Aghion, P. ; Bacchetta, P. ; Rancière, R. ; Rogoff, K. Exchange rate volatility and productivity growth: The role of financial development. 2009 Journal of Monetary Economics. 56 494-513
- Akinci, Ö. ; Queralto, A. Exchange rate dynamics and monetary spillovers with imperfect financial markets. 2023 The Review of Financial Studies.. -
Paper not yet in RePEc: Add citation now
Alper, K. ; Kara, H. ; Yörükoglu, M. Alternative tools to manage capital flow volatility. 2013 En : Bank for International Settlements, Sovereign risk: a world without risk-free assets?. Bank for International Settlements:
Andersen, T.G. ; Bollerslev, T. Heterogeneous information arrivals and return volatility dynamics: Uncovering the long-run in high frequency returns. 1997 Journal of Finance. 52 975-1005
Brooks, R. ; Edison, H. ; Kumar, M.S. ; Sløk, T. Exchange rates and capital flows. 2004 European Financial Management. 10 511-533
Broto, C. ; Diaz-Cassou, J. ; Erce, A. Measuring and explaining the volatility of capital flows to emerging countries. 2011 Journal of Banking & Finance. 35 1941-1953
Calvo, G.A. ; Izquierdo, A. ; Mejía, L.F. Systemic sudden stops: The relevance of balance-sheet effects and financial integration. 2008 SSRN Electronic Journal. -
Camanho, N. ; Hau, H. ; Rey, H. Global portfolio rebalancing and exchange rates. 2022 The Review of Financial Studies. 35 5228-5274
Candian, G. Information frictions and real exchange rate dynamics. 2019 Journal of International Economics. 116 189-205
Caporale, G.M. ; Ali, F.M. ; Spagnolo, F. ; Spagnolo, N. International portfolio flows and exchange rate volatility in emerging Asian markets. 2017 Journal of International Money and Finance. 76 1-15
Caporale, G.M. ; Ali, F.M. ; Spagnolo, N. Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach. 2015 Journal of International Money and Finance. 54 70-92
Caramazza, F. ; Ricci, L. ; Salgado, R. International financial contagion in currency crises. 2004 Journal of International Money and Finance. 23 51-70
- Carney, M. Pull, push, pipes: Sustainable capital flows for a new world order. 2019 :
Paper not yet in RePEc: Add citation now
Cavallo, E.A. ; Frankel, J.A. Does openness to trade make countries more vulnerable to sudden stops, or less? Using gravity to establish causality. 2008 Journal of International Money and Finance. 27 1430-1452
Cesa-Bianchi, A. ; Kumhof, M. ; Sokol, A. ; Thwaites, G. Towards a new monetary theory of exchange rate determination. 2019 En : Bank of England Staff Working Paper No. 817. :
Cesa-Bianchi, A. ; Martin, F.E. ; Thwaites, G. Foreign booms, domestic busts: The global dimension of banking crises. 2019 Journal of Financial Intermediation. 37 58-74
Combes, J.-L. ; Kinda, T. ; Plane, P. Capital flows, exchange rate flexibility, and the real exchange rate. 2012 Journal of Macroeconomics. 34 1034-1043
Devereux, M. ; Lane, P. Understanding bilateral exchange rate volatility. 2003 Journal of International Economics. 60 109-132
Devereux, M.B. Should the exchange rate be a shock absorber?. 2004 Journal of International Economics. 62 359-377
- Dornbusch, R. Expectations and exchange rate dynamics. 1976 Journal of Political Economy. 84 1161-1176
Paper not yet in RePEc: Add citation now
Edwards, S. Capital controls, capital flow contractions, and macroeconomic vulnerability. 2007 Journal of International Money and Finance. 26 814-840
Fernández, A. ; Klein, M.W. ; Rebucci, A. ; Schindler, M. ; Uribe, M. Capital control measures: A new dataset. 2016 IMF Economic Review. 64 548-574
Flood, R. Explanations of exchange-rate volatility and other empirical regularities in some popular models of the foreign exchange market. 1981 Carnegie-Rochester Conference Series on Public Policy. 15 219-249
Flood, R.P. ; Rose, A.K. Fixing exchange rates: A virtual quest for fundamentals. 1995 Journal of Monetary Economics. 36 3-37
- Forbes, K.J. Capital flow volatility and contagion: A focus on Asia. 2012 En : MIT Sloan School Working Paper No. 4979-12. :
Paper not yet in RePEc: Add citation now
Fratzscher, M. Capital flows, push versus pull factors and the global financial crisis. 2012 Journal of International Economics. 88 341-356
Gabaix, X. ; Maggiori, M. International liquidity and exchange rate dynamics. 2015 The Quarterly Journal of Economics. 130 1369-1420
Ganguly, S. ; Breuer, J.B. Nominal exchange rate volatility, relative price volatility, and the real exchange rate. 2010 Journal of International Money and Finance. 29 840-856
Georgiadis, G. Determinants of global spillovers from US monetary policy. 2016 Journal of International Money and Finance. 67 41-61
Gertler, M. ; Kiyotaki, N. Financial intermediation and credit policy in business cycle analysis. 2010 Handbook of Monetary Economics. 3 547-599
Ghosh, A.R. ; Ostry, J.D. ; Qureshi, M.S. When do capital inflow surges end in tears?. 2016 The American Economic Review. 106 581-585
Grossmann, A. ; Love, I. ; Orlov, A.G. The dynamics of exchange rate volatility: A panel VAR approach. 2014 Journal of International Financial Markets, Institutions & Money. 33 1-27
Hau, H. Exchange rate determination: The role of factor price rigidities and nontradeables. 2000 Journal of International Economics. 50 421-447
- IMF, IMF advices on capital flows – Evaluation report 2020. 2020 Independent Evaluation Office of the International Monetary Fund:
Paper not yet in RePEc: Add citation now
- Ito, T. ; Lyons, R. ; Melvin, M.T. Is there private information in the FX market? The Tokyo experiment. 1998 Journal of Finance. 53 1111-1130
Paper not yet in RePEc: Add citation now
Itskhoki, O. ; Mukhin, D. Exchange rate disconnect in general equilibrium. 2021 Journal of Political Economy. 129 2183-2232
Jeanne, O. ; Rose, A.K. Noise trading and exchange rate regimes. 2002 The Quarterly Journal of Economics. 117 537-569
Jotikasthira, C. ; Lundblad, C.T. ; Ramadorai, T. Asset fire sales and purchases and the international transmission of funding shocks. 2012 The Journal of Finance. 67 2015-2050
- Kodongo, O. ; Ojah, K. The dynamic relation between foreign exchange rates and international portfolio flows: Evidence from Africa’s capital markets. 2012 International Review of Economics and Finance. 24 71-87
Paper not yet in RePEc: Add citation now
Lustig, H. ; Roussanov, N. ; Verdelhan, A. Common risk factors in currency markets. 2011 Review of Financial Studies. 24 3731-3777
MacDonald, R. Exchange rate behaviour: Are fundamentals important?. 1999 The Economic Journal. 109 F673-F691
Martin, P. ; Rey, H. Globalization and emerging markets: With or without crash?. 2006 American Economic Review. 96 1631-1651
Meese, R. ; Rogoff, K. Empirical exchange rate models of the seventies: Do they fit out of sample?. 1983 Journal of International Economics. 14 3-24
Milesi-Ferretti, G.-M. ; Tille, C. The great retrenchment: International capital flows during the global financial crisis. 2011 Economic Policy. 26 289-346
- Mundell, R.A. A theory of optimum currency areas. 1961 The American Economic Review. 51 509-517
Paper not yet in RePEc: Add citation now
Obstfeld, M. ; Rogoff, K. Risk and exchange rate. 1998 En : NBER Working Paper No.6694. :
Obstfeld, M. ; Rogoff, K.S. Exchange rate dynamics redux. 1995 Journal of Political Economy. 103 624-660
Pagliari, M.S. ; Hannan, S.A. The volatility of capital flows in emerging markets: Measures and determinants. 2024 Journal of International Money and Finance. 145 -
Pedroni, P. Structural panel VARs. 2013 Econometrics. 1 180-206
Rafi, O.P.C.M. ; Ramachandran, M. Capital flows and exchange rate volatility: Experience of emerging economies. 2018 Indian Economic Review. 53 183-205
Svirydzenka, K. Introducing a new broad-based index of financial development. 2016 En : IMF Working Paper WP/16/5. :
Wooldridge, J.M. Econometric analysis of cross section and panel data. 2010 The MIT Press: