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1. Did the crisis permanently scar the Portuguese labour market? Evidence from a Markov-switching Beveridge curve analysis. (2017). Vansteenkiste, isabel.
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2. Currency forecast errors at times of low interest rates: evidence from survey data on the Yen/Dollar exchange rate. (2013). Nagayasu, Jun ; MacDonald, Ronald.
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3. The Effect of Capital Controls and Prudential FX Measures on Options-Implied Exchange Rate Stability. (2013). Wu, Thomas ; Rodriguez, Marius ; Marius del Giudice Rodriguez, .
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4. Continuous time regime switching model applied to foreign exchange rate.. (2012). ZOU, Benteng ; Goutte, Stéphane.
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5. A Markov regime switching model of crises and contagion: The case of the Iberian countries in the EMS. (2012). Nunes, Luis ; Lopes, Jose Mario .
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6. The changing role of house price dynamics over the business cycle. (2012). Dufrénot, Gilles ; Malik, Sheheryar ; Dufrenot, Gilles.
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   RePEc:eee:ecmode:v:29:y:2012:i:5:p:1960-1967.

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7. Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew.
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8. Foreign exchange rates under Markov Regime switching model. (2011). ZOU, Benteng ; Heinen, Andréas ; Goutte, Stéphane.
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9. Forward Rate Unbiasedness Hypothesis in the Tunisian Exchange Rate Market. (2011). Kumar, Rohit ; Aloui, Chaker ; Azouzi, Dhekra.
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   RePEc:hur:ijarbs:v:1:y:2011:i:2:p:17-44.

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10. Crisis and self-fulfilling expectations: The Turkish experience in 1994 and 2000-2001. (2011). Tamgaç, Ünay.
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    RePEc:eee:reveco:v:20:y:2011:i:1:p:44-58.

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11. What is driving oil futures prices? Fundamentals versus speculation. (2011). Vansteenkiste, isabel.
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    RePEc:ecb:ecbwps:20111371.

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12. Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew.
    In: CEPR Discussion Papers.
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13. Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities. (2010). Spagnolo, Fabio ; Sola, Martin ; Psaradakis, Zacharias.
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14. The changing role of house price dynamics over the business cycle. (2010). malik, Sachin ; Dufrénot, Gilles ; Dufrenot, G..
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    RePEc:bfr:banfra:309.

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15. Volatility regime-switching in European exchange rates prior to monetary unification. (2009). Wilfling, Bernd.
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16. Implied Volatility with Time-Varying Regime Probabilities. (2008). Lanne, Markku ; Ahoniemi, Katja.
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17. Econométrie des modèles à changements de régimes: un essai de synthèse. (2007). Uctum, Remzi.
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18. The effectiveness of central bank intervention in the EMS: The post 1993 experience. (2006). Stix, Helmut ; Brandner, Peter ; Grech, Harald .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:4:p:580-597.

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19. Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts. (2006). Mittnik, Stefan ; Mizrach, Bruce ; Haas, Markus.
    In: Journal of Financial Stability.
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20. Revisiting the interest rate-exchange rate nexus: a Markov-switching approach. (2006). Chen, Shiu-Sheng.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:79:y:2006:i:1:p:208-224.

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21. Empirical exchange rate models and currency risk: some evidence from density forecasts. (2005). Valente, Giorgio ; Sarno, Lucio.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:2:p:363-385.

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22. European and international asymmetry in the volatility transmission mechanism: the German Dominance Hypothesis revisited. (2004). Laopodis, Nikiforos.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:56:y:2004:i:2:p:75-97.

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23. Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach. (2003). Chen, Shiu-Sheng.
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    RePEc:wpa:wuwpif:0303002.

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24. Nonlinear Exchange Rate Models: A Selective Overview. (2003). Sarno, Lucio.
    In: Rivista di Politica Economica.
    RePEc:rpo:ripoec:v:93:y:2003:i:4:p:3-46.

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25. Nonlinear Exchange Rate Models: A Selective Overview. (2003). Sarno, Lucio.
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    RePEc:imf:imfwpa:2003/111.

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26. On currency crises and contagion. (2003). Fratzscher, Marcel.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:8:y:2003:i:2:p:109-129.

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27. Real exchange rate misalignments. (2003). Terra, Cristina ; Frederico Estrella Carneiro Valladares, .
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:493.

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28. The out-of-sample success of term structure models as exchange rate predictors: a step beyond. (2003). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:60:y:2003:i:1:p:61-83.

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29. Mean-reversion vs. adjustment to PPP: the two regimes of exchange rate dynamics under the EMS, 1979-1998. (2003). Bessec, Marie.
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    RePEc:eee:ecmode:v:20:y:2003:i:1:p:141-164.

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30. Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes. (2003). Wohar, Mark ; Valente, Giorgio ; Sarno, Lucio.
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31. Toward an econometric target zone model with endogenous devaluation risk for a small open economy. (2002). Klaster, Michel A. ; Knot, Klaas H. W., .
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32. On currency crises and contagion. (2002). Fratzscher, Marcel.
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33. The Effectiveness of Central Bank Intervention in the EMS. The Post 1993 Experience. (2001). Stix, Helmut ; Brandner, Peter ; Grech, Harald .
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34. Working Paper 55. (2001). Brandner, Peter ; Stix, Helmut ; Grech, Harald .
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35. The Effectiveness of Central Bank Intervention in the EMS: The Post 1993 Experience. (2001). Stix, Helmut ; Brandner, Peter ; Grech, Harald .
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36. Inflation Targeting and Exchange Rate Co-ordination. (2001). Alexandre, Fernando ; Drifill, John ; Spagniolo, Fabio.
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37. The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond. (2001). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
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38. Exchange Rates and fundamentals - a Non-Linear Relationship?. (2001). Vansteenkiste, isabel ; De Grauwe, Paul.
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    RePEc:ces:ceswps:_577.

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39. On Currency Crises and Contagion. (2000). Fratzscher, Marcel.
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40. Fiscal policy, debt management and exchange rate credibility: Lessons from the recent Italian experience. (2000). Tronzano, Marco ; Amato, Amedeo.
    In: Journal of Banking & Finance.
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41. Regime-switching and interest rates in the European monetary system. (2000). Gray, Stephen F. ; Dahlquist, Magnus.
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42. Regime switching in foreign exchange rates: Evidence from currency option prices. (2000). Gray, Stephen F. ; Whaley, Robert E. ; Bollen, Nicolas P. B., .
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43. Mean-Reversion versus PPP Adjustment: The Two Regimes of Exchange Rate Dynamics Under the EMS, 1979-1998. (2000). Bessec, Marie.
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    RePEc:ecm:wc2000:1305.

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44. A regime - switching approach to studying speculative attacks : focus on European Monetary System crises. (1999). Maria Soledad Martinez Peria, .
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45. Asymmetric volatility spillovers in deutsche mark exchange rates. (1998). Laopodis, Nikiforos.
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46. A new indicator to assess the credibility of the EMS. (1997). Gómez-Puig, Marta ; Montalvo, JoseG., .
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47. The Mexican intertemporal budget constraint: Persistent signals of an eventual collapse. (1996). Urzúa, Carlos ; Nuez, Jose A..
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48. The Mexican intertemporal budget constraint: Persistent signals of an eventual collapse. (1995). Urzúa, Carlos ; Nez, Jos A. ; Urza, Carlos M..
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    RePEc:ega:docume:200303.

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