan.
- Sorin-George Toma, 2019. "Learning From The Asian Tigers: Lessons In Economic Growth," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 3, pages 63-69, June.
- Singh, Ajit, 1996.
"Catching up with the West: a perspective on Asian economic development,"
MPRA Paper
53993, University Library of Munich, Germany.
- Singh, Ajit, 1996. "Catching up with the West: a perspective on Asian economic development," MPRA Paper 54925, University Library of Munich, Germany.
- Cunado, J. & Gil-Alana, L. A. & Perez de Gracia, F., 2004. "Real convergence in Taiwan: a fractionally integrated approach," Journal of Asian Economics, Elsevier, vol. 15(3), pages 529-547, June.
- Polterovich, Victor & Popov, Vladimir, 2006. "Эволюционная Теория Экономической Политики: Часть I: Опыт Быстрого Развития [An Evolutionary Theory of Economic Policy: Part I: The Experience of Fast Development]," MPRA Paper 22168, University Library of Munich, Germany.
- Xiaohui Liu & Chang Shu, 2003. "Determinants of Export Performance: Evidence from Chinese Industries," Economic Change and Restructuring, Springer, vol. 36(1), pages 45-67, March.
- Betts, Caroline & Giri, Rahul & Verma, Rubina, 2013.
"Trade, Reform, And Structural Transformation in South Korea,"
MPRA Paper
49540, University Library of Munich, Germany.
- Rubina Verma & Rahul Giri & Caroline Betts, 2017. "Trade, Reform, and Structural Transformation in South Korea," 2017 Meeting Papers 1530, Society for Economic Dynamics.
- Caroline Betts & Rahul Giri & Rubina Verma, 2017. "Trade, Reform, and Structural Transformation in South Korea," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 65(4), pages 745-791, November.
- Polterovich, Victor & Popov, Vladimir, 2005. "Appropriate Economic Policies at Different Stages of Development," MPRA Paper 20066, University Library of Munich, Germany.
- Lee Kian Lim & Michael McAleer, 2004.
"Convergence and catching up in ASEAN: a comparative analysis,"
Applied Economics, Taylor & Francis Journals, vol. 36(2), pages 137-153.
- Lee Kian Lim & Michael McAleer, 2003. "Convergence and Catching Up in ASEAN: A Comparative Analysis," CIRJE F-Series CIRJE-F-218, CIRJE, Faculty of Economics, University of Tokyo.
- John Knight & Sai Ding, 2008.
"Why has China Grown so Fast? The Role of Structural Change,"
Economics Series Working Papers
415, University of Oxford, Department of Economics.
- Ding, Sai & Knight, John, 2009. "Why has China Grown so Fast? The Role of Structural Change," Proceedings of the German Development Economics Conference, Frankfurt a.M. 2009 7, Verein für Socialpolitik, Research Committee Development Economics.
- Lee Lillard & Robert Willis, 1997.
"Motives for interqenerational transfers: Evidence from Malaysia,"
Demography, Springer;Population Association of America (PAA), vol. 34(1), pages 115-134, February.
- Lillard, L-A & Willis, R-J, 1997. "Motives for Intergenerational Transfers. Evidence from Malaysia," Papers 97-04, RAND - Reprint Series.
- Michelle Connolly & Kei-Mu Yi, 2015.
"How Much of South Korea's Growth Miracle Can Be Explained by Trade Policy?,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 7(4), pages 188-221, October.
- Michelle P. Connolly & Kei-Mu Yi, 2008. "How much of South Korea’s growth miracle can be explained by trade policy?," Working Paper Series 2008-23, Federal Reserve Bank of San Francisco.
- Michelle P. Connolly & Kei-Mu Yi, 2009. "How much of South Korea's growth miracle can be explained by trade policy?," Working Papers 09-19, Federal Reserve Bank of Philadelphia.
- Kei-Mu Yi & Michelle Connolly, 2010. "How Much of South Korea's Growth Miracle can be Explained by Trade Policy?," 2010 Meeting Papers 1006, Society for Economic Dynamics.
- Yao, Shujie & Wang, Pan & Zhang, Jing & Ou, Jinghua, 2016. "Dynamic relationship between China's inward and outward foreign direct investments," China Economic Review, Elsevier, vol. 40(C), pages 54-70.
- Chang Liu & Li‐An Zhou, 2022. "Does international travel cause economic growth? Evidence from China's removal of travel restrictions on foreigners," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 30(2), pages 337-355, April.
- Khuong Minh Vu, 2013. "The Dynamics of Economic Growth," Books, Edward Elgar Publishing, number 14689, March.
- Harry X. Wu, 2011. "Rethinking China's Path of Industrialization," WIDER Working Paper Series wp-2011-076, World Institute for Development Economic Research (UNU-WIDER).
- Séverine Blaise, 2006. "From Aid To Economic Cooperation: For A Reappraisal Of Japanese Aid Policy [De L'Aide A La Coopération Économique : Pour Un Re-Examen De La Politique Japonaise]," Post-Print hal-02379971, HAL.
- Yanrui Wu, 2008. "The role of productivity in China's growth: new estimates," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 6(2), pages 141-156.
- Peter J. Stauvermann, 2013. "How a Pay-As-You-Go Pension System Can Lead To a Pareto Improvement in an OLG Model with Endogenous Fertility," Economic Research Guardian, Mutascu Publishing, vol. 3(1), pages 61-69, June.
- Shatz, Howard J. & Tarr, David G., 2000.
"Exchange rate overvaluation and trade protection - lessons from experience,"
Policy Research Working Paper Series
2289, The World Bank.
- Howard J. Shatz & David G. Tarr, 2017. "Exchange Rate Overvaluation and Trade Protection: Lessons from Experience," World Scientific Book Chapters, in: Trade Policies for Development and Transition, chapter 5, pages 115-127, World Scientific Publishing Co. Pte. Ltd..
- Yanrui Wu, 2000.
"Income disparity and convergence in China's regional economies,"
Chapters, in: P. J. Lloyd & Xiao-guang Zhang (ed.), China in the Global Economy, chapter 15,
Edward Elgar Publishing.
- Y. Wu, 1999. "Income Disparity and Convergence in China's regional Economies," Economics Discussion / Working Papers 99-15, The University of Western Australia, Department of Economics.
- Syed Hasan & H. Allen Klaiber & Ian Sheldon, 2020. "The impact of science parks on small- and medium-sized enterprises’ productivity distributions: the case of Taiwan and South Korea," Small Business Economics, Springer, vol. 54(1), pages 135-153, January.
- Y. Wu, 1997. "Productivity & Efficiency: Evidence from the Chinese regional economies," Economics Discussion / Working Papers 97-18, The University of Western Australia, Department of Economics.
- Groth, Christian & Schou, Poul, 2007. "Growth and non-renewable resources: The different roles of capital and resource taxes," Journal of Environmental Economics and Management, Elsevier, vol. 53(1), pages 80-98, January.
- Lee Kian Lim, 2000. "Convergence and Catching Up in South-East Asia: A Comparative Analysis," Econometric Society World Congress 2000 Contributed Papers 1844, Econometric Society.
- Juncal Cuñado & L.A. Gil-Alana & F. Pérez de Gracia, 2007.
"Real convergence in some emerging countries: a fractionally integrated approach,"
Recherches économiques de Louvain, De Boeck Université, vol. 73(3), pages 293-310.
- J. Cunado & L.A. Gil-Alana & F. Perez De Gracia, 2007. "Real convergence in some emerging countries : a fractionally integrated approach," Discussion Papers (REL - Recherches Economiques de Louvain) 2007034, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Sadequl Islam, 1996. "Persistence of economic growth and its determinants: some evidence for South Korea and India," Applied Economics Letters, Taylor & Francis Journals, vol. 3(1), pages 53-54.
- Wu, Yanrui, 2000. "Is China's economic growth sustainable? A productivity analysis," China Economic Review, Elsevier, vol. 11(3), pages 278-296.
- McMahon, Walter W., 1998. "Education and Growth in East Asia," Economics of Education Review, Elsevier, vol. 17(2), pages 159-172, April.
- Rossitsa Rangelova, 1999. "Economic Growth in Transition CEECs: Implications for and of Modern Growth Theory," ERI-BAS Chapters, in: Mitko Dimitrov & Wladimir Andreff & Laszlo Csaba (ed.), Economies in Transition and the Variety of Capitalisms. Features, Changes, Convergence, edition 1, chapter 12, pages 102-126, Bulgarian Academy of Sciences - Economic Research Institute.
- Jean-Claude Berthelémy & Sophie Chauvin, 2000. "Structural Changes in Asia and Growth Prospects After the Crisis," Working Papers 2000-09, CEPII research center.
- Wei Chi & Xiaoye Qian, 2010. "The role of education in regional innovation activities: spatial evidence from China," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 15(4), pages 396-419.
- Zaheer Khan & Yong Kyu Lew & Pervaiz Akhtar, 2016. "The influence of industrial policy and national systems of innovation on emerging economy suppliers’ learning capability," Industry and Innovation, Taylor & Francis Journals, vol. 23(6), pages 512-530, August.
- Hongyi Harry Lai, 1997. "Factor Endowments, Trade Direction, and Growth Performances of the Americas and East Asia in the Nineteenth and Twentieth Centuries," Development and Comp Systems 9710004, University Library of Munich, Germany, revised 17 Jun 1998.
- Shang-Jin Wei, 2002. "China as a Window to the World: Trade Openness, Living Standards and Income Inequality," RBA Annual Conference Volume (Discontinued), in: David Gruen & Terry O'Brien & Jeremy Lawson (ed.),Globalisation, Living Standards and Inequality: Recent Progress and Continuing Challenges, Reserve Bank of Australia.
- Michael Sarel, 1995. "Growth in East Asia: What We Can and What We Cannot Infer From It," RBA Annual Conference Volume (Discontinued), in: Palle Andersen & Jacqueline Dwyer & David Gruen (ed.),Productivity and Growth, Reserve Bank of Australia.
- Rodrigo, G. Chris & Thorbecke, Erik, 1997. "Sources of growth: A reconsideration and general equilibrium application to Indonesia," World Development, Elsevier, vol. 25(10), pages 1609-1625, October.
- Jeffrey D. Sachs & Andrew Warner, 1995.
"Economic Reform and the Process of Global Integration,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 26(1, 25th A), pages 1-118.
- Jeffrey Sachs & Andrew Warner, 1995. "Economic Reform and the Progress of Global Integration," Harvard Institute of Economic Research Working Papers 1733, Harvard - Institute of Economic Research.
- Isabel P. A lbaladejo Pina & MarÃa Pilar MartÃnez-GarcÃa, 2013. "An Endogenous Growth Model of International Tourism," Tourism Economics, , vol. 19(3), pages 509-529, June.
- Mei Wen, 2005. "Foreign Direct Investment, Regional Geographical and Market Conditions, and Regional Development: A Panel Study on China," Departmental Working Papers 2005-12, The Australian National University, Arndt-Corden Department of Economics.
- Stamford da Silva, Alexandre, 2008. "Growth with exhaustible resource and endogenous extraction rate," Economic Modelling, Elsevier, vol. 25(6), pages 1165-1174, November.
- Anusha Chari & Peter Blair Henry & Hector Reyes, 2020. "The Baker Hypothesis," NBER Working Papers 27708, National Bureau of Economic Research, Inc.
- Wu, Yiyun & Zhu, Xiwei & Groenewold, Nicolaas, 2019. "The determinants and effectiveness of industrial policy in china: A study based on Five-Year Plans," China Economic Review, Elsevier, vol. 53(C), pages 225-242.
- Dic Lo, 2004. "China'S Nexus Of Foreign Trade And Economic Growth: Making Sense Of The Anomaly," Working Papers 143, Department of Economics, SOAS University of London, UK.
- Rossitsa Rangelova, 1999. "Endogenous Growth Theory: Rise and Developments," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 3-27.
- Singh, Ajit, 1994.
"How East Asia grew so fast? slow progress towards an analytical consensus,"
MPRA Paper
53830, University Library of Munich, Germany.
- Singh, Ajit, 1995. "How East Asia grew so fast? slow progress towards an analytical consensus," MPRA Paper 54926, University Library of Munich, Germany.
- Baharumshah, Ahmad Zubaidi & Thanoon, Marwan Abdul-Malik, 2006. "Foreign capital flows and economic growth in East Asian countries," China Economic Review, Elsevier, vol. 17(1), pages 70-83.
- Séverine Blaise, 2009. "Japanese Aid as a Prerequisite for FDI : The Case of Southeast Asian Countries," Finance Working Papers 22767, East Asian Bureau of Economic Research.
- Ruttan, Vernon W., 1998. "Growth Economics And Development Economics: What Should Development Economists Learn (If Anything) From The New Growth Theory?," Bulletins 12972, University of Minnesota, Economic Development Center.
- Ding, Chengri & Lichtenberg, Erik, 2008. "Using Land to Promote Urban Economic Growth in China," Working Papers 36748, University of Maryland, Department of Agricultural and Resource Economics.
- Singh, Ajit, 1999. "Global economic trends, development and social policy at Copenhagen plus five," MPRA Paper 53557, University Library of Munich, Germany.
- Sharmistha Self & Richard Grabowski, 2008. "Examining The Link Between Japan'S Development And Education Of Females," Pacific Economic Review, Wiley Blackwell, vol. 13(3), pages 279-288, August.
- Tsun Se Cheong & Yanrui Wu, 2013. "Globalization and Regional Inequality," Economics Discussion / Working Papers 13-10, The University of Western Australia, Department of Economics.
- Jesus Felipe & John S.L. McCombie, 2013. "The Aggregate Production Function and the Measurement of Technical Change," Books, Edward Elgar Publishing, number 1975, March.
- Talan Iscan, 1998. "Trade liberalisation and productivity: A panel study of the Mexican manufacturing industry," Journal of Development Studies, Taylor & Francis Journals, vol. 34(5), pages 123-148.
- Ouyang, Puman & Fu, Shihe, 2012. "Economic growth, local industrial development and inter-regional spillovers from foreign direct investment: Evidence from China," China Economic Review, Elsevier, vol. 23(2), pages 445-460.
- Debi Prasad Bal & Devi Prasad Dash & Bibhudutta Subhasish, 2016. "The Effects of Capital Formation on Economic Growth in India: Evidence from ARDL-bound Testing Approach," Global Business Review, International Management Institute, vol. 17(6), pages 1388-1400, December.
- Hassan Hakimian, 1998. "From East to West Asia: Lessons of Globalization, Crisis and Economic Reform," Working Papers 82, Department of Economics, SOAS University of London, UK, revised 2000.
- Sea Jin Kim & Woo-Kyun Lee & Jun Young Ahn & Wona Lee & Soo Jeong Lee, 2021. "Analysis of Developmental Chronology of South Korean Compressed Growth as a Reference from Sustainable Development Perspectives," Sustainability, MDPI, vol. 13(4), pages 1-22, February.
- Susan M. Collins & Barry P. Bosworth, 1996. "Economic Growth in East Asia: Accumulation versus Assimilation," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 27(2), pages 135-204.
- Lakhwinder Singh, 2006. "Innovations, High-Tech Trade and Industrial Development: Theory, Evidence and Policy," WIDER Working Paper Series RP2006-27, World Institute for Development Economic Research (UNU-WIDER).
- Sun, Qian & Tong, Wilson & Yu, Qiao, 2002. "Determinants of foreign direct investment across China," Journal of International Money and Finance, Elsevier, vol. 21(1), pages 79-113, February.
- Wang, Jin, 2013. "The economic impact of Special Economic Zones: Evidence from Chinese municipalities," Journal of Development Economics, Elsevier, vol. 101(C), pages 133-147.
- Prakash Kumar Shrestha, 2013. "Economic development in South and East Asia: empirical examination of East Asian Development Model," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), vol. 20(2), pages 1-28, December.
- Shang-Jin Wei & Yi Wu, 2001.
"Globalization and Inequality: Evidence from Within China,"
NBER Working Papers
8611, National Bureau of Economic Research, Inc.
- Kiminori Matsuyama & Kazuo Ueda, 1995.
"Economics of Transition,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_95-1, February.
Cited by:
- Aloi, Marta & Lasselle, Laurence, 2007. "Growth and welfare effects of stabilizing innovation cycles," Journal of Macroeconomics, Elsevier, vol. 29(4), pages 806-823, December.
- Ito, Takatoshi & Krueger, Anne O. (ed.), 1995.
"Growth Theories in Light of the East Asian Experience,"
National Bureau of Economic Research Books,
University of Chicago Press,
edition 1, number 9780226386706, April.
Cited by:
- Shang-Jin Wei & Yi Wu, 2001.
"Globalization and Inequality: Evidence from Within China,"
NBER Working Papers
8611, National Bureau of Economic Research, Inc.
- Wei, Shang-Jin & Wu, Yi, 2001. "Globalization and Inequality: Evidence from within China," CEPR Discussion Papers 3088, C.E.P.R. Discussion Papers.
- Gao, Ting, 2004. "Regional industrial growth: evidence from Chinese industries," Regional Science and Urban Economics, Elsevier, vol. 34(1), pages 101-124, January.
- Sai Ding & John Knight, 2011.
"Why has China Grown So Fast? The Role of Physical and Human Capital Formation,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(2), pages 141-174, April.
- Sai Ding & John Knight, 2008. "Why has China Grown So Fast? The Role of Physical and Human Capital Formation," Economics Series Working Papers 414, University of Oxford, Department of Economics.
- Edward M. Graham & Erika Wada, 2001. "Foreign Direct Investment in China: Effects on Growth and Economic Performance," Working Paper Series WP01-3, Peterson Institute for International Economics.
- Kanbur, Ravi & Zhang, Xiaobo, 2001.
"Fifty Years of Regional Inequality in China: A Journey through Revolution, Reform and Openness,"
CEPR Discussion Papers
2887, C.E.P.R. Discussion Papers.
- Kanbur, Ravi & Zhang, Xiaobo, 2001. "Fifty Years Of Regional Inequality In China: A Journey Through Revolution, Reform And Openness," Working Papers 7236, Cornell University, Department of Applied Economics and Management.
- Reuter & Ulrich, 2004. "The Effects of Intraregional Disparities on Regional Development in China: Inequality Decomposition and Panel-Data Analysis," Econometric Society 2004 Far Eastern Meetings 716, Econometric Society.
- Kwong-Leung Tang, 1998. "East Asian Newly Industrializing Countries: Economic Growth and Quality of Life," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 43(1), pages 69-96, February.
- Ajit, Singh, 1998.
"'Asian capitalism' and the financial crisis,"
MPRA Paper
24937, University Library of Munich, Germany.
- Singh, Ajit, 1998. "Asian capitalism and the financial crisis," MPRA Paper 54932, University Library of Munich, Germany.
- Ajit Singh, 1998. ""Asian Capitalism" and the Financial Crisis," SCEPA working paper series. 1998-15, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
- J.-C. Moreno-Brid, 1998.
"Balance-of-payments constrained economic growth: the case of Mexico,"
Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 51(207), pages 413-433.
- J.-C. Moreno-Brid, 1998. "Balance-of-payments constrained economic growth: the case of Mexico," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 51(207), pages 413-433.
- Chi‐Wa Yuen, 1998. "The Fifth Asian Dragon: Sources Of Growth In Guangdong, 1979–1994," Contemporary Economic Policy, Western Economic Association International, vol. 16(1), pages 1-11, January.
- Huh, Hyeon-seung & Kim, David, 2013. "An empirical test of exogenous versus endogenous growth models for the G-7 countries," Economic Modelling, Elsevier, vol. 32(C), pages 262-272.
- Kang, Jung Mo, 2006. "An estimation of growth model for South Korea using human capital," Journal of Asian Economics, Elsevier, vol. 17(5), pages 852-866, November.
- Fu, Tong, 2021. "Do economic institutions matter for trade liberalization? Evidence from China’s Open Door Policy," Research in International Business and Finance, Elsevier, vol. 55(C).
- Belton Fleisher & Haizheng Li & Min Qiang Zhao, 2007.
"Human Capital, Economic Growth, and Regional Inequality in China,"
William Davidson Institute Working Papers Series
wp857, William Davidson Institute at the University of Michigan.
- Fleisher, Belton M. & Li, Haizheng & Zhao, Min Qiang, 2008. "Human Capital, Economic Growth, and Regional Inequality in China," IZA Discussion Papers 3576, Institute of Labor Economics (IZA).
- Fleisher, Belton M. & Li, Haizheng & Zhao, Min Qiang, 2007. "Human Capital, Economic Growth, and Regional Inequality in China," IZA Discussion Papers 2703, Institute of Labor Economics (IZA).
- Fleisher, Belton & Li, Haizheng & Zhao, Min Qiang, 2010. "Human capital, economic growth, and regional inequality in China," Journal of Development Economics, Elsevier, vol. 92(2), pages 215-231, July.
- Belton Fleisher & Haizheng Li & Min-Qiang Zhao, 2009. "Human Capital, Economic Growth, and Regional Inequality in China," Working Papers 09-01, Ohio State University, Department of Economics.
- Robert Feenstra & Dorsati Madani & Tzu-Han Yang & Chi-Yuan Liang, 2003.
"Testing Endogenous Growth In South Korea And Taiwan,"
Working Papers
134, University of California, Davis, Department of Economics.
- Feenstra, Robert C. & Madani, Dorsati & Yang, Tzu-Han & Liang, Chi-Yuan, 1999. "Testing endogenous growth in South Korea and Taiwan," Journal of Development Economics, Elsevier, vol. 60(2), pages 317-341, December.
- Robert C. Feenstra & Dorsati Madani & Tzu-Han Yang & Chi-Yuan Liang, 1997. "Testing Endogenous Growth in South Korea and Taiwan," NBER Working Papers 6028, National Bureau of Economic Research, Inc.
- Robert C. Feenstra & Madani & Dorsati & Yang & Tzu-Han & Liang & Chi-Yuan, "undated". "Testing Endogenous Growth In South Korea And Taiwan," Department of Economics 97-16, California Davis - Department of Economics.
- Felipe, Jesus & Bayudan-Dacuycuy, Connie & Lanzafame, Matteo, 2016. "The declining share of agricultural employment in China: How fast?," Structural Change and Economic Dynamics, Elsevier, vol. 37(C), pages 127-137.
- Gerald Epstein & Elissa Braunstein, 2002.
"Bargaining Power and Foreign Direct Investment in China: Can 1.3 Billion Consumers Tame the Multinationals?,"
Working Papers
wp45, Political Economy Research Institute, University of Massachusetts at Amherst.
- Elissa Braunstein & Gerald Epstein, 2002. "Bargaining Power and Foreign Direct Investment in China: Can 1.3 Billion Consumers Tame the Multinationals?," SCEPA working paper series. 2002-13, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
- Chi, Wei & Qian, Xiaoye, 2009. "The role of education in regional innovation activities and economic growth: spatial evidence from China," MPRA Paper 15779, University Library of Munich, Germany.
- Stauvermann, Peter J. & Ky, Sereyvath & Nam, Gi-Yu, 2013. "The Costs of Increasing the Fertility Rate in an Endogenous Growth Model," MPRA Paper 46381, University Library of Munich, Germany.
- Polterovich, Victor, 2005. "Общество Перманентного Перераспределения: Роль Реформ [Permanent Redistribution Society: The Role of Reforms]," MPRA Paper 22526, University Library of Munich, Germany.
- Schiff, Maurice & Wang, Yanling, 2017. "Trade, Education, Governance and Distance: Impact on Technology Diffusion and Productivity Growth in Asia and LAC," GLO Discussion Paper Series 72, Global Labor Organization (GLO).
- Areendam Chanda, 2002.
"The Influence of Capital Controls on Long Run Growth: Where and How Much?,"
International Finance
0201001, University Library of Munich, Germany.
- Chanda, Areendam, 2005. "The influence of capital controls on long run growth: Where and how much?," Journal of Development Economics, Elsevier, vol. 77(2), pages 441-466, August.
- Ting Gao, 2001. "The impact of foreign trade and investment reform on industry location: the case of China," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 11(4), pages 367-386.
- Thanasis Stengos & Aurangzeb Aurangzeb, 2008. "An empirical investigation of the relationship between education and growth in Pakistan," International Economic Journal, Taylor & Francis Journals, vol. 22(3), pages 345-359.
- Betts, Caroline & Giri, Rahul & Verma, Rubina, 2017. "Trade, Reform and Structural Change in South Korea," MPRA Paper 79072, University Library of Munich, Germany.
- Srinivasan, T.N. & Bhagwati, J., 1999.
"Outward-Orientation and Development: Are Revisionist Right?,"
Papers
806, Yale - Economic Growth Center.
- T. N. Srinivasan & Jagdish Bhagwati, 1999. "Outward-Orientation and Development: Are Revisionists Right," Working Papers 806, Economic Growth Center, Yale University.
- Srinivasan, T.N. & Bhagwati, Jagdish, 1999. "Outward-Orientation and Development: Are Revisionists Right?," Center Discussion Papers 28476, Yale University, Economic Growth Center.
- T. N. Srinivasan & Jagdish Bhagwati, 2001. "Outward-Orientation and Development: Are Revisionists Right?," Palgrave Macmillan Books, in: Deepak Lal & Richard H. Snape (ed.), Trade, Development and Political Economy, chapter 1, pages 3-26, Palgrave Macmillan.
- Sorin-George Toma, 2019. "Learning From The Asian Tigers: Lessons In Economic Growth," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 3, pages 63-69, June.
- Singh, Ajit, 1996.
"Catching up with the West: a perspective on Asian economic development,"
MPRA Paper
53993, University Library of Munich, Germany.
- Singh, Ajit, 1996. "Catching up with the West: a perspective on Asian economic development," MPRA Paper 54925, University Library of Munich, Germany.
- Cunado, J. & Gil-Alana, L. A. & Perez de Gracia, F., 2004. "Real convergence in Taiwan: a fractionally integrated approach," Journal of Asian Economics, Elsevier, vol. 15(3), pages 529-547, June.
- Polterovich, Victor & Popov, Vladimir, 2006. "Эволюционная Теория Экономической Политики: Часть I: Опыт Быстрого Развития [An Evolutionary Theory of Economic Policy: Part I: The Experience of Fast Development]," MPRA Paper 22168, University Library of Munich, Germany.
- Xiaohui Liu & Chang Shu, 2003. "Determinants of Export Performance: Evidence from Chinese Industries," Economic Change and Restructuring, Springer, vol. 36(1), pages 45-67, March.
- Betts, Caroline & Giri, Rahul & Verma, Rubina, 2013.
"Trade, Reform, And Structural Transformation in South Korea,"
MPRA Paper
49540, University Library of Munich, Germany.
- Rubina Verma & Rahul Giri & Caroline Betts, 2017. "Trade, Reform, and Structural Transformation in South Korea," 2017 Meeting Papers 1530, Society for Economic Dynamics.
- Caroline Betts & Rahul Giri & Rubina Verma, 2017. "Trade, Reform, and Structural Transformation in South Korea," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 65(4), pages 745-791, November.
- Polterovich, Victor & Popov, Vladimir, 2005. "Appropriate Economic Policies at Different Stages of Development," MPRA Paper 20066, University Library of Munich, Germany.
- Lee Kian Lim & Michael McAleer, 2004.
"Convergence and catching up in ASEAN: a comparative analysis,"
Applied Economics, Taylor & Francis Journals, vol. 36(2), pages 137-153.
- Lee Kian Lim & Michael McAleer, 2003. "Convergence and Catching Up in ASEAN: A Comparative Analysis," CIRJE F-Series CIRJE-F-218, CIRJE, Faculty of Economics, University of Tokyo.
- John Knight & Sai Ding, 2008.
"Why has China Grown so Fast? The Role of Structural Change,"
Economics Series Working Papers
415, University of Oxford, Department of Economics.
- Ding, Sai & Knight, John, 2009. "Why has China Grown so Fast? The Role of Structural Change," Proceedings of the German Development Economics Conference, Frankfurt a.M. 2009 7, Verein für Socialpolitik, Research Committee Development Economics.
- Michelle Connolly & Kei-Mu Yi, 2015.
"How Much of South Korea's Growth Miracle Can Be Explained by Trade Policy?,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 7(4), pages 188-221, October.
- Michelle P. Connolly & Kei-Mu Yi, 2008. "How much of South Korea’s growth miracle can be explained by trade policy?," Working Paper Series 2008-23, Federal Reserve Bank of San Francisco.
- Michelle P. Connolly & Kei-Mu Yi, 2009. "How much of South Korea's growth miracle can be explained by trade policy?," Working Papers 09-19, Federal Reserve Bank of Philadelphia.
- Kei-Mu Yi & Michelle Connolly, 2010. "How Much of South Korea's Growth Miracle can be Explained by Trade Policy?," 2010 Meeting Papers 1006, Society for Economic Dynamics.
- Yao, Shujie & Wang, Pan & Zhang, Jing & Ou, Jinghua, 2016. "Dynamic relationship between China's inward and outward foreign direct investments," China Economic Review, Elsevier, vol. 40(C), pages 54-70.
- Chang Liu & Li‐An Zhou, 2022. "Does international travel cause economic growth? Evidence from China's removal of travel restrictions on foreigners," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 30(2), pages 337-355, April.
- Khuong Minh Vu, 2013. "The Dynamics of Economic Growth," Books, Edward Elgar Publishing, number 14689, March.
- Harry X. Wu, 2011. "Rethinking China's Path of Industrialization," WIDER Working Paper Series wp-2011-076, World Institute for Development Economic Research (UNU-WIDER).
- Séverine Blaise, 2006. "From Aid To Economic Cooperation: For A Reappraisal Of Japanese Aid Policy [De L'Aide A La Coopération Économique : Pour Un Re-Examen De La Politique Japonaise]," Post-Print hal-02379971, HAL.
- Yanrui Wu, 2008. "The role of productivity in China's growth: new estimates," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 6(2), pages 141-156.
- Peter J. Stauvermann, 2013. "How a Pay-As-You-Go Pension System Can Lead To a Pareto Improvement in an OLG Model with Endogenous Fertility," Economic Research Guardian, Mutascu Publishing, vol. 3(1), pages 61-69, June.
- Shatz, Howard J. & Tarr, David G., 2000.
"Exchange rate overvaluation and trade protection - lessons from experience,"
Policy Research Working Paper Series
2289, The World Bank.
- Howard J. Shatz & David G. Tarr, 2017. "Exchange Rate Overvaluation and Trade Protection: Lessons from Experience," World Scientific Book Chapters, in: Trade Policies for Development and Transition, chapter 5, pages 115-127, World Scientific Publishing Co. Pte. Ltd..
- Yanrui Wu, 2000.
"Income disparity and convergence in China's regional economies,"
Chapters, in: P. J. Lloyd & Xiao-guang Zhang (ed.), China in the Global Economy, chapter 15,
Edward Elgar Publishing.
- Y. Wu, 1999. "Income Disparity and Convergence in China's regional Economies," Economics Discussion / Working Papers 99-15, The University of Western Australia, Department of Economics.
- Syed Hasan & H. Allen Klaiber & Ian Sheldon, 2020. "The impact of science parks on small- and medium-sized enterprises’ productivity distributions: the case of Taiwan and South Korea," Small Business Economics, Springer, vol. 54(1), pages 135-153, January.
- Y. Wu, 1997. "Productivity & Efficiency: Evidence from the Chinese regional economies," Economics Discussion / Working Papers 97-18, The University of Western Australia, Department of Economics.
- Groth, Christian & Schou, Poul, 2007. "Growth and non-renewable resources: The different roles of capital and resource taxes," Journal of Environmental Economics and Management, Elsevier, vol. 53(1), pages 80-98, January.
- Lee Kian Lim, 2000. "Convergence and Catching Up in South-East Asia: A Comparative Analysis," Econometric Society World Congress 2000 Contributed Papers 1844, Econometric Society.
- Juncal Cuñado & L.A. Gil-Alana & F. Pérez de Gracia, 2007.
"Real convergence in some emerging countries: a fractionally integrated approach,"
Recherches économiques de Louvain, De Boeck Université, vol. 73(3), pages 293-310.
- J. Cunado & L.A. Gil-Alana & F. Perez De Gracia, 2007. "Real convergence in some emerging countries : a fractionally integrated approach," Discussion Papers (REL - Recherches Economiques de Louvain) 2007034, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Sadequl Islam, 1996. "Persistence of economic growth and its determinants: some evidence for South Korea and India," Applied Economics Letters, Taylor & Francis Journals, vol. 3(1), pages 53-54.
- Wu, Yanrui, 2000. "Is China's economic growth sustainable? A productivity analysis," China Economic Review, Elsevier, vol. 11(3), pages 278-296.
- McMahon, Walter W., 1998. "Education and Growth in East Asia," Economics of Education Review, Elsevier, vol. 17(2), pages 159-172, April.
- Rossitsa Rangelova, 1999. "Economic Growth in Transition CEECs: Implications for and of Modern Growth Theory," ERI-BAS Chapters, in: Mitko Dimitrov & Wladimir Andreff & Laszlo Csaba (ed.), Economies in Transition and the Variety of Capitalisms. Features, Changes, Convergence, edition 1, chapter 12, pages 102-126, Bulgarian Academy of Sciences - Economic Research Institute.
- Wei Chi & Xiaoye Qian, 2010. "The role of education in regional innovation activities: spatial evidence from China," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 15(4), pages 396-419.
- Hongyi Harry Lai, 1997. "Factor Endowments, Trade Direction, and Growth Performances of the Americas and East Asia in the Nineteenth and Twentieth Centuries," Development and Comp Systems 9710004, University Library of Munich, Germany, revised 17 Jun 1998.
- Shang-Jin Wei, 2002. "China as a Window to the World: Trade Openness, Living Standards and Income Inequality," RBA Annual Conference Volume (Discontinued), in: David Gruen & Terry O'Brien & Jeremy Lawson (ed.),Globalisation, Living Standards and Inequality: Recent Progress and Continuing Challenges, Reserve Bank of Australia.
- Michael Sarel, 1995. "Growth in East Asia: What We Can and What We Cannot Infer From It," RBA Annual Conference Volume (Discontinued), in: Palle Andersen & Jacqueline Dwyer & David Gruen (ed.),Productivity and Growth, Reserve Bank of Australia.
- Rodrigo, G. Chris & Thorbecke, Erik, 1997. "Sources of growth: A reconsideration and general equilibrium application to Indonesia," World Development, Elsevier, vol. 25(10), pages 1609-1625, October.
- Jeffrey D. Sachs & Andrew Warner, 1995.
"Economic Reform and the Process of Global Integration,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 26(1, 25th A), pages 1-118.
- Jeffrey Sachs & Andrew Warner, 1995. "Economic Reform and the Progress of Global Integration," Harvard Institute of Economic Research Working Papers 1733, Harvard - Institute of Economic Research.
- Isabel P. A lbaladejo Pina & MarÃa Pilar MartÃnez-GarcÃa, 2013. "An Endogenous Growth Model of International Tourism," Tourism Economics, , vol. 19(3), pages 509-529, June.
- Mei Wen, 2005. "Foreign Direct Investment, Regional Geographical and Market Conditions, and Regional Development: A Panel Study on China," Departmental Working Papers 2005-12, The Australian National University, Arndt-Corden Department of Economics.
- Stamford da Silva, Alexandre, 2008. "Growth with exhaustible resource and endogenous extraction rate," Economic Modelling, Elsevier, vol. 25(6), pages 1165-1174, November.
- Wu, Yiyun & Zhu, Xiwei & Groenewold, Nicolaas, 2019. "The determinants and effectiveness of industrial policy in china: A study based on Five-Year Plans," China Economic Review, Elsevier, vol. 53(C), pages 225-242.
- Dic Lo, 2004. "China'S Nexus Of Foreign Trade And Economic Growth: Making Sense Of The Anomaly," Working Papers 143, Department of Economics, SOAS University of London, UK.
- Rossitsa Rangelova, 1999. "Endogenous Growth Theory: Rise and Developments," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 3-27.
- Baharumshah, Ahmad Zubaidi & Thanoon, Marwan Abdul-Malik, 2006. "Foreign capital flows and economic growth in East Asian countries," China Economic Review, Elsevier, vol. 17(1), pages 70-83.
- Séverine Blaise, 2009. "Japanese Aid as a Prerequisite for FDI : The Case of Southeast Asian Countries," Finance Working Papers 22767, East Asian Bureau of Economic Research.
- Ruttan, Vernon W., 1998. "Growth Economics And Development Economics: What Should Development Economists Learn (If Anything) From The New Growth Theory?," Bulletins 12972, University of Minnesota, Economic Development Center.
- Ding, Chengri & Lichtenberg, Erik, 2008. "Using Land to Promote Urban Economic Growth in China," Working Papers 36748, University of Maryland, Department of Agricultural and Resource Economics.
- Singh, Ajit, 1999. "Global economic trends, development and social policy at Copenhagen plus five," MPRA Paper 53557, University Library of Munich, Germany.
- Sharmistha Self & Richard Grabowski, 2008. "Examining The Link Between Japan'S Development And Education Of Females," Pacific Economic Review, Wiley Blackwell, vol. 13(3), pages 279-288, August.
- Tsun Se Cheong & Yanrui Wu, 2013. "Globalization and Regional Inequality," Economics Discussion / Working Papers 13-10, The University of Western Australia, Department of Economics.
- Jesus Felipe & John S.L. McCombie, 2013. "The Aggregate Production Function and the Measurement of Technical Change," Books, Edward Elgar Publishing, number 1975, March.
- Talan Iscan, 1998. "Trade liberalisation and productivity: A panel study of the Mexican manufacturing industry," Journal of Development Studies, Taylor & Francis Journals, vol. 34(5), pages 123-148.
- Ouyang, Puman & Fu, Shihe, 2012. "Economic growth, local industrial development and inter-regional spillovers from foreign direct investment: Evidence from China," China Economic Review, Elsevier, vol. 23(2), pages 445-460.
- Hassan Hakimian, 1998. "From East to West Asia: Lessons of Globalization, Crisis and Economic Reform," Working Papers 82, Department of Economics, SOAS University of London, UK, revised 2000.
- Lakhwinder Singh, 2006. "Innovations, High-Tech Trade and Industrial Development: Theory, Evidence and Policy," WIDER Working Paper Series RP2006-27, World Institute for Development Economic Research (UNU-WIDER).
- Sun, Qian & Tong, Wilson & Yu, Qiao, 2002. "Determinants of foreign direct investment across China," Journal of International Money and Finance, Elsevier, vol. 21(1), pages 79-113, February.
- Wang, Jin, 2013. "The economic impact of Special Economic Zones: Evidence from Chinese municipalities," Journal of Development Economics, Elsevier, vol. 101(C), pages 133-147.
- Shang-Jin Wei & Yi Wu, 2001.
"Globalization and Inequality: Evidence from Within China,"
NBER Working Papers
8611, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Anne O. Krueger, 1994.
"Macroeconomic Linkage: Savings, Exchange Rates, and Capital Flows,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_94-1, February.
Cited by:
- Shinji Takagi, 1996.
"The Yen and Its East Asian Neighbors, 1980-1995: Cooperation or Competition?,"
NBER Working Papers
5720, National Bureau of Economic Research, Inc.
- Shinji Takagi, 1999. "The Yen and Its East Asian Neighbors 1980-1995: Cooperation or Competition?," NBER Chapters, in: Changes in Exchange Rates in Rapidly Developing Countries: Theory, Practice, and Policy Issues, pages 185-210, National Bureau of Economic Research, Inc.
- Lee, Grace H.Y. & Koh, Sharon G.M., 2012. "The prospects of a monetary union in East Asia," Economic Modelling, Elsevier, vol. 29(2), pages 96-102.
- Guanyu Su & Junhui Qian, 2021. "Structural Changes in the Renminbi Exchange Rate Mechanism," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 29(2), pages 1-23, March.
- Teuku Rahmatsyah & Gulasekaran Rajaguru & Reza Siregar, 2002.
"Exchange Rate Volatility, Trade and “Fixing for Life” in Thailand,"
Centre for International Economic Studies Working Papers
2002-12, University of Adelaide, Centre for International Economic Studies.
- Rahmatsyah, Teuku & Rajaguru, Gulasekaran & Siregar, Reza Y., 2002. "Exchange-rate volatility, trade and "fixing for life" in Thailand," Japan and the World Economy, Elsevier, vol. 14(4), pages 445-470, December.
- Gunther Schnabl, 2006. "The Evolution of the East Asian Currency Baskets – Still Undisclosed and Changing," CESifo Working Paper Series 1873, CESifo.
- Ogawa, Eiji & Ito, Takatoshi, 2002.
"On the Desirability of a Regional Basket Currency Arrangement,"
Journal of the Japanese and International Economies, Elsevier, vol. 16(3), pages 317-334, September.
- Eiji Ogawa & Takatoshi Ito, 2000. "On the Desirability of a Regional Basket Currency Arrangement," NBER Working Papers 8002, National Bureau of Economic Research, Inc.
- Ronald McKinnon & Gunther Schnabl, 2006.
"The East Asian Dollar Standard, Fear of Floating, and Original Sin,"
Chapters, in: Volbert Alexander & Hans-Helmut Kotz (ed.), Global Divergence in Trade, Money and Policy, chapter 3, pages 45-71,
Edward Elgar Publishing.
- Ronald McKinnon & Gunther Schnabl, 2003. "The East Asian Dollar Standard, Fear of Floating, and Original Sin," Working Papers 112003, Hong Kong Institute for Monetary Research.
- Ronald McKinnon & Gunther Schnabl, 2003. "The East Asian Dollar Standard, Fear of Floating, and Original Sin," Working Papers 03001, Stanford University, Department of Economics.
- Ronald McKinnon & Gunther Schnabl, 2004. "The East Asian Dollar Standard, Fear of Floating, and Original Sin," Review of Development Economics, Wiley Blackwell, vol. 8(3), pages 331-360, August.
- Mohamed Aslam, 2012. "Exchange Rate Policy in Developing Countries: The East Asian Experience," Chapters, in: Claude Gnos & Louis-Philippe Rochon & Domenica Tropeano (ed.), Employment, Growth and Development, chapter 8, Edward Elgar Publishing.
- Lien, Donald & Yang, Li & Zhou, Chunyang & Lee, Geul, 2014. "Co-movement between RMB and New Taiwan Dollars: Evidences from NDF markets," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 265-272.
- Moreno, R., 2000.
"Pagging and Macroeconomic Performance in East Asia,"
Papers
pb00-03, Economisch Institut voor het Midden en Kleinbedrijf-.
- Ramon Moreno, 2000. "Pegging and macroeconomic performance in East Asia," Pacific Basin Working Paper Series 2000-03, Federal Reserve Bank of San Francisco.
- Ajay Shah & Ila Patnaik, 2007.
"India's Experience with Capital Flows: The Elusive Quest for a Sustainable Current Account Deficit,"
NBER Chapters, in: Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences, pages 609-644,
National Bureau of Economic Research, Inc.
- Ajay Shah & Ila Patnaik, 2005. "India's Experience with Capital Flows: The Elusive Quest for a Sustainable Current Account Deficit," NBER Working Papers 11387, National Bureau of Economic Research, Inc.
- Eiji Ogawa & Junko Shimizu, 2011. "Asian Monetary Unit (Amu) As A Surveillance Indicators For Regional Monetary Cooperation," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 2(01), pages 67-83.
- Eiji Ogawa & Michiru Sakane Kosaka, 2014. "Japan's Monetary and Financial Cooperation in East Asia \ From the Viewpoint of the Spillover Effects of Currency Misalignment," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 10(1), pages 33-52, March.
- Benjamin KEDDAD & SATO Kiyotaka, 2019. "Pegging or Floating? A Regime-Switching Perspective of Asian Exchange Rate Practices," Discussion papers 19073, Research Institute of Economy, Trade and Industry (RIETI).
- Hiro Ito & Masahiro Kawai, 2012.
"New Measures of the Trilemma Hypothesis : Implications for Asia,"
Finance Working Papers
23331, East Asian Bureau of Economic Research.
- Ito, Hiro & Kawai, Masahiro, 2012. "New Measures of the Trilemma Hypothesis: Implications for Asia," ADBI Working Papers 381, Asian Development Bank Institute.
- Hiro Ito & Masahiro Kawai, 2012. "New Measures of the Trilemma Hypothesis : Implications for Asia," Macroeconomics Working Papers 23331, East Asian Bureau of Economic Research.
- Ronald McKinnon & Gunther Schnabl, 2002. "Synchronized Business Cycles in East Asia: Fluctuations in the Yen/Dollar Exchange Rate and China’s Stabilizing Role," Working Papers 02010, Stanford University, Department of Economics.
- Reza Siregar & Ramkishen Rajan, 2004. "Exchange Rate Policy and Reserve Management in Indonesia in the Context of East Asian Monetary Regionalism," Centre for International Economic Studies Working Papers 2004-03, University of Adelaide, Centre for International Economic Studies.
- Masahiro Kawai & Li-Gang Liu, 2015.
"Trilemma Challenges for the People's Republic of China,"
Asian Development Review, MIT Press, vol. 32(1), pages 49-89, March.
- Kawai, Masahiro & Liu, Li-Gang, 2015. "Trilemma Challenges for the People's Republic of China," ADBI Working Papers 513, Asian Development Bank Institute.
- Patnaik, Ila & Sengupta, Rajeswari, 2021.
"Analysing India's Exchange Rate Regime,"
Working Papers
21/353, National Institute of Public Finance and Policy.
- Ila Patnaik & Rajeswari Sengupta, 2021. "Analysing India's exchange rate regime," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2021-022, Indira Gandhi Institute of Development Research, Mumbai, India.
- Patnaik, Ila & Sengupta, Rajeshwari, 2022. "Analyzing India's Exchange Rate Regime," India Policy Forum, National Council of Applied Economic Research, vol. 18(1), pages 53-85.
- Jeffrey A. Frankel & Shang-Jin Wei, 2008.
"Estimation of De Facto Exchange Rate Regimes: Synthesis of the Techniques for Inferring Flexibility and Basket Weights,"
NBER Working Papers
14016, National Bureau of Economic Research, Inc.
- Jeffrey Frankel & Shang-Jin Wei, 2008. "Estimation of De Facto Exchange Rate Regimes: Synthesis of the Techniques for Inferring Flexibility and Basket Weights," CID Working Papers 157, Center for International Development at Harvard University.
- Jeffrey Frankel & Shang-Jin Wei, 2008. "Estimation of De Facto Exchange Rate Regimes: Synthesis of the Techniques for Inferring Flexibility and Basket Weights," IMF Staff Papers, Palgrave Macmillan, vol. 55(3), pages 384-416, July.
- Frankel, Jeffrey & Wei, Shang-Jin, 2008. "Estimation of De Facto Exchange Rate Regimes: Synthesis of The Techniques for Inferring Flexibility and Basket Weights," Working Paper Series rwp08-026, Harvard University, John F. Kennedy School of Government.
- Shiu-Sheng Chen, 2003.
"Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach,"
International Finance
0303002, University Library of Munich, Germany, revised 05 Apr 2003.
- Chen, Shiu-Sheng, 2006. "Revisiting the interest rate-exchange rate nexus: a Markov-switching approach," Journal of Development Economics, Elsevier, vol. 79(1), pages 208-224, February.
- SaangJoon Baak & Arif Al-Mahmood & Souksavanh Vixathep, 2003. "Exchange Rate Volatility and Exports from East Asian Countries to Japan and the U. S," Working Papers EMS_2003_01, Research Institute, International University of Japan.
- Menzie Chinn & William Maloney, 1995.
"Financial and capital account liberalization in the Pacific Basin: Korea and Taiwan during the 1980's,"
International Finance
9508005, University Library of Munich, Germany.
- Menzie Chinn & William Maloney, 1998. "Financial and Capital Account Liberalization in the Pacific Basin: Korea and Taiwan During the 1980's," International Economic Journal, Taylor & Francis Journals, vol. 12(1), pages 53-74.
- Menzie D. Chinn & William F. Maloney, 1996. "Financial and Capital Account Liberalization in the Pacific Basin: Korea and Taiwan during the 1980's," NBER Working Papers 5814, National Bureau of Economic Research, Inc.
- Zeileis, Achim & Shah, Ajay & Patnaik, Ila, 2010. "Testing, monitoring, and dating structural changes in exchange rate regimes," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1696-1706, June.
- Ajay Shah & Ila Patnaik, 2010.
"Managing Capital Flows: The Case of India,"
Chapters, in: Masahiro Kawai & Mario B. Lamberte (ed.), Managing Capital Flows, chapter 9,
Edward Elgar Publishing.
- Shah, Ajay & Patnaik, Ila, 2008. "Managing capital flows: The case of India," Working Papers 08/52, National Institute of Public Finance and Policy.
- Ajay Shah, 2008. "Managing Capital Flows: The Case of India," Working Papers id:1570, eSocialSciences.
- Barry Eichengreen and Tamim Bayoumi., 1996.
"Is Asia an Optimum Currency Area? Can It Become One? Regional, Global and Historical Perspectives on Asian Monetary Relations,"
Center for International and Development Economics Research (CIDER) Working Papers
C96-081, University of California at Berkeley.
- Eichengreen, Barry & Bayoumi, Tamim, 1996. "Is Asia an Optimum Currency Area? Can It Become One? Regional, Global and Historical Perspectives on Asian Monetary Relations," Department of Economics, Working Paper Series qt1td5x343, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Eichengreen, Barry & Bayoumi, Tamim, 1996. "Is Asia an Optimum Currency Area? Can It Become One? Regional, Global and Historical Perspectives on Asian Monetary Relations," Center for International and Development Economics Research, Working Paper Series qt1td5x343, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- Donny Tang, 2005. "Effects of the Regional Trading Arrangements on Trade: Evidence from the NAFTA, ANZCER and ASEAN Countries, 1989 - 2000," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 14(2), pages 241-265.
- Richard Pomfret, 2005. "Sequencing Trade and Monetary Integration," Others 0502004, University Library of Munich, Germany.
- Sen Gupta, Abhijit, 2010.
"Prospects for a Single Asian Currency,"
MPRA Paper
40181, University Library of Munich, Germany.
- Abhijit Sen Gupta, 2010. "Prospects for a Single Asian Currency," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 6(5), pages 873-892, June.
- Ila Patnaik & Ajay Shah, 2009.
"The difficulties of the Chinese and Indian exchange rate regimes,"
Macroeconomics Working Papers
22975, East Asian Bureau of Economic Research.
- Ila Patnaik, 2009. "The Difficulties of the Chinese and Indian Exchange Rate Regimes," Working Papers id:2321, eSocialSciences.
- Patnaik, Ila & Shah, Ajay, 2009. "The difficulties of the Chinese and Indian exchange rate regimes," Working Papers 09/62, National Institute of Public Finance and Policy.
- Ila Patnaik & Ajay Shah, 2009. "The difficulties of the Chinese and Indian exchange rate regimes," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 6(1), pages 157-173, June.
- Ramkishen S. Rajan & Reza Siregar, 2002. "Choice of Exchange Rate Regime: Currency Board (Hong Kong) or Monitoring Band (Singapore)?," Australian Economic Papers, Wiley Blackwell, vol. 41(4), pages 538-556, December.
- Victor Pontines & Reza Siregar, 2006. "Exchange Market Intervention and Evidence of Post-Crisis Flexible Exchange Rate Regimes in Selected East Asian Economies," Centre for International Economic Studies Working Papers 2006-01, University of Adelaide, Centre for International Economic Studies.
- Lee, Grace H.Y. & Azali, M., 2012.
"Is East Asia an optimum currency area?,"
Economic Modelling, Elsevier, vol. 29(2), pages 87-95.
- Lee, Grace HY & M, Azali, 2010. "Is East Asia an optimum currency area?," MPRA Paper 52556, University Library of Munich, Germany.
- Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2020.
"Persistent Current Account Imbalances: Are they Good or Bad for Regional and Global Growth?,"
ADBI Working Papers
1094, Asian Development Bank Institute.
- Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2021. "Persistent current account imbalances: Are they good or bad for regional and global growth?," Journal of International Money and Finance, Elsevier, vol. 115(C).
- Charles Engel & John H. Rogers, 1998.
"Relative Price Volatility: What Role Does the Border Play?,"
Working Papers
0061, University of Washington, Department of Economics.
- Charles Engel & John H. Rogers, 1998. "Relative price volatility: what role does the border play?," International Finance Discussion Papers 623, Board of Governors of the Federal Reserve System (U.S.).
- Charles Engel & John H. Rogers, 1998. "Relative Price Volatility: What Role Does the Border Play?," Discussion Papers in Economics at the University of Washington 0061, Department of Economics at the University of Washington.
- Bong-Han Kim & Hyeongwoo Kim & Hong-Ghi Min, 2011.
"Reassessing the Link between the Japanese Yen and Emerging Asian Currencies,"
Auburn Economics Working Paper Series
auwp2011-05, Department of Economics, Auburn University.
- Kim, Bong-Han & Kim, Hyeongwoo & Min, Hong-Ghi, 2013. "Reassessing the link between the Japanese yen and emerging Asian currencies," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 306-326.
- Takatoshi Ito, 1999.
"Capital Flows in Asia,"
Discussion Paper Series
a371, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito, 2000. "Capital Flows in Asia," NBER Chapters, in: Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, pages 255-296, National Bureau of Economic Research, Inc.
- Takatoshi Ito, 1999. "Capital Flows in Asia," NBER Working Papers 7134, National Bureau of Economic Research, Inc.
- OGAWA Eiji & YOSHIMI Taiyo, 2009. "Analysis on β and σ Convergences of East Asian Currencies," Discussion papers 09018, Research Institute of Economy, Trade and Industry (RIETI).
- Jeffrey A. Frankel & Shang-Jin Wei, 2007.
"Assessing China's exchange rate regime [‘Working with the IMF to strengthen exchange rate surveillance’],"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 22(51), pages 576-627.
- Jeffrey A. Frankel & Shang-Jin Wei, 2007. "Assessing China's Exchange Rate Regime," NBER Working Papers 13100, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey & Wei, Shang-Jin, 2007. "Assessing China?s Exchange Rate Regime," CEPR Discussion Papers 6264, C.E.P.R. Discussion Papers.
- Kaiji Chen & Yi Wen, 2015.
"The great housing boom of China,"
FRB Atlanta CQER Working Paper
2015-3, Federal Reserve Bank of Atlanta.
- Kaiji Chen & Yi Wen, 2017. "The Great Housing Boom of China," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(2), pages 73-114, April.
- Kaiji Chen & Yi Wen, 2014. "The great housing boom of China," Working Papers 2014-22, Federal Reserve Bank of St. Louis.
- Hwee K. Chow, 2021. "Connectedness of Asia Pacific forex markets: China's growing influence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3807-3818, July.
- Mr. Camilo E Tovar Mora & Tania Mohd Nor, 2018. "Reserve Currency Blocs: A Changing International Monetary System?," IMF Working Papers 2018/020, International Monetary Fund.
- Radhika Pandey & Gurnain Pasricha & Ila Patnaik & Ajay Shah, 2015.
"Motivations for Capital Controls and Their Effectiveness,"
Staff Working Papers
15-5, Bank of Canada.
- Radhika Pandey & Gurnain K. Pasricha & Ila Patnaik & Ajay Shah, 2021. "Motivations for capital controls and their effectiveness," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 391-415, January.
- Pandey, Radhika & Pasricha, Gurnain K. & Patnaik, Ila & Shah, Ajay, 2016. "Motivations for capital controls and their effectiveness," Working Papers 16/168, National Institute of Public Finance and Policy.
- Reza Y. Siregar & Choo Lay Har, 2001. "Economic Fundamentals and Managed Floating Exchange Rate Regime in Singapore," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 26(1), pages 133-148, June.
- Slavi T. Slavov, 2005. "Should small open economies in East Asia put all their eggs in one basket: the role of balance sheet effects," International Finance 0501001, University Library of Munich, Germany.
- Mr. Jeffrey A. Frankel & Shang-Jin Wei, 1998.
"Open Regionalism in a World of Continental Trade Blocs,"
IMF Working Papers
1998/010, International Monetary Fund.
- Shang-Jin Wei & Jeffrey A. Frankel, 1998. "Open Regionalism in a World of Continental Trade Blocs," IMF Staff Papers, Palgrave Macmillan, vol. 45(3), pages 440-453, September.
- Shang-Jin Wei & Jeffrey A. Frankel, 1995. "Open Regionalism in a World of Continental Trade Blocs," NBER Working Papers 5272, National Bureau of Economic Research, Inc.
- Eiji Ogawa & Junko Shimizu, 2006. "Stabilization of Effective Exchange Rates Under Common Currency Basket Systems," NBER Working Papers 12198, National Bureau of Economic Research, Inc.
- Suiwah Leung, 2010. "Finance, Trade and Development in East Asia: Opportunities for Mekong Economies," Chapters, in: Suiwah Leung & Ben Bingham & Matt Davies (ed.), Globalization and Development in the Mekong Economies, chapter 4, Edward Elgar Publishing.
- Abhijit Sen Gupta & Amitendu Palit, 2008. "Feasibility of an Asian Currency Unit," Macroeconomics Working Papers 22164, East Asian Bureau of Economic Research.
- Su Zhou, 1998. "Exchange rate systems and linkages in the pacific basin," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 26(1), pages 66-84, March.
- Eiji Ogawa & Kentaro Kawasaki, 2006.
"Adopting a common currency basket arrangement into the 'ASEAN plus three',"
Discussion papers
06028, Research Institute of Economy, Trade and Industry (RIETI).
- Eiji Ogawa & Kentaro Kawasaki, 2008. "Adopting a Common Currency Basket Arrangement into the ASEAN Plus Three," NBER Chapters, in: International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy, pages 219-237, National Bureau of Economic Research, Inc.
- Eiji Ogawa & Kentaro Kawasaki, 2011. "Monetary Integration in East Asia," Chapters, in: Masahisa Fujita & Ikuo Kuroiwa & Satoru Kumagai (ed.), The Economics of East Asian Integration, chapter 10, Edward Elgar Publishing.
- Pomfret, Richard, 2005.
"Sequencing trade and monetary integration: issues and application to Asia,"
Journal of Asian Economics, Elsevier, vol. 16(1), pages 105-124, February.
- Richard Pomfret, 2004. "Sequencing Trade and Monetary Integration: Issues and Applications to Asia," School of Economics and Public Policy Working Papers 2004-14, University of Adelaide, School of Economics and Public Policy.
- Tony Cavoli & Ramkishen S. Rajan, 2007. "Managing in the Middle: Characterizing Singapore's Exchange Rate Policy," Asian Economic Journal, East Asian Economic Association, vol. 21(3), pages 321-342, September.
- Kiichiro Fukasaku & David Martineau, 1999. "Coopération monétaire en Asie de l'Est : l'apport des tests de causalité et de la cointégration," Économie et Prévision, Programme National Persée, vol. 140(4), pages 105-116.
- Reuven Glick & Michael M. Hutchison, 2013.
"China’s Financial Linkages with Asia and the Global Financial Crisis,"
Working Paper Series
2013-12, Federal Reserve Bank of San Francisco.
- Glick, Reuven & Hutchison, Michael, 2013. "China's financial linkages with Asia and the global financial crisis," Journal of International Money and Finance, Elsevier, vol. 39(C), pages 186-206.
- Ito, Takatoshi & Ogawa, Eiji & Sasaki, Yuri Nagataki, 1998.
"How Did the Dollar Peg Fail in Asia?,"
Journal of the Japanese and International Economies, Elsevier, vol. 12(4), pages 256-304, December.
- Takatoshi Ito & Eiji Ogawa & Yuri Nagataki Sasaki, 1999. "How Did the Dollar Peg Fail in Asia?," NBER Working Papers 6729, National Bureau of Economic Research, Inc.
- Kwack, Sung Y., 2005. "Exchange rate and monetary regime options for regional cooperation in East Asia," Journal of Asian Economics, Elsevier, vol. 16(1), pages 57-75, February.
- Kentaro Kawasaki & Eiji Ogawa, 2006. "What Should the Weights of the Three Major Currencies be in a Common Currency Basket in East Asia?," Asian Economic Journal, East Asian Economic Association, vol. 20(1), pages 75-94, March.
- Graham Bird & Ramkishen Rajan, 2002. "Optimal currency baskets and the third currency phenomenon: exchange rate policy in Southeast Asia," Journal of International Development, John Wiley & Sons, Ltd., vol. 14(8), pages 1053-1073.
- Willem THORBECKE, 2019.
"East Asian Value Chains, Exchange Rates, and Regional Exchange Rate Arrangements,"
Discussion papers
19046, Research Institute of Economy, Trade and Industry (RIETI).
- Thorbecke, Willem, 2019. "East Asian value chains, exchange rates, and regional exchange rate arrangements," Journal of Asian Economics, Elsevier, vol. 65(C).
- Tony Cavoli, 2006. "The Extent of Exchange Rate Flexibility in India: Basket Pegger or Closet US Dollar Pegger?," Working Papers id:424, eSocialSciences.
- Jeffrey J. Frankel and Andrew K. Rose., 1996.
"Currency Crashes in Emerging Markets: Empirical Indicators,"
Center for International and Development Economics Research (CIDER) Working Papers
C96-062, University of California at Berkeley.
- Jeffrey A. Frankel & Andrew K. Rose, 1996. "Currency Crashes in Emerging Markets: Empirical Indicators," NBER Working Papers 5437, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey A & Rose, Andrew K, 1996. "Currency Crashes in Emerging Markets: Empirical Indicators," CEPR Discussion Papers 1349, C.E.P.R. Discussion Papers.
- Frankel, Jeffrey A. & Rose, Andrew K., 1996. "Currency Crashes in Emerging Markets: Empirical Indicators," Center for International and Development Economics Research (CIDER) Working Papers 233424, University of California-Berkeley, Department of Economics.
- Ramkishen S. Rajan, 2011.
"Management of Exchange Rate Regimes in Emerging Asia,"
Governance Working Papers
23214, East Asian Bureau of Economic Research.
- Ramkishen S. Rajan, 2011. "Management of Exchange Rate Regimes in Emerging Asia," Macroeconomics Working Papers 23214, East Asian Bureau of Economic Research.
- Rajan, Ramkishen, 2011. "Management of Exchange Rate Regimes in Emerging Asia," ADBI Working Papers 322, Asian Development Bank Institute.
- Ramkishen S. Rajan & Tony Cavoli, 2010.
"Exchange Rate Arrangements For East Asia Post-Crisis: Examining The Case For Open Economy Inflation Targeting,"
Working Papers
id:2718, eSocialSciences.
- Tony Cavoli & Ramkishen Rajan, 2003. "Exchange Rate Arrangements for East Asia Post-Crisis: Examining the Case for Open Economy Inflation Targeting," Centre for International Economic Studies Working Papers 2003-10, University of Adelaide, Centre for International Economic Studies.
- Graham Bird & Ramkishen Rajan, 2002. "The Evolving Asian Financial Architecture," Centre for International Economic Studies Working Papers 2002-03, University of Adelaide, Centre for International Economic Studies.
- Ajay Shah & Ila Patnaik & Anmol Sethy & Vimal Balasubramaniam, 2010.
"The Exchange Rate Regime in Asia: From Crisis to Crisis,"
Working Papers
id:2582, eSocialSciences.
- Patnaik, Ila & Shah, Ajay & Sethy, Anmol & Balasubramaniam, Vimal, 2010. "The exchange rate regime in Asia: From crisis to crisis," Working Papers 10/69, National Institute of Public Finance and Policy.
- Ila Patnaik & Ajay Shah & Anmol Sethy & Vimal Balasubramaniam, 2010. "The exchange rate regime in Asia : From Crisis to Crisis," Finance Working Papers 21852, East Asian Bureau of Economic Research.
- Patnaik, Ila & Shah, Ajay & Sethy, Anmol & Balasubramaniam, Vimal, 2011. "The exchange rate regime in Asia: From crisis to crisis," International Review of Economics & Finance, Elsevier, vol. 20(1), pages 32-43, January.
- Victor Pontines & Reza Y. Siregar, 2010.
"Fear of Appreciation in East and Southeast Asia: The Role of the Chinese Renminbi,"
Staff Papers,
South East Asian Central Banks (SEACEN) Research and Training Centre, number sp78.
- Pontines, Victor & Siregar, Reza Y., 2012. "Fear of appreciation in East and Southeast Asia: The role of the Chinese renminbi," Journal of Asian Economics, Elsevier, vol. 23(4), pages 324-334.
- Pontines, Victor & Siregar, Reza Y., 2010. "Fear of Appreciation in East and Southeast Asia: The Role of the Chinese Renminbi," MPRA Paper 25408, University Library of Munich, Germany.
- Peter J. Morgan, 2013.
"Monetary Policy Frameworks in Asia : Experience, Lessons, and Issues,"
Finance Working Papers
23639, East Asian Bureau of Economic Research.
- Morgan, Peter J., 2013. "Monetary Policy Frameworks in Asia: Experience, Lessons, and Issues," ADBI Working Papers 435, Asian Development Bank Institute.
- Peter J. Morgan, 2013. "Monetary Policy Frameworks in Asia : Experience, Lessons, and Issues," Macroeconomics Working Papers 23639, East Asian Bureau of Economic Research.
- Reuven Glick & Ramon Moreno, 2001. "Is money still useful for policy in East Asia?," Pacific Basin Working Paper Series 2001-12, Federal Reserve Bank of San Francisco.
- Gunther Schnabl, 2017.
"Exchange Rate Regime, Financial Market Bubbles and Long-term Growth in China: Lessons from Japan,"
China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 25(1), pages 32-57, January.
- Gunther Schnabl, 2016. "Exchange Rate Regime, Financial Market Bubbles and Long-Term Growth in China: Lessons from Japan," CESifo Working Paper Series 5902, CESifo.
- SaangJoon Baak, 2004. "Exchange Rate Volatility and Trade among the Asia Pacific Countries," Econometric Society 2004 Far Eastern Meetings 724, Econometric Society.
- Woosik Moon & Yeongseop Rhee, 2012. "Asian Monetary Integration," Books, Edward Elgar Publishing, number 14191, March.
- Ila Patnaik & Ajay Shah, 2010.
"Asia Confronts the Impossible Trinity,"
Macroeconomics Working Papers
22814, East Asian Bureau of Economic Research.
- Patnaik, Ila & Shah, Ajay, 2010. "Asia Confronts the Impossible Trinity," ADBI Working Papers 204, Asian Development Bank Institute.
- Patnaik, Ila & Shah, Ajay, 2010. "Asia confronts the impossible trinity," Working Papers 10/64, National Institute of Public Finance and Policy.
- Ila Patnaik & Ajay Shah, 2012. "Asia Confronts the Impossible Trinity," Chapters, in: Masahiro Kawai & Peter J. Morgan & Shinji Takagi (ed.), Monetary and Currency Policy Management in Asia, chapter 7, Edward Elgar Publishing.
- Ila Patnaik & Ajay Shah, 2010. "Asia confronts the impossible trinity," Macroeconomics Working Papers 22973, East Asian Bureau of Economic Research.
- Ajay Shah & Ila Patnaik, 2010. "Asia Confronts the Impossible Trinity," Working Papers id:2402, eSocialSciences.
- Sen Gupta, Abhijit & Sengupta, Rajeswari, 2014.
"Is India Ready for Flexible Inflation-Targeting?,"
MPRA Paper
56430, University Library of Munich, Germany.
- Abhijit Sen Gupta & Rajeswari Sengupta, 2014. "Is India ready for flexible inflation-targeting?," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2014-019, Indira Gandhi Institute of Development Research, Mumbai, India.
- Yiping Huang & Daili Wang & Gang Fan, 2014.
"Paths to a Reserve Currency : Internationalization of the Renminbi and Its Implications,"
Finance Working Papers
24165, East Asian Bureau of Economic Research.
- Yiping Huang & Daili Wang & Gang Fan, 2014. "Paths to a Reserve Currency : Internationalization of the Renminbi and Its Implications," Macroeconomics Working Papers 24165, East Asian Bureau of Economic Research.
- Huang, Yiping & Wang, Daili & Fan, Gang, 2014. "Paths to a Reserve Currency: Internationalization of the Renminbi and Its Implications," ADBI Working Papers 482, Asian Development Bank Institute.
- Robert N McCauley, 2002.
"Setting Monetary Policy in East Asia: Goals, Developments and Institutions,"
Occasional Papers,
South East Asian Central Banks (SEACEN) Research and Training Centre, number occ33.
- Robert N McCauley, 2001. "Setting Monetary Policy in East Asia: Goals, Developments and Institutions," RBA Annual Conference Volume (Discontinued), in: David Gruen & John Simon (ed.),Future Directions for Monetary Policies in East Asia, Reserve Bank of Australia.
- McCauley, R.N., 1997.
"The Euro and the Dollar,"
Princeton Essays in International Economics
205, International Economics Section, Departement of Economics Princeton University,.
- Robert N. McCauley, 1997. "The euro and the dollar," BIS Working Papers 50, Bank for International Settlements.
- Takatoshi Ito & Kathryn M. Dominguez & Moeen Qureshi & Zhang Shengman & Masaru Yoshitomi, 1999. "Capital Flows to East Asia," NBER Chapters, in: International Capital Flows, pages 111-190, National Bureau of Economic Research, Inc.
- Ronald McKinnon & Gunther Schnabl, 2004.
"The Return to Soft Dollar Pegging in East Asia: Mitigating Conflicted Virtue,"
International Finance, Wiley Blackwell, vol. 7(2), pages 169-201, July.
- Ronald McKinnon & Gunther Schnabl, 2004. "The Return to Soft Dollar Pegging in East Asia. Mitigating Conflicted Virtue," International Finance 0406007, University Library of Munich, Germany, revised 07 Jul 2004.
- Chinn, Menzie D & Frankel, Jeffrey A, 1995.
"Who drives real interest rates around the Pacific Rim: the USA or Japan?,"
Journal of International Money and Finance, Elsevier, vol. 14(6), pages 801-821, December.
- Menzie D. Chinn & Jeffrey A. Frankel, 1995. "Who drives real interest rates around the Pacific Rim: the US or Japan?," Pacific Basin Working Paper Series 95-02, Federal Reserve Bank of San Francisco.
- Ronald I. McKinnon, 2002.
"Limiting Moral Hazard and Reducing Risk in International Capital Flows: The Choice of an Exchange Rate Regime,"
The ANNALS of the American Academy of Political and Social Science, , vol. 579(1), pages 200-218, January.
- Ronald I. McKinnon, 1999. "Limiting moral hazard and reducing risk in international capital flows: the choice of an exchange-rate regime," Proceedings, Federal Reserve Bank of San Francisco, issue Sep.
- Baharumshah, Ahmad Zubaidi & Onwuka, Kevin Odulukwe & Habibullah, Muzafar Shah, 2007. "Is a regional trade bloc a prelude to multilateral trade liberalization?: Empirical evidence from the ASEAN-5 economies," Journal of Asian Economics, Elsevier, vol. 18(2), pages 384-402, April.
- John Thornton & Alessandro Goglio, 1999. "Intra-regional trade and business cycles in Southeast Asia," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 135(1), pages 166-170, March.
- Shang-Jin Wei & Zhiwei Zhang, 2007.
"Collateral Damage: Exchange Controls and International Trade,"
NBER Working Papers
13020, National Bureau of Economic Research, Inc.
- Wei, Shang-Jin & Zhang, Zhiwei, 2007. "Collateral damage: Exchange controls and international trade," Journal of International Money and Finance, Elsevier, vol. 26(5), pages 841-863, September.
- Mr. Zhiwei Zhang & Shang-Jin Wei, 2007. "Collateral Damage: Exchange Controls and International Trade," IMF Working Papers 2007/008, International Monetary Fund.
- Thimann, Christian & Mazzaferro, Francesco & Mehl, Arnaud & Sturm, Michael & Winkler, Adalbert, 2002. "Economic relations with regions neighbouring the euro area in the "euro time zone"," Occasional Paper Series 7, European Central Bank.
- Byron Gangnes & F. Gerard Adams, 1994.
"Japan's Persistent Trade Surplus: Policies for Adjustment,"
Working Papers
199404, University of Hawaii at Manoa, Department of Economics.
- Adams, F. Gerard & Gangnes, Byron, 1996. "Japan's persistent trade surplus: Policies for adjustment," Japan and the World Economy, Elsevier, vol. 8(3), pages 309-333, September.
- S. Rajan, Ramkishen, 2010. "The Evolution and Impact of Asian Exchange Rate Regimes," ADB Economics Working Paper Series 208, Asian Development Bank.
- E. Sibel Yelten, 2003. "Real Effects of Movements in Nominal Exchange Rates: Application to the Asian Crisis," Journal of Applied Economics, Universidad del CEMA, vol. 6, pages 341-359, November.
- Eiji Ogawa, 2011. "Currency Baskets for East Asia," Chapters, in: Ulrich Volz (ed.), Regional Integration, Economic Development and Global Governance, chapter 14, Edward Elgar Publishing.
- Reza Siregar & Ramkishen Rajan, 2002.
"Impact of Exchange Rate Volatility on IndonesiaÂ’s Trade Performance in the 1990s,"
Centre for International Economic Studies Working Papers
2002-05, University of Adelaide, Centre for International Economic Studies.
- Siregar, Reza & Rajan, Ramkishen S., 2004. "Impact of exchange rate volatility on Indonesia's trade performance in the 1990s," Journal of the Japanese and International Economies, Elsevier, vol. 18(2), pages 218-240, June.
- Hiro Ito & Masahiro Kawai, 2014.
"Determinants of the Trilemma Policy Combination,"
Macroeconomics Working Papers
23967, East Asian Bureau of Economic Research.
- Ito, Hiro & Kawai, Masahiro, 2014. "Determinants of the Trilemma Policy Combination," ADBI Working Papers 456, Asian Development Bank Institute.
- Shingo Watanabe & Masanobu Ogura, 2006. "How Far Apart Are Two ACUs from Each Other? : Asian Currency Unit and Asian Currency Union," Bank of Japan Working Paper Series 06-E-20, Bank of Japan.
- Majumder Sayantan Bandhu & Nag Ranjanendra Narayan, 2017. "Policy Trilemma in India: Exchange Rate Stability, Independent Monetary Policy and Capital Account Openness," Global Economy Journal, De Gruyter, vol. 17(3), pages 1-13, September.
- Ulrich Volz (ed.), 2011. "Regional Integration, Economic Development and Global Governance," Books, Edward Elgar Publishing, number 14259, March.
- Bowman, Chakriya, 2005. "Yen bloc or koala bloc? Currency relationships after the East Asian crisis," Japan and the World Economy, Elsevier, vol. 17(1), pages 83-96, January.
- Eiji Ogawa & Taiyo Yoshimi, 2009. "Analysis on ƒÀ and ƒÐ Convergences of East Asian Currencies," Global COE Hi-Stat Discussion Paper Series gd08-049, Institute of Economic Research, Hitotsubashi University.
- Shin-ichi Fukuda, 1998.
"Extraneous Shocks and International Linkage of Business Cycles in a Two-Country Monetary Model,"
CIRJE F-Series
CIRJE-F-16, CIRJE, Faculty of Economics, University of Tokyo.
- Fukuda, Shin-ichi, 2004. "Extraneous shocks and international linkage of business cycles in a two-country monetary model," Journal of Economic Behavior & Organization, Elsevier, vol. 54(3), pages 389-409, July.
- Jeffrey Frankel & Sergio Schmukler & Luis Serven, 2000. "Verifiability and the Vanishing Intermediate Exchange Rate Regime," NBER Working Papers 7901, National Bureau of Economic Research, Inc.
- SaangJoon Baak, 2004. "Exchange Rate Volatility and Trade among the Asia Pacific Countries Econometric Analysis," Working Papers EMS_2004_02, Research Institute, International University of Japan.
- Kim Edwards & Sahminan, 2008. "Exchange Rate Movements in Indonesia: Determinants, Effects, and Policy Challenges," Working Papers WP/25/2008, Bank Indonesia.
- Click, Reid W., 2009. "The ASEAN dollar standard in the post-crisis era: A reconsideration," Journal of Asian Economics, Elsevier, vol. 20(3), pages 269-279, May.
- Tony Cavoli & Ramkishen Rajan, 2003. "Designing Appropriate Exchange Rate Regimes for East Asia: Inflation Targeting and Monetary Policy Rules," Centre for International Economic Studies Working Papers 2003-09, University of Adelaide, Centre for International Economic Studies.
- Taguchi, Hiroyuki, 1998. "Exchange rate movements and trade balances in selected ASEAN countries," MPRA Paper 63784, University Library of Munich, Germany.
- de Brouwer,Gordon, 1999. "Financial Integration in East Asia," Cambridge Books, Cambridge University Press, number 9780521651486, January.
- Goto, Junichi & Hamada, Koichi, 1998. "Economic Integration and the Welfare of Those Who Are Left Behind: An Incentive-Theoretic Approach," Journal of the Japanese and International Economies, Elsevier, vol. 12(1), pages 25-48, March.
- Thomas Willett & Eric M.P. Chiu & Sirathorn (B.J.) Dechsakulthorn & Ramya Ghosh & Bernard Kibesse & Kenneth Kim & Jeff (Yongbok) Kim & Alice Ouyang, 2011. "Classifying international aspects of currency regimes," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 3(4), pages 288-303, November.
- OGAWA Eiji & SHIMIZU Junko, 2007. "Progress toward a Common Currency Basket System in East Asia," Discussion papers 07002, Research Institute of Economy, Trade and Industry (RIETI).
- Freitag, Stephan, 2010. "Choosing an anchor currency for the Pacific," University of Göttingen Working Papers in Economics 112, University of Goettingen, Department of Economics.
- Graham Bird & Ramkishen S. Rajan, 2001. "Banks, Financial Liberalisation and Financial Crises in Emerging Markets," The World Economy, Wiley Blackwell, vol. 24(7), pages 889-910, July.
- Diehl, Markus & Schweickert, Rainer, 1998. "Currency crises: Is Asia different?," Kiel Discussion Papers 309, Kiel Institute for the World Economy (IfW Kiel).
- Yeh, Kuo-chun & Ho, Tai-kuang, 2010. "Will Japan, Taiwan or the US be isolated by China? A macroeconomic game approach," Japan and the World Economy, Elsevier, vol. 22(1), pages 59-68, January.
- Grace H.Y. Lee & M. Azali, 2009. "A Bayesian Approach to Optimum Currency Areas in East Asia," Monash Economics Working Papers 18-09, Monash University, Department of Economics.
- Ms. Sibel Beadle, 2004. "Choosing the Correct Currency Anchor for a Small Economy: The Case of Nepal," IMF Working Papers 2004/142, International Monetary Fund.
- Kawai, Masahiro & Takagi, Shinji, 2000. "Proposed strategy for a regional exchange rate arrangement in post-crisis East Asia," Policy Research Working Paper Series 2503, The World Bank.
- Eiji Ogawa & Lijian Sun, 2001. "How Were Capital Inflows Stimulated under the Dollar Peg System?," NBER Chapters, in: Regional and Global Capital Flows: Macroeconomic Causes and Consequences, pages 151-190, National Bureau of Economic Research, Inc.
- Kawai, Masahiro & Akiyama, Shigeru, 2000. "Implications of the currency crisis for exchange rate arrangements in emerging East Asia," Policy Research Working Paper Series 2502, The World Bank.
- Grace H.Y. Lee & M. Azali, 2009. "Optimum Currency Areas in East Asia: A Structural VAR Approach," Monash Economics Working Papers 19-09, Monash University, Department of Economics.
- Ms. Renu Kohli, 2001. "Capital Flows and Their Macroeconomic Effects in India," IMF Working Papers 2001/192, International Monetary Fund.
- Shinji Takagi & Vitalie Ciubotaru, 2013. "Putting the Pieces Together: The Moldovan Exchange Rate Policy Puzzle," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 5(1).
- Tony Cavoli & Ramkishen S. Rajan, 2013. "South Asian Exchange Rates Regimes: Fixed, Flexible or Something In-between?," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 14(1), pages 1-15, March.
- Berdiev, Aziz N. & Chang, Chun-Ping, 2015. "Business cycle synchronization in Asia-Pacific: New evidence from wavelet analysis," Journal of Asian Economics, Elsevier, vol. 37(C), pages 20-33.
- Kawai, Masahiro & Akiyama, Shigeru, 1998. "The Role of Nominal Anchor Currencies in Exchange Rate Arrangements," Journal of the Japanese and International Economies, Elsevier, vol. 12(4), pages 334-387, December.
- Ogawa, Eiji & Shimizu, Junko, 2006. "Stabilization of effective exchange rates under common currency basket systems," Journal of the Japanese and International Economies, Elsevier, vol. 20(4), pages 590-611, December.
- Tony Cavoli & Ramkishen Rajan, 2005.
"Have Exchange Rate Regimes in Asia Become More Flexible Post Crisis? Re-visiting the Evidence,"
Centre for International Economic Studies Working Papers
2005-03, University of Adelaide, Centre for International Economic Studies.
- Tony Cavoli & Ramkishen S. Rajan, 2005. "Have Exchange Rate Regimes in Asia Become More Flexible Post Crisis? Re-visiting the Evidence," School of Economics and Public Policy Working Papers 2005-06, University of Adelaide, School of Economics and Public Policy.
- Tony Cavoli & Ramkishen S. Rajan, 2005. "Have Exchange Rate Regimes in Asia become More Flexible Post crisis? Re-VISITING the EVIDENCE," Finance Working Papers 22563, East Asian Bureau of Economic Research.
- Kim, Bong-Han & Min, Hong-Ghi & McDonald, Judy & Hwang, Young-Soon, 2012. "Yen-synchronization of floating East Asian currencies: A regime-switching regression model and micro-structural analysis," Journal of the Japanese and International Economies, Elsevier, vol. 26(2), pages 221-232.
- Eiji Ogawa & Michiru Sakane, 2006. "The Chinese Yuan after the Chinese Exchange Rate System Reform," Discussion papers 06019, Research Institute of Economy, Trade and Industry (RIETI).
- Reginaldo Pinto Nogueira & Claudio Djissey Shikida & Ari Francisco de Araujo, 2011. "Structural changes in exchange rate regimes in Brazil," Economics Bulletin, AccessEcon, vol. 31(2), pages 1748-1756.
- Robert McCauley, 1999. "The Euro and the Dollar, 1998," Open Economies Review, Springer, vol. 10(1), pages 91-133, February.
- Pontines, Victor & Siregar, Reza, 2009. "Intervention index and exchange rate regimes: the cases of selected East-Asian economies," MPRA Paper 17138, University Library of Munich, Germany.
- Zhang, Zhiwen & Makin, Anthony J. & Bai, Qinxian, 2016. "Yen internationalization and Japan's international reserves," Economic Modelling, Elsevier, vol. 52(PB), pages 452-466.
- Kawai, Masahiro, 2005. "East Asian economic regionalism: progress and challenges," Journal of Asian Economics, Elsevier, vol. 16(1), pages 29-55, February.
- Aminian, Nathalie, 2005. "Economic integration and prospects for regional monetary cooperation in East Asia," Structural Change and Economic Dynamics, Elsevier, vol. 16(1), pages 91-110, March.
- Renu Kohli, 2004. "Capital Account Liberalisation: Empirical Evidence and Policy Capital Account Liberalisation: Empirical Evidence and Policy Issues - I," International Finance 0405008, University Library of Munich, Germany.
- Watanabe, Shingo & Ogura, Masanobu, 2010. "How far apart are the two ACUs from each other? Asian currency unit and Asian currency union," Emerging Markets Review, Elsevier, vol. 11(2), pages 152-172, June.
- Yelten, E. Sibel, 2003. "Real Effects of Movements in Nominal Exchange Rates: Application to the Asian Crisis," Journal of Applied Economics, Universidad del CEMA, vol. 6(2), pages 1-19, November.
- Kang Chen & Chang Yee Kwan, 2015. "How are Exchange Rates Managed? Evidence of an Anchor-Based Heuristic," The World Economy, Wiley Blackwell, vol. 38(6), pages 1006-1014, June.
- Shinji Takagi, 1996.
"The Yen and Its East Asian Neighbors, 1980-1995: Cooperation or Competition?,"
NBER Working Papers
5720, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Krueger, Anne O. (ed.), 1994.
"Macroeconomic Linkage,"
National Bureau of Economic Research Books,
University of Chicago Press,
edition 1, number 9780226386690, April.
Cited by:
- Goto, Junichi, 2012. "Regional Integration in East Africa Diversity or Economic Conformity," Working Papers 46, JICA Research Institute.
- Takatoshi Ito & Anne O. Krueger, 1993.
"Trade and Protectionism,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_93-2, February.
Cited by:
- Alberto Valdés & Joachim Zietz, 1994.
"Distortions in World Food Markets in the Wake of GATT: Evidence and Policy Implications,"
Reports
_020, World Bank Latin America and the Caribean Region Department.
- Valdes, Alberto & Zietz, Joachim, 1995. "Distortions in world food markets in the wake of GATT: Evidence and policy implications," World Development, Elsevier, vol. 23(6), pages 913-926, June.
- Munim K. Barai, 2017. "Investment Flows from Japan and China to South Asia: Are They Matching with the Economic Prospects of the Region?," Global Business Review, International Management Institute, vol. 18(6), pages 1520-1535, December.
- Munim K. Barai & Rabi Narayan Kar & Niti Bhasin, 2015. "Understanding the Indo-Japan Economic Relations in the Asia-Pacific Century," Global Business Review, International Management Institute, vol. 16(6), pages 1061-1081, December.
- Raymond Fisman & Yasushi Hamao & Yongxiang Wang, 2014.
"Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations,"
The Review of Financial Studies, Society for Financial Studies, vol. 27(9), pages 2626-2660.
- Raymond Fisman & Yasushi Hamao & Yongxiang Wang, 2014. "Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations," NBER Working Papers 20089, National Bureau of Economic Research, Inc.
- Gawande, Kishore & Hoekman, Bernard, 2009.
"Why Governments Tax or Subsidize Trade: Evidence from Agriculture,"
Agricultural Distortions Working Paper Series
50300, World Bank.
- Gawande, Kishore, 2010. "Why Governments Tax or Subsidize Trade: Evidence From Agriculture," CEPR Discussion Papers 7787, C.E.P.R. Discussion Papers.
- Jeong, Kap-Young & Masson, Robert T., 2003. "A new methodology linking concentration dynamics to current and steady-state profits:Examining Korean industrial policy during take-off," International Journal of Industrial Organization, Elsevier, vol. 21(10), pages 1489-1526, December.
- Kotabe, Masaaki & Wheiler, Kent W., 1998. "Perceptions of anticompetitive practices in Japan and the market performance of foreign firms," Journal of International Management, Elsevier, vol. 4(3), pages 173-200, November.
- Kenneth Flamm, 1993. "Semiconductor Dependency and Strategic Trade Policy," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 24(1 Microec), pages 249-333.
- Gary Banks & Ken Clements & Peter Kenyon, 2003. "Distinguished Fellow of the Economic Society of Australia, 2002: Richard Hal Snape (1936–2002)," The Economic Record, The Economic Society of Australia, vol. 79(245), pages 159-164, June.
- Gary R. Saxonhouse, 1993.
"What Does Japanese Trade Structure Tell Us about Japanese Trade Policy?,"
Journal of Economic Perspectives, American Economic Association, vol. 7(3), pages 21-43, Summer.
- Saxonhouse, G.R., 1993. "What Does Japanese Trade Structure Tell Us about Japanese Trade Policy?," Working Papers 337, Research Seminar in International Economics, University of Michigan.
- Glenn P. Jenkins & Chun‐Yan Kuo, 2007.
"Evaluating the Relative Impact of Fiscal Incentives and Trade Policies on the Returns to Manufacturing in Taiwan, 1955–1995,"
Asian Economic Journal, East Asian Economic Association, vol. 21(1), pages 75-100, March.
- Chun-Yan Kuo & Glenn Jenkins, 2006. "Evaluating The Relative Impact Of Fiscal Incentives And Trade Policies On The Returns To Manufacturing In Taiwan 1955-1995," Working Paper 1060, Economics Department, Queen's University.
- Florent Venayre, 2012. "Protection du marché agricole et qualité sanitaire en Polynésie française," Post-Print halshs-00785749, HAL.
- K.C. Fung, 1996.
"Accounting for Chinese Trade: Some National and Regional Considerations,"
NBER Working Papers
5595, National Bureau of Economic Research, Inc.
- K. C. Fung, 1998. "Accounting for Chinese Trade: Some National and Regional Considerations," NBER Chapters, in: Geography and Ownership as Bases for Economic Accounting, pages 173-204, National Bureau of Economic Research, Inc.
- Jose Jaime Baena-Rojas & Susana Herrero-Olarte, 2020. "From Preferential Trade Arrangements to Free Trade Agreements: One of the Downturns of Cooperation in International Relations?," Social Sciences, MDPI, vol. 9(8), pages 1-17, August.
- Gawande, Kishore, 2005. "The structure of lobbying and protection in U.S. agriculture," Policy Research Working Paper Series 3722, The World Bank.
- Mah Jai S., 2011. "Export Promotion Policies, Export Composition and Economic Development of Korea," The Law and Development Review, De Gruyter, vol. 4(2), pages 3-27, February.
- Alberto Valdés & Joachim Zietz, 1994.
"Distortions in World Food Markets in the Wake of GATT: Evidence and Policy Implications,"
Reports
_020, World Bank Latin America and the Caribean Region Department.
- Ito, Takatoshi & Krueger, Anne O. (ed.), 1993.
"Trade and Protectionism,"
National Bureau of Economic Research Books,
University of Chicago Press,
edition 1, number 9780226386683, April.
Cited by:
- Shinji Takagi, 1996.
"The Yen and Its East Asian Neighbors, 1980-1995: Cooperation or Competition?,"
NBER Working Papers
5720, National Bureau of Economic Research, Inc.
- Shinji Takagi, 1999. "The Yen and Its East Asian Neighbors 1980-1995: Cooperation or Competition?," NBER Chapters, in: Changes in Exchange Rates in Rapidly Developing Countries: Theory, Practice, and Policy Issues, pages 185-210, National Bureau of Economic Research, Inc.
- Bin, Sheng, 2000. "The Political Economy of Trade Policy in China," Working Papers 10/2000, Copenhagen Business School, Department of Management, Politics & Philosophy.
- Gawande, Kishore & Hoekman, Bernard, 2006.
"Lobbying and agricultural trade policy in the United States,"
Policy Research Working Paper Series
3819, The World Bank.
- Gawande, Kishore, 2006. "Lobbying and Agricultural Trade Policy in the United States," CEPR Discussion Papers 5634, C.E.P.R. Discussion Papers.
- Gawande, Kishore & Hoekman, Bernard, 2006. "Lobbying and Agricultural Trade Policy in the United States," International Organization, Cambridge University Press, vol. 60(3), pages 527-561, July.
- Marcus Noland, 2004.
"Selective Intervention and Growth: The Case of Korea,"
Working Paper Series
WP04-3, Peterson Institute for International Economics.
- Marcus Noland, 2004. "Selective Intervention and Growth: The Case of Korea," Chapters, in: Michael G. Plummer (ed.), Empirical Methods in International Trade, chapter 13, Edward Elgar Publishing.
- Alberto Valdés & Joachim Zietz, 1994.
"Distortions in World Food Markets in the Wake of GATT: Evidence and Policy Implications,"
Reports
_020, World Bank Latin America and the Caribean Region Department.
- Valdes, Alberto & Zietz, Joachim, 1995. "Distortions in world food markets in the wake of GATT: Evidence and policy implications," World Development, Elsevier, vol. 23(6), pages 913-926, June.
- Rahim, Mia Mahmudur, 2011. "Initial Trade Policy Focus of the High Performing Asian Economies: A Critical Assessment," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 34(1), pages 87-102, March.
- Munim K. Barai, 2017. "Investment Flows from Japan and China to South Asia: Are They Matching with the Economic Prospects of the Region?," Global Business Review, International Management Institute, vol. 18(6), pages 1520-1535, December.
- Tain-Jy Chen & Meng-chun Liu, 1995. "Bilateral Negotiations and Multilateral Trade: The Case of Taiwan-U.S. Trade Talks," NBER Working Papers 5324, National Bureau of Economic Research, Inc.
- Lee, In Hyeock (Ian) & Hong, Eunsuk & Makino, Shige, 2020. "The effect of non-conventional outbound foreign direct investment (FDI) on the domestic employment of multinational enterprises (MNEs)," International Business Review, Elsevier, vol. 29(3).
- Munim K. Barai & Rabi Narayan Kar & Niti Bhasin, 2015. "Understanding the Indo-Japan Economic Relations in the Asia-Pacific Century," Global Business Review, International Management Institute, vol. 16(6), pages 1061-1081, December.
- Raymond Fisman & Yasushi Hamao & Yongxiang Wang, 2014.
"Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations,"
The Review of Financial Studies, Society for Financial Studies, vol. 27(9), pages 2626-2660.
- Raymond Fisman & Yasushi Hamao & Yongxiang Wang, 2014. "Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations," NBER Working Papers 20089, National Bureau of Economic Research, Inc.
- Gawande, Kishore & Hoekman, Bernard, 2009.
"Why Governments Tax or Subsidize Trade: Evidence from Agriculture,"
Agricultural Distortions Working Paper Series
50300, World Bank.
- Gawande, Kishore, 2010. "Why Governments Tax or Subsidize Trade: Evidence From Agriculture," CEPR Discussion Papers 7787, C.E.P.R. Discussion Papers.
- Jeong, Kap-Young & Masson, Robert T., 2003. "A new methodology linking concentration dynamics to current and steady-state profits:Examining Korean industrial policy during take-off," International Journal of Industrial Organization, Elsevier, vol. 21(10), pages 1489-1526, December.
- Marcus Noland & Howard Pack, 2002.
"Industrial Policies and Growth: Lessons from International Experience,"
Working Papers Central Bank of Chile
169, Central Bank of Chile.
- Marcus Noland & Howard Pack, 2002. "Industrial Policies and Growth: Lessons From International Experience," Central Banking, Analysis, and Economic Policies Book Series, in: Norman Loayza & Raimundo Soto & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Editor) (ed.),Economic Growth: Sources, Trends, and Cycles, edition 1, volume 6, chapter 9, pages 251-308, Central Bank of Chile.
- Kotabe, Masaaki & Wheiler, Kent W., 1998. "Perceptions of anticompetitive practices in Japan and the market performance of foreign firms," Journal of International Management, Elsevier, vol. 4(3), pages 173-200, November.
- Kenneth Flamm, 1993. "Semiconductor Dependency and Strategic Trade Policy," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 24(1 Microec), pages 249-333.
- Nathan Lane, 2024.
"Manufacturing Revolutions: Industrial Policy and Industrialization in South Korea,"
Working Papers
hal-04722757, HAL.
- Nathaniel Lane, 2021. "Manufacturing Revolutions: Industrial Policy and Industrialization in South Korea," CSAE Working Paper Series 2021-09, Centre for the Study of African Economies, University of Oxford.
- Lane, Nathan, 2022. "Manufacturing Revolutions: Industrial Policy and Industrialization in South Korea," EconStor Preprints 235845, ZBW - Leibniz Information Centre for Economics, revised 2022.
- Nathan Lane, 2024. "Manufacturing Revolutions: Industrial Policy and Industrialization in South Korea," CESifo Working Paper Series 11388, CESifo.
- Lane, Nathan, 2024. "Manufacturing Revolutions: Industrial Policy and Industrialization in South Korea," EconStor Preprints 303480, ZBW - Leibniz Information Centre for Economics.
- Lane, Nathan, 2016. "Manufacturing Revolutions: Industrial Policy and Industrialization in South Korea," MPRA Paper 122277, University Library of Munich, Germany, revised 30 Sep 2024.
- Nathan Lane, 2021. "Manufacturing Revolutions: Industrial Policy and Industrialization in South Korea," SoDa Laboratories Working Paper Series 2021-10, Monash University, SoDa Laboratories.
- Lane, Nathaniel, 2016. "Manufacturing Revolutions: Industrial Policy and Industrialization in South Korea," SocArXiv 6tqax, Center for Open Science.
- Kwack, Sung Y., 2005. "Exchange rate and monetary regime options for regional cooperation in East Asia," Journal of Asian Economics, Elsevier, vol. 16(1), pages 57-75, February.
- Gary Banks & Ken Clements & Peter Kenyon, 2003. "Distinguished Fellow of the Economic Society of Australia, 2002: Richard Hal Snape (1936–2002)," The Economic Record, The Economic Society of Australia, vol. 79(245), pages 159-164, June.
- Jawad, Faris, 2004. "Der Marktzugang nach GATT/WTO-Regeln: Anspruch und Wirklichkeit und seine Bedeutung für die Handelsentwicklung der Dritten Welt," IEE Working Papers 177, Ruhr University Bochum, Institute of Development Research and Development Policy (IEE).
- Diwan, Ishac & Hoekman, Bernard, 1999. "Competition, Complementarity and Contagion in East Asia," CEPR Discussion Papers 2112, C.E.P.R. Discussion Papers.
- Gary R. Saxonhouse, 1993.
"What Does Japanese Trade Structure Tell Us about Japanese Trade Policy?,"
Journal of Economic Perspectives, American Economic Association, vol. 7(3), pages 21-43, Summer.
- Saxonhouse, G.R., 1993. "What Does Japanese Trade Structure Tell Us about Japanese Trade Policy?," Working Papers 337, Research Seminar in International Economics, University of Michigan.
- Glenn P. Jenkins & Chun‐Yan Kuo, 2007.
"Evaluating the Relative Impact of Fiscal Incentives and Trade Policies on the Returns to Manufacturing in Taiwan, 1955–1995,"
Asian Economic Journal, East Asian Economic Association, vol. 21(1), pages 75-100, March.
- Chun-Yan Kuo & Glenn Jenkins, 2006. "Evaluating The Relative Impact Of Fiscal Incentives And Trade Policies On The Returns To Manufacturing In Taiwan 1955-1995," Working Paper 1060, Economics Department, Queen's University.
- de la Torre, Augusto & Didier, Tatiana & Pinat, Magali, 2014. "Can Latin America tap the globalization upside ?," Policy Research Working Paper Series 6837, The World Bank.
- Florent Venayre, 2012. "Protection du marché agricole et qualité sanitaire en Polynésie française," Post-Print halshs-00785749, HAL.
- K.C. Fung, 1996.
"Accounting for Chinese Trade: Some National and Regional Considerations,"
NBER Working Papers
5595, National Bureau of Economic Research, Inc.
- K. C. Fung, 1998. "Accounting for Chinese Trade: Some National and Regional Considerations," NBER Chapters, in: Geography and Ownership as Bases for Economic Accounting, pages 173-204, National Bureau of Economic Research, Inc.
- David A. Penn & Joachim Zietz, 2010. "The Development of Water Rights in Colorado: An Empirical Analysis," The American Economist, Sage Publications, vol. 55(2), pages 24-35, November.
- Tain-Jy Chen & Meng-Chun Liu, 1997. "Bilateral Negotiations and Multilateral Trade: The Case of Taiwan - U.S. Trade Talks," NBER Chapters, in: Regionalism versus Multilateral Trade Arrangements, pages 345-370, National Bureau of Economic Research, Inc.
- Easterly, William & DEC, 1994.
"Explaining miracles : growth regressions meet the Gang of Four,"
Policy Research Working Paper Series
1250, The World Bank.
- William Easterly, 1995. "Explaining Miracles: Growth Regressions Meet the Gang of Four," NBER Chapters, in: Growth Theories in Light of the East Asian Experience, pages 267-299, National Bureau of Economic Research, Inc.
- Urata, Shujiro, 1998. "Explaining the poor performance of Japanese direct investment in the United States," Japan and the World Economy, Elsevier, vol. 10(1), pages 49-62, January.
- Park, Sangin, 2009. "An empirical evaluation of the 1986 Semiconductor Trade Arrangement," Japan and the World Economy, Elsevier, vol. 21(4), pages 349-357, December.
- Jose Jaime Baena-Rojas & Susana Herrero-Olarte, 2020. "From Preferential Trade Arrangements to Free Trade Agreements: One of the Downturns of Cooperation in International Relations?," Social Sciences, MDPI, vol. 9(8), pages 1-17, August.
- Dutt, Pushan & Mitra, Devashish, 2009. "Explaining Agricultural Distortion Patterns : The Roles of Ideology, Inequality, Lobbying and Public Finance," Agricultural Distortions Working Paper Series 50299, World Bank.
- María Angélica Arbeláez & Sebastián Higuera & Roberto Steiner & Sandra Zuluaga, 2018. "Protecting “sensitive” agricultural products in Colombia : a political economy approach," Coyuntura Económica, Fedesarrollo, vol. 48(1-2), pages 153-205, December.
- Gawande, Kishore, 2005. "The structure of lobbying and protection in U.S. agriculture," Policy Research Working Paper Series 3722, The World Bank.
- Liu, Meng-chun, 2002. "Determinants of Taiwan's Trade Liberalization: The Case of a Newly Industrialized Country," World Development, Elsevier, vol. 30(6), pages 975-989, June.
- Kwack, Sung Yeung, 2004. "An optimum currency area in East Asia: feasibility, coordination, and leadership role," Journal of Asian Economics, Elsevier, vol. 15(1), pages 153-169, February.
- Mah Jai S., 2011. "Export Promotion Policies, Export Composition and Economic Development of Korea," The Law and Development Review, De Gruyter, vol. 4(2), pages 3-27, February.
- Shinji Takagi, 1996.
"The Yen and Its East Asian Neighbors, 1980-1995: Cooperation or Competition?,"
NBER Working Papers
5720, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Krueger, Anne O. (ed.), 1992.
"The Political Economy of Tax Reform,"
National Bureau of Economic Research Books,
University of Chicago Press,
edition 1, number 9780226386676, April.
Cited by:
- John Fernald & Brent Neiman, 2006.
"Measuring the Miracle: Market Imperfections and Asia's Growth Experience,"
2006 Meeting Papers
785, Society for Economic Dynamics.
- John G. Fernald & Brent Neiman, 2006. "Measuring the miracle: market imperfections and Asia's growth experience," Working Paper Series 2006-17, Federal Reserve Bank of San Francisco.
- John Fernald & Brent Neiman, 2010. "Growth Accounting with Misallocation: Or, Doing Less with More in Singapore," NBER Working Papers 16043, National Bureau of Economic Research, Inc.
- John G. Fernald & Brent Neiman, 2003. "Measuring productivity growth in Asia: do market imperfections matter?," Working Paper Series WP-03-15, Federal Reserve Bank of Chicago.
- John Fernald & Brent Neiman, 2011. "Growth Accounting with Misallocation: Or, Doing Less with More in Singapore," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(2), pages 29-74, April.
- Kiyohiko G. Nishimura & Fukujyu Yamazaki & Takako Idee & Toshiaki Watanabe, 1999. "Distortionary Taxation, Excessive Price Sensitivity, and Japanese Land Prices," NBER Working Papers 7254, National Bureau of Economic Research, Inc.
- Charles Yuji Horioka, 2009.
"Do Bequests Increase or Decrease Wealth Inequalities?,"
ISER Discussion Paper
0729, Institute of Social and Economic Research, Osaka University.
- Horioka, Charles Yuji, 2009. "Do bequests increase or decrease wealth inequalities?," Economics Letters, Elsevier, vol. 103(1), pages 23-25, April.
- Charles Yuji Horioka, 2009. "Do Bequests Increase or Decrease Wealth Inequalities?," NBER Working Papers 14639, National Bureau of Economic Research, Inc.
- Ken Yamada, 2003.
"Intra-family Transfers in Japan: Intergenerational Co-residence, Distance, andContact,"
ISER Discussion Paper
0575, Institute of Social and Economic Research, Osaka University.
- Ken Yamada, 2006. "Intra-family transfers in Japan: intergenerational co-residence, distance, and contact," Applied Economics, Taylor & Francis Journals, vol. 38(16), pages 1839-1861.
- Charles Horioka, 2014.
"Are Americans and Indians more altruistic than the Japanese and Chinese? Evidence from a new international survey of bequest plans,"
Review of Economics of the Household, Springer, vol. 12(3), pages 411-437, September.
- Charles Yuji Horioka, 2014. "Are Americans and Indians More Altruistic than the Japanese and Chinese? Evidence from a New International Survey of Bequest Plans," ISER Discussion Paper 0901, Institute of Social and Economic Research, Osaka University.
- Charles Yuji Horioka, 2014. "Are Americans and Indians More Altruistic than the Japanese and Chinese? Evidence from a New International Survey of Bequest Plans," NBER Working Papers 20158, National Bureau of Economic Research, Inc.
- B. Douglas Bernheim, 1999.
"Taxation and Saving,"
NBER Working Papers
7061, National Bureau of Economic Research, Inc.
- Bernheim, B. Douglas, 2002. "Taxation and saving," Handbook of Public Economics, in: A. J. Auerbach & M. Feldstein (ed.), Handbook of Public Economics, edition 1, volume 3, chapter 18, pages 1173-1249, Elsevier.
- B. Douglas Bernheim, 1999. "Taxation and Saving," Working Papers 99007, Stanford University, Department of Economics.
- Charles Yuji Horioka, 2020.
"Does the Selfish Life-Cycle Model Apply in the Case of Japan?,"
ISER Discussion Paper
1084, Institute of Social and Economic Research, Osaka University.
- Charles Yuji Horioka, 2020. "Does the Selfish Life-Cycle Model Apply in the Case of Japan?," Discussion Paper Series DP2020-14, Research Institute for Economics & Business Administration, Kobe University.
- Horioka, Charles Yuji, 2020. "Does the Selfish Life-Cycle Model Apply in the Case of Japan?," AGI Working Paper Series 2020-04, Asian Growth Research Institute.
- Charles Yuji Horioka, 2020.
"Is the Selfish Life-Cycle Model More Applicable in Japan and, If So, Why? A Literature Survey,"
ISER Discussion Paper
1102, Institute of Social and Economic Research, Osaka University.
- Charles Yuji Horioka, 2020. "Is the Selfish Life-Cycle Model More Applicable in Japan and, If So, Why? A Literature Survey," Discussion Paper Series DP2020-28, Research Institute for Economics & Business Administration, Kobe University.
- Charles Yuji Horioka, 2020. "Is the Selfish Life-Cycle Model More Applicable in Japan and, If So, Why? A Literature Survey," NBER Working Papers 27869, National Bureau of Economic Research, Inc.
- Charles Yuji Horioka, 2021. "Is the selfish life-cycle model more applicable in Japan and, if so, why? A literature survey," Review of Economics of the Household, Springer, vol. 19(1), pages 157-187, March.
- Yuji Horioka, Charles, 2020. "Is the Selfish Life-Cycle Model More Applicable in Japan and, If So, Why? A Literature Survey," AGI Working Paper Series 2020-18, Asian Growth Research Institute.
- Marire, Juniours & Sunde, Tafirenyika, 2012.
"Economic Growth and Tax Structure in Zimbabwe: 1984–2009,"
MPRA Paper
86606, University Library of Munich, Germany.
- Juniours Marire & Tafirenyika Sunde, 2012. "Economic growth and tax structure in Zimbabwe: 1984-2009," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, vol. 5(2), pages 105-121.
- Junya Hamaaki & Masahiro Hori & Keiko Murata, 2014.
"Intergenerational Transfers and Asset Inequality in Japan: Empirical Evidence from New Survey Data,"
Asian Economic Journal, East Asian Economic Association, vol. 28(1), pages 41-62, March.
- HAMAAKI Junya & HORI Masahiro & MURATA Keiko, 2012. "Intergenerational Transfers and Asset Inequality in Japan: Empirical Evidence from New Survey Data," ESRI Discussion paper series 284, Economic and Social Research Institute (ESRI).
- Hamaaki, Junya & Hori, Masahiro & Murata, Keiko, 2012. "Intergenerational Transfers and Asset Inequality in Japan: Empirical Evidence from New Survey Data," CIS Discussion paper series 544, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
- Ohtake, Fumio & Shintani, Mototsugu, 1996.
"The effect of demographics on the Japanese housing market,"
Regional Science and Urban Economics, Elsevier, vol. 26(2), pages 189-201, April.
- Ohtake, F. & Shintani, M., 1995. "The Effects of Demographics on the Japanese Housing Market," ISER Discussion Paper 0391, Institute of Social and Economic Research, Osaka University.
- Constantino Hevia & Norman Loayza & Claudia Meza-Cuadra, 2017.
"Industrial Policies vs Public Goods under Asymmetric Information,"
Working Papers
93, Peruvian Economic Association.
- Hevia,Constantino & Loayza,Norman V. & Meza Cuadra Balcazar,Claudia Maria, 2017. "Industrial policies vs public goods under asymmetric information," Policy Research Working Paper Series 8052, The World Bank.
- Constantino Hevia & Norman V. Loayza & Claudia Meza-Cuadra, 2023. "Industrial Policies vs Public Goods under Asymmetric Information," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 46(91), pages 39-52.
- Bhattacharya, Joydeep, 1998.
"Credit Market Imperfections, Income Distribution, and Capital Accumulation,"
Staff General Research Papers Archive
5105, Iowa State University, Department of Economics.
- Joydeep Bhattacharya, 1997. "Credit market imperfections, income distribution, and capital accumulation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(1), pages 171-200.
- Ito, Takatoshi & 伊藤, 隆敏 & イトウ, タカトシ & Tsuri, Masao & 釣, 雅雄 & ツリ, マサオ, 2003. "Macroeconomic Impacts of Aging in Japan on the Balance of Current Accounts," Discussion Paper 170, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito & Keiko Nosse Hirono, 1993.
"Efficiency of the Tokyo Housing Market,"
NBER Working Papers
4382, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Keiko Nosse Hirono, 1993. "Efficiency of the Tokyo Housing Market," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 11(1), pages 1-32, July.
- Shimono, Keiko & Otsuki, Hideaki, 2006. "The distribution of bequests in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 20(1), pages 77-86, March.
- Charles Yuji Horioka, 2014. "Why Do People Leave Bequests? For Love or Self-Interest? Evidence from a New International Survey of Bequest Plans," UP School of Economics Discussion Papers 201406, University of the Philippines School of Economics.
- Ganguly, Shrimoyee, 2023. "Money, Exchange rate and Wage Inequality," MPRA Paper 116374, University Library of Munich, Germany.
- Bès, Martin & Febres, Jorge & Rains, Luisa, 1996. "Reformas recientes en la política tributaria en América Latina," Sede de la CEPAL en Santiago (Estudios e Investigaciones) 34273, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- Zee, Howell H., 1996. "Empirics of crosscountry tax revenue comparisons," World Development, Elsevier, vol. 24(10), pages 1659-1671, October.
- Ramon L. Clarete & Ernesto M. Pernia & Ammielou Gaduena & Adrian Mendoza, 2014. "The Role of Science, Technology and Research in Economic Development," UP School of Economics Discussion Papers 201407, University of the Philippines School of Economics.
- Campbell, David W., 2004. "Explaining Japan's saving rate," Journal of Asian Economics, Elsevier, vol. 15(4), pages 797-815, August.
- Laitner, John & Ohlsson, Henry, 1998.
"Bequest Motives: A Comparison of Sweden and the United States,"
Working Paper Series
1998:16, Uppsala University, Department of Economics.
- Laitner, John & Ohlsson, Henry, 2001. "Bequest motives: a comparison of Sweden and the United States," Journal of Public Economics, Elsevier, vol. 79(1), pages 205-236, January.
- Laitner, J. & Ohlsson, H., 1998. "Bequest Motives: a Comparison of Sweden and the United States," Papers 1998:16, Uppsala - Working Paper Series.
- John G. Fernald & Brent Neiman, 2010.
"Growth accounting with misallocation: Or, doing less with more in Singapore,"
Working Paper Series
2010-18, Federal Reserve Bank of San Francisco.
- John Fernald & Brent Neiman, 2010. "Growth Accounting with Misallocation: Or, Doing Less with More in Singapore," NBER Working Papers 16043, National Bureau of Economic Research, Inc.
- John Fernald & Brent Neiman, 2011. "Growth Accounting with Misallocation: Or, Doing Less with More in Singapore," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(2), pages 29-74, April.
- Charles Yuji Horioka, 2002.
"Are the Japanese Selfish, Altruistic or Dynastic?,"
The Japanese Economic Review, Japanese Economic Association, vol. 53(1), pages 26-54, March.
- Charles Yuji Horioka, 2001. "Are the Japanese Selfish, Altruistic, or Dynastic?," CIRJE F-Series CIRJE-F-134, CIRJE, Faculty of Economics, University of Tokyo.
- Charles Yuji Horioka, 2001. "Are the Japanese Selfish, Altruistic, or Dynastic?," NBER Working Papers 8577, National Bureau of Economic Research, Inc.
- Charles Yuji Horioka, 2001. "Are the Japanese Selfish, Altruistic, or Dynastic?," ISER Discussion Paper 0556, Institute of Social and Economic Research, Osaka University.
- Shrimoyee Ganguly & Rajat Acharyya, 2024.
"Money, exchange rate and export quality,"
The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 33(1), pages 118-144, January.
- Ganguly, Shrimoyee & Acharyya, Rajat, 2022. "Money, Exchange Rate and Export Quality," MPRA Paper 112891, University Library of Munich, Germany.
- Arnold Harberger, 1995. "Tax Lore for Budding Reformers," NBER Chapters, in: Reform, Recovery, and Growth: Latin America and the Middle East, pages 291-310, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & 伊藤, 隆敏 & イトウ, タカトシ & Tsuri, Masao & 釣, 雅雄 & ツリ, マサオ, 2002. "Macroeconomic Impacts of Aging in Japan," Discussion Paper 77, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
- Kakpo, Eliakim, 2018. "On the political economy of state corporate tax reforms in the U.S," MPRA Paper 94986, University Library of Munich, Germany.
- Miguel Sánchez Romero & Naohiro Ogawa & Rikiya Matsukura, 2013. "To give or not to give: bequest estimate and wealth impact based on a CGE model with realistic demography in Japan," MPIDR Working Papers WP-2013-012, Max Planck Institute for Demographic Research, Rostock, Germany.
- John Fernald & Brent Neiman, 2006.
"Measuring the Miracle: Market Imperfections and Asia's Growth Experience,"
2006 Meeting Papers
785, Society for Economic Dynamics.
- Takatoshi Ito & Anne O. Krueger, 1992.
"The Political Economy of Tax Reform,"
NBER Books,
National Bureau of Economic Research, Inc, number ito_92-2, February.
Cited by:
- John Fernald & Brent Neiman, 2006.
"Measuring the Miracle: Market Imperfections and Asia's Growth Experience,"
2006 Meeting Papers
785, Society for Economic Dynamics.
- John G. Fernald & Brent Neiman, 2006. "Measuring the miracle: market imperfections and Asia's growth experience," Working Paper Series 2006-17, Federal Reserve Bank of San Francisco.
- John Fernald & Brent Neiman, 2010. "Growth Accounting with Misallocation: Or, Doing Less with More in Singapore," NBER Working Papers 16043, National Bureau of Economic Research, Inc.
- John G. Fernald & Brent Neiman, 2003. "Measuring productivity growth in Asia: do market imperfections matter?," Working Paper Series WP-03-15, Federal Reserve Bank of Chicago.
- John Fernald & Brent Neiman, 2011. "Growth Accounting with Misallocation: Or, Doing Less with More in Singapore," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(2), pages 29-74, April.
- Kiyohiko G. Nishimura & Fukujyu Yamazaki & Takako Idee & Toshiaki Watanabe, 1999. "Distortionary Taxation, Excessive Price Sensitivity, and Japanese Land Prices," NBER Working Papers 7254, National Bureau of Economic Research, Inc.
- Charles Yuji Horioka, 2009.
"Do Bequests Increase or Decrease Wealth Inequalities?,"
ISER Discussion Paper
0729, Institute of Social and Economic Research, Osaka University.
- Horioka, Charles Yuji, 2009. "Do bequests increase or decrease wealth inequalities?," Economics Letters, Elsevier, vol. 103(1), pages 23-25, April.
- Charles Yuji Horioka, 2009. "Do Bequests Increase or Decrease Wealth Inequalities?," NBER Working Papers 14639, National Bureau of Economic Research, Inc.
- Ken Yamada, 2003.
"Intra-family Transfers in Japan: Intergenerational Co-residence, Distance, andContact,"
ISER Discussion Paper
0575, Institute of Social and Economic Research, Osaka University.
- Ken Yamada, 2006. "Intra-family transfers in Japan: intergenerational co-residence, distance, and contact," Applied Economics, Taylor & Francis Journals, vol. 38(16), pages 1839-1861.
- Charles Horioka, 2014.
"Are Americans and Indians more altruistic than the Japanese and Chinese? Evidence from a new international survey of bequest plans,"
Review of Economics of the Household, Springer, vol. 12(3), pages 411-437, September.
- Charles Yuji Horioka, 2014. "Are Americans and Indians More Altruistic than the Japanese and Chinese? Evidence from a New International Survey of Bequest Plans," ISER Discussion Paper 0901, Institute of Social and Economic Research, Osaka University.
- Charles Yuji Horioka, 2014. "Are Americans and Indians More Altruistic than the Japanese and Chinese? Evidence from a New International Survey of Bequest Plans," NBER Working Papers 20158, National Bureau of Economic Research, Inc.
- B. Douglas Bernheim, 1999.
"Taxation and Saving,"
NBER Working Papers
7061, National Bureau of Economic Research, Inc.
- Bernheim, B. Douglas, 2002. "Taxation and saving," Handbook of Public Economics, in: A. J. Auerbach & M. Feldstein (ed.), Handbook of Public Economics, edition 1, volume 3, chapter 18, pages 1173-1249, Elsevier.
- B. Douglas Bernheim, 1999. "Taxation and Saving," Working Papers 99007, Stanford University, Department of Economics.
- Charles Yuji Horioka, 2020.
"Does the Selfish Life-Cycle Model Apply in the Case of Japan?,"
ISER Discussion Paper
1084, Institute of Social and Economic Research, Osaka University.
- Charles Yuji Horioka, 2020. "Does the Selfish Life-Cycle Model Apply in the Case of Japan?," Discussion Paper Series DP2020-14, Research Institute for Economics & Business Administration, Kobe University.
- Horioka, Charles Yuji, 2020. "Does the Selfish Life-Cycle Model Apply in the Case of Japan?," AGI Working Paper Series 2020-04, Asian Growth Research Institute.
- Charles Yuji Horioka, 2020.
"Is the Selfish Life-Cycle Model More Applicable in Japan and, If So, Why? A Literature Survey,"
ISER Discussion Paper
1102, Institute of Social and Economic Research, Osaka University.
- Charles Yuji Horioka, 2020. "Is the Selfish Life-Cycle Model More Applicable in Japan and, If So, Why? A Literature Survey," Discussion Paper Series DP2020-28, Research Institute for Economics & Business Administration, Kobe University.
- Charles Yuji Horioka, 2020. "Is the Selfish Life-Cycle Model More Applicable in Japan and, If So, Why? A Literature Survey," NBER Working Papers 27869, National Bureau of Economic Research, Inc.
- Charles Yuji Horioka, 2021. "Is the selfish life-cycle model more applicable in Japan and, if so, why? A literature survey," Review of Economics of the Household, Springer, vol. 19(1), pages 157-187, March.
- Yuji Horioka, Charles, 2020. "Is the Selfish Life-Cycle Model More Applicable in Japan and, If So, Why? A Literature Survey," AGI Working Paper Series 2020-18, Asian Growth Research Institute.
- Marire, Juniours & Sunde, Tafirenyika, 2012.
"Economic Growth and Tax Structure in Zimbabwe: 1984–2009,"
MPRA Paper
86606, University Library of Munich, Germany.
- Juniours Marire & Tafirenyika Sunde, 2012. "Economic growth and tax structure in Zimbabwe: 1984-2009," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, vol. 5(2), pages 105-121.
- Junya Hamaaki & Masahiro Hori & Keiko Murata, 2014.
"Intergenerational Transfers and Asset Inequality in Japan: Empirical Evidence from New Survey Data,"
Asian Economic Journal, East Asian Economic Association, vol. 28(1), pages 41-62, March.
- HAMAAKI Junya & HORI Masahiro & MURATA Keiko, 2012. "Intergenerational Transfers and Asset Inequality in Japan: Empirical Evidence from New Survey Data," ESRI Discussion paper series 284, Economic and Social Research Institute (ESRI).
- Hamaaki, Junya & Hori, Masahiro & Murata, Keiko, 2012. "Intergenerational Transfers and Asset Inequality in Japan: Empirical Evidence from New Survey Data," CIS Discussion paper series 544, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
- Ohtake, Fumio & Shintani, Mototsugu, 1996.
"The effect of demographics on the Japanese housing market,"
Regional Science and Urban Economics, Elsevier, vol. 26(2), pages 189-201, April.
- Ohtake, F. & Shintani, M., 1995. "The Effects of Demographics on the Japanese Housing Market," ISER Discussion Paper 0391, Institute of Social and Economic Research, Osaka University.
- Constantino Hevia & Norman Loayza & Claudia Meza-Cuadra, 2017.
"Industrial Policies vs Public Goods under Asymmetric Information,"
Working Papers
93, Peruvian Economic Association.
- Hevia,Constantino & Loayza,Norman V. & Meza Cuadra Balcazar,Claudia Maria, 2017. "Industrial policies vs public goods under asymmetric information," Policy Research Working Paper Series 8052, The World Bank.
- Constantino Hevia & Norman V. Loayza & Claudia Meza-Cuadra, 2023. "Industrial Policies vs Public Goods under Asymmetric Information," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 46(91), pages 39-52.
- Bhattacharya, Joydeep, 1998.
"Credit Market Imperfections, Income Distribution, and Capital Accumulation,"
Staff General Research Papers Archive
5105, Iowa State University, Department of Economics.
- Joydeep Bhattacharya, 1997. "Credit market imperfections, income distribution, and capital accumulation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(1), pages 171-200.
- Ito, Takatoshi & 伊藤, 隆敏 & イトウ, タカトシ & Tsuri, Masao & 釣, 雅雄 & ツリ, マサオ, 2003. "Macroeconomic Impacts of Aging in Japan on the Balance of Current Accounts," Discussion Paper 170, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito & Keiko Nosse Hirono, 1993.
"Efficiency of the Tokyo Housing Market,"
NBER Working Papers
4382, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Keiko Nosse Hirono, 1993. "Efficiency of the Tokyo Housing Market," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 11(1), pages 1-32, July.
- Shimono, Keiko & Otsuki, Hideaki, 2006. "The distribution of bequests in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 20(1), pages 77-86, March.
- Charles Yuji Horioka, 2014. "Why Do People Leave Bequests? For Love or Self-Interest? Evidence from a New International Survey of Bequest Plans," UP School of Economics Discussion Papers 201406, University of the Philippines School of Economics.
- Ganguly, Shrimoyee, 2023. "Money, Exchange rate and Wage Inequality," MPRA Paper 116374, University Library of Munich, Germany.
- Bès, Martin & Febres, Jorge & Rains, Luisa, 1996. "Reformas recientes en la política tributaria en América Latina," Sede de la CEPAL en Santiago (Estudios e Investigaciones) 34273, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- Zee, Howell H., 1996. "Empirics of crosscountry tax revenue comparisons," World Development, Elsevier, vol. 24(10), pages 1659-1671, October.
- Ramon L. Clarete & Ernesto M. Pernia & Ammielou Gaduena & Adrian Mendoza, 2014. "The Role of Science, Technology and Research in Economic Development," UP School of Economics Discussion Papers 201407, University of the Philippines School of Economics.
- Campbell, David W., 2004. "Explaining Japan's saving rate," Journal of Asian Economics, Elsevier, vol. 15(4), pages 797-815, August.
- Laitner, John & Ohlsson, Henry, 1998.
"Bequest Motives: A Comparison of Sweden and the United States,"
Working Paper Series
1998:16, Uppsala University, Department of Economics.
- Laitner, John & Ohlsson, Henry, 2001. "Bequest motives: a comparison of Sweden and the United States," Journal of Public Economics, Elsevier, vol. 79(1), pages 205-236, January.
- Laitner, J. & Ohlsson, H., 1998. "Bequest Motives: a Comparison of Sweden and the United States," Papers 1998:16, Uppsala - Working Paper Series.
- John G. Fernald & Brent Neiman, 2010.
"Growth accounting with misallocation: Or, doing less with more in Singapore,"
Working Paper Series
2010-18, Federal Reserve Bank of San Francisco.
- John Fernald & Brent Neiman, 2010. "Growth Accounting with Misallocation: Or, Doing Less with More in Singapore," NBER Working Papers 16043, National Bureau of Economic Research, Inc.
- John Fernald & Brent Neiman, 2011. "Growth Accounting with Misallocation: Or, Doing Less with More in Singapore," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(2), pages 29-74, April.
- Charles Yuji Horioka, 2002.
"Are the Japanese Selfish, Altruistic or Dynastic?,"
The Japanese Economic Review, Japanese Economic Association, vol. 53(1), pages 26-54, March.
- Charles Yuji Horioka, 2001. "Are the Japanese Selfish, Altruistic, or Dynastic?," CIRJE F-Series CIRJE-F-134, CIRJE, Faculty of Economics, University of Tokyo.
- Charles Yuji Horioka, 2001. "Are the Japanese Selfish, Altruistic, or Dynastic?," NBER Working Papers 8577, National Bureau of Economic Research, Inc.
- Charles Yuji Horioka, 2001. "Are the Japanese Selfish, Altruistic, or Dynastic?," ISER Discussion Paper 0556, Institute of Social and Economic Research, Osaka University.
- Shrimoyee Ganguly & Rajat Acharyya, 2024.
"Money, exchange rate and export quality,"
The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 33(1), pages 118-144, January.
- Ganguly, Shrimoyee & Acharyya, Rajat, 2022. "Money, Exchange Rate and Export Quality," MPRA Paper 112891, University Library of Munich, Germany.
- Arnold Harberger, 1995. "Tax Lore for Budding Reformers," NBER Chapters, in: Reform, Recovery, and Growth: Latin America and the Middle East, pages 291-310, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & 伊藤, 隆敏 & イトウ, タカトシ & Tsuri, Masao & 釣, 雅雄 & ツリ, マサオ, 2002. "Macroeconomic Impacts of Aging in Japan," Discussion Paper 77, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
- Kakpo, Eliakim, 2018. "On the political economy of state corporate tax reforms in the U.S," MPRA Paper 94986, University Library of Munich, Germany.
- Miguel Sánchez Romero & Naohiro Ogawa & Rikiya Matsukura, 2013. "To give or not to give: bequest estimate and wealth impact based on a CGE model with realistic demography in Japan," MPIDR Working Papers WP-2013-012, Max Planck Institute for Demographic Research, Rostock, Germany.
- John Fernald & Brent Neiman, 2006.
"Measuring the Miracle: Market Imperfections and Asia's Growth Experience,"
2006 Meeting Papers
785, Society for Economic Dynamics.
- Takatoshi Ito, 1991.
"The Japanese Economy,"
MIT Press Books,
The MIT Press,
edition 1, volume 1, number 0262090295, December.
Cited by:
- Obstfeld, Maurice & Taylor, Alan M., 1997.
"The Great Depression as a Watershed: International Capital Mobility over the Long Run,"
CEPR Discussion Papers
1633, C.E.P.R. Discussion Papers.
- Maurice Obstfeld & Alan M. Taylor, 1998. "The Great Depression as a Watershed: International Capital Mobility over the Long Run," NBER Chapters, in: The Defining Moment: The Great Depression and the American Economy in the Twentieth Century, pages 353-402, National Bureau of Economic Research, Inc.
- Maurice Obstfeld & Alan M. Taylor, 1997. "The Great Depression as a Watershed: International Capital Mobility over the Long Run," NBER Working Papers 5960, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Tokuo Iwaisako, 1995.
"Explaining Asset Bubbles in Japan,"
NBER Working Papers
5358, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Tokuo Iwaisako, 1996. "Explaining Asset Bubbles in Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 14(1), pages 143-193, July.
- Woon Gyu Choi & David Cook, 2006.
"Stock Market Liquidity and the Macroeconomy: Evidence from Japan,"
NBER Chapters, in: Monetary Policy with Very Low Inflation in the Pacific Rim, pages 309-335,
National Bureau of Economic Research, Inc.
- Woon Gyu Choi & Mr. David Cook, 2005. "Stock Market Liquidity and the Macroeconomy: Evidence from Japan," IMF Working Papers 2005/006, International Monetary Fund.
- Takatoshi Ito, 2004.
"Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting?,"
RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Simon Guttmann (ed.),The Future of Inflation Targeting,
Reserve Bank of Australia.
- Takatoshi Ito, 2004. "Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting?," NBER Working Papers 10818, National Bureau of Economic Research, Inc.
- Milgrom, Paul & Roberts, John, 1994. "Complementarities and systems: Understanding japanese economic organization," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 9(1), pages 3-42.
- Takatoshi Ito & Frederic S. Mishkin, 2006.
"Two Decades of Japanese Monetary Policy and the Deflation Problem,"
NBER Chapters, in: Monetary Policy with Very Low Inflation in the Pacific Rim, pages 131-1997,
National Bureau of Economic Research, Inc.
- Takatoshi Ito & Frederic S. Mishkin, 2004. "Two Decades of Japanese Monetary Policy and the Deflation Problem," NBER Working Papers 10878, National Bureau of Economic Research, Inc.
- Anton Braun, R. & Esteban-Pretel, Julen & Okada, Toshihiro & Sudou, Nao, 2006.
"A comparison of the Japanese and U.S. business cycles,"
Japan and the World Economy, Elsevier, vol. 18(4), pages 441-463, December.
- R. Anton Braun & Julen Esteban-Pretel & Toshihiro Okada & Nao Sudou, 2005. "A Comparison of the Japanese and U.S. Business Cycles," CIRJE F-Series CIRJE-F-392, CIRJE, Faculty of Economics, University of Tokyo.
- Karyotis, Catherine & Alijani, Sharam, 2016. "Soft commodities and the global financial crisis: Implications for the economy, resources and institutions," Research in International Business and Finance, Elsevier, vol. 37(C), pages 350-359.
- Ian H.K. Leow, 2004. "A Simple Dynamic Model of Big-push," Econometric Society 2004 Australasian Meetings 218, Econometric Society.
- Yochanan Shachmurove, "undated".
"Japan's Enigmatic Coexistence of Strong Currency and Trade Surplus,"
Penn CARESS Working Papers
5aea5a272528672c53ab198e3, Penn Economics Department.
- Yochanan Shachmurove, "undated". ""Japan's Enigmatic Coexistence of Strong Currency and Trade Surplus''," CARESS Working Papres 98-02, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- Eric Dubois, 2016. "Political business cycles 40 years after Nordhaus," Public Choice, Springer, vol. 166(1), pages 235-259, January.
- Kozo Kiyota, 2007. "On Testing the Law of Comparative Advantage," Working Papers 556, Research Seminar in International Economics, University of Michigan.
- Takatoshi Ito & Keiko Nosse Hirono, 1993.
"Efficiency of the Tokyo Housing Market,"
NBER Working Papers
4382, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Keiko Nosse Hirono, 1993. "Efficiency of the Tokyo Housing Market," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 11(1), pages 1-32, July.
- KONDO Keisuke, 2017. "Dynamic Benefits of Working in Large Cities: Evidence from Japanese matched employer–employee data," Discussion papers 17043, Research Institute of Economy, Trade and Industry (RIETI).
- Alastair Smith, 1996. "Endogenous Election Timing In Majoritarian Parliamentary Systems," Economics and Politics, Wiley Blackwell, vol. 8(2), pages 85-110, July.
- Eric Dubois, 2016. "Political Business Cycles 40 Years after Nordhaus," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01291401, HAL.
- Niizeki, Takeshi & Suga, Fumihiko, 2021. "The impact of the rise and collapse of Japan's housing price bubble on households’ lifetime utility," Journal of the Japanese and International Economies, Elsevier, vol. 60(C).
- Takatoshi Ito & Michael Melvin, 1999. "Japan's Big Bang and the Transformation of Financial Markets," NBER Working Papers 7247, National Bureau of Economic Research, Inc.
- Kazuo Ogawa & Elmer Sterken & Ichiro Tokutsu, 2005. "Bank Control and the Number of Bank Relations of Japanese Firms," CESifo Working Paper Series 1589, CESifo.
- Edward B. Montgomery, 1993. "Pattern in Regional Labor Market Adjustment: The United States vs. Japan," NBER Working Papers 4414, National Bureau of Economic Research, Inc.
- Derek C. Jones & Takao Kato & Jeffrey Pliskin, 1999.
"Profit Sharing and Gainsharing: A Review of Theory, Incidence, and Effects,"
Macroeconomics
9903010, University Library of Munich, Germany.
- Derek C. Jones & Takao Kato & Jeffrey Pliskin, 1994. "Profit Sharing and Gainsharing: A Review of Theory, Incidence, and Effects," Economics Working Paper Archive wp_125, Levy Economics Institute.
- Toshitaka Sekine & Yuki Teranishi, 2008. "Inflation Targeting and Monetary Policy Activism," IMES Discussion Paper Series 08-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
- Zhifeng Wang & Xiaoming Xu & Zhiqing Liang, 2016. "Industrial upgrade and economic governance in the Pearl River Delta—a case study of Dongguan city," China Finance and Economic Review, Springer, vol. 4(1), pages 1-9, December.
- Eric Dubois, 2016. "Political Business Cycles 40 Years after Nordhaus," Post-Print hal-01291401, HAL.
- Hamada, Koichi & Okada, Yasushi, 2009. "Monetary and international factors behind Japan's lost decade," Journal of the Japanese and International Economies, Elsevier, vol. 23(2), pages 200-219, June.
- Kenneth N. Kuttner & Adam S. Posen, 2001. "The Great Recession: Lessons for Macroeconomic Policy from Japan," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 32(2), pages 93-186.
- Cargill, Thomas, 2004. "Japan’s Economic and Financial Stagnation and the Possibility of a Second Lost Decade," EIJS Working Paper Series 199, Stockholm School of Economics, The European Institute of Japanese Studies.
- John A. Weinberg, 2002. "Imperfect competition and the pricing of interbank payment services," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 51-66.
- Eichengreen, Barry & Hatase, Mariko, 2007. "Can a rapidly growing export-oriented economy exit smoothly from a currency peg? Lessons from Japan's high-growth era," Explorations in Economic History, Elsevier, vol. 44(3), pages 501-521, July.
- KONDO Keisuke, 2017. "Urban Wage Premium Revisited: Evidence from Japanese matched employer-employee data," Discussion papers 17047, Research Institute of Economy, Trade and Industry (RIETI).
- Obstfeld, Maurice & Taylor, Alan M., 1997.
"The Great Depression as a Watershed: International Capital Mobility over the Long Run,"
CEPR Discussion Papers
1633, C.E.P.R. Discussion Papers.