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Exchange rates and fundamentals: A bootstrap panel data analysis. (2019). Xie, Zixiong ; Chen, Shyh-Wei.
In: Economic Modelling.
RePEc:eee:ecmode:v:78:y:2019:i:c:p:209-224.

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  2. Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries: Evidence from wavelet quantile regression analysis. (2022). Hau, Liya ; Zhu, Huiming ; Wu, Hao ; Ye, Fangyu ; Yu, Dongwei.
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  3. Exchange rates and fundamentals: Further evidence based on asymmetric causality test. (2021). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi.
    In: International Economics.
    RePEc:eee:inteco:v:165:y:2021:i:c:p:67-84.

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  4. Evaluating the exchange rate and commodity price nexus in Malaysia: evidence from the threshold cointegration approach. (2020). Loganathan, Nanthakumar ; Ramakrishnan, Suresh ; Butt, Shamaila ; Chohan, Muhammad Ali.
    In: Financial Innovation.
    RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00181-6.

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  5. The Tobit cointegrated vector autoregressive model: An application to the currency market. (2020). Welfe, Aleksander ; Grabowski, Wojciech.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:89:y:2020:i:c:p:88-100.

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    RePEc:pre:wpaper:201883.

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  27. Does Pak-Rupee Exchange Rate Respond to Monetary Fundamentals? A Structural Analysis. (2018). Nawaz, Saima ; Khan, Muhammad.
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:57:y:2018:i:2:p:175-202.

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  28. Are International Fund Flows Related to Exchange Rate Dynamics?. (2018). Scholtens, Bert ; de Haan, Jakob ; Li, Suxiao.
    In: Open Economies Review.
    RePEc:kap:openec:v:29:y:2018:i:1:d:10.1007_s11079-017-9469-5.

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  29. Understanding the sources of the exchange rate disconnect puzzle: A variance decomposition approach. (2018). Chou, Yu-Hsi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:56:y:2018:i:c:p:267-287.

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  30. Forecasting the CNY-CNH pricing differential: The role of investor attention. (2018). Yin, Libo ; Xu, Yang ; Han, Liyan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:49:y:2018:i:c:p:232-247.

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  31. Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

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  32. Does investor attention matter? The attention-return relationships in FX markets. (2018). Yin, Libo ; Xu, Yang ; Han, Liyan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:68:y:2018:i:c:p:644-660.

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  33. Rethinking the exchange rate disconnect puzzle theory in ASEAN-6. (2017). Dana, Badara Shofi ; Wardhono, Adhitya ; Nasir, Abd M.
    In: Economic Journal of Emerging Markets.
    RePEc:uii:journl:v:9:y:2017:i:1:p:98-103.

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  34. The multiscale relationship between exchange rates and fundamentals differentials: Empirical evidence from Scandinavia. (2017). Habimana, Olivier.
    In: MPRA Paper.
    RePEc:pra:mprapa:75956.

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  35. How Important Are Trade Prices for Trade Flows?. (2017). Lewis, Logan.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:65:y:2017:i:3:d:10.1057_s41308-017-0037-1.

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  36. Non-Traded Goods and Real Exchange Rate Fluctuations: A Structural VAR Analysis. (2017). Azcona, Nestor.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:23:y:2017:i:2:d:10.1007_s11294-017-9635-y.

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  37. Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations. (2017). Lansing, Kevin ; Ma, Jun.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:70:y:2017:i:c:p:62-87.

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  38. The Role of Unobservable Fundamentals in Korea Exchange Rate Fluctuations: Bayesian Approach. (2017). Kim, Young Min ; Lee, Seojin.
    In: Economic Analysis (Quarterly).
    RePEc:bok:journl:v:23:y:2017:i:3:p:1-22.

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  39. Point, interval and density forecasts of exchange rates with time-varying parameter models. (2016). Marcellino, Massimiliano ; Abbate, Angela.
    In: Discussion Papers.
    RePEc:zbw:bubdps:192016.

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  40. A Reconsideration of the Meese-Rogoff Puzzle: An Alternative Approach to Model Estimation and Forecast Evaluation. (2016). Burns, Kelly.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:20:y:2016:i:1:p:41-83.

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  41. Exchange rate predictability in a changing world. (2016). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:62:y:2016:i:c:p:1-24.

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  42. Point, interval and density forecasts of exchange rates with time-varying parameter models. (2016). Marcellino, Massimiliano ; Abbate, Angela.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11559.

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  43. Fundamentals and Exchange Rate Prediction Revisited. (2015). Wang, Yichiuan ; Wu, Jyhlin.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:47:y:2015:i:8:p:1651-1671.

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  44. An Equilibrium Foundation of the Soros Chart. (2015). Kano, Takashi ; Morita, Hiroshi.
    In: Discussion Papers.
    RePEc:hit:econdp:2014-07.

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  45. Real exchange rates and economic fundamentals: An investigation based on a Markov-STAR model. (2015). Sibbertsen, Philipp ; Bertram, Philip ; Ma, Jun.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-565.

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  46. Revisiting the relationship between exchange rates and fundamentals. (2015). Chen, Shiu-Sheng ; Chou, Yu-Hsi.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:46:y:2015:i:c:p:1-22.

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  47. An equilibrium foundation of the Soros chart. (2015). Kano, Takashi ; Morita, Hiroshi.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:37:y:2015:i:c:p:21-42.

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  48. An Equilibrium Foundation of the Soros Chart. (2014). Kano, Takashi ; Morita, Hiroshi.
    In: Working Papers.
    RePEc:tcr:wpaper:e79.

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  49. Exchange Rate Predictability in a Changing World. (2014). Korobilis, Dimitris ; Byrne, Joseph ; Ribeiro, Pinho J..
    In: Working Paper series.
    RePEc:rim:rimwps:06_14.

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  50. Exchange Rate Predictability in a Changing World. (2014). Korobilis, Dimitris ; Byrne, Joseph.
    In: MPRA Paper.
    RePEc:pra:mprapa:53684.

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  51. Exchange Rates and Fundamentals: Closing a Two-country Model. (2014). Kano, Takashi.
    In: Discussion Papers.
    RePEc:hit:econdp:2013-07.

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  52. Exchange Rate Predictability in a Changing World. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph.
    In: Working Papers.
    RePEc:gla:glaewp:2014_03.

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  53. Explaining Exchange Rate Anomalies in a Model with Taylor-Rule Fundamentals and Consistent Expectations. (2014). Ma, Jun ; Lansing, Kevin.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2014-22.

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  54. Exchange Rate Predictability in a Changing World. (2014). Korobilis, Dimitris ; Byrne, Joseph ; Ribeiro, Pinho J..
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:566.

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  55. Exchange Rate Predictability in a Changing World. (2014). Korobilis, Dimitris ; Byrne, Joseph.
    In: Papers.
    RePEc:arx:papers:1403.0627.

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  56. Exchange Rates and Fundamentals:Closing a Two-country Model. (2013). Kano, Takashi.
    In: UTokyo Price Project Working Paper Series.
    RePEc:upd:utppwp:011.

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  57. The J-Curve and Japan--China commodity trade. (2013). Bahmani-Oskooee, Mohsen ; Xu, Jia.
    In: Journal of Chinese Economic and Business Studies.
    RePEc:taf:jocebs:v:11:y:2013:i:1:p:13-28.

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  58. The Contribution of Observed and Unobserved Fundamentals to Exchange Rate Movements in Iran. (2013). Eslamloueyan, Karim ; Yazdanpanah, Hamideh.
    In: Journal of Money and Economy.
    RePEc:mbr:jmonec:v:8:y:2013:i:3:p:89-115.

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  59. Exchange Rates and Fundamentals: Closing a Two-country Model. (2013). Kano, Takashi.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-62.

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  60. Large Swings in Currencies driven by Fundamentals. (2006). de Vries, Casper ; Cumperayot, Phornchanok.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20060086.

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