create a website

Exchange Rate Dynamics and the Disconnect. (2007). Jindrova, Miroslava .
In: Acta Oeconomica Pragensia.
RePEc:prg:jnlaop:v:2007:y:2007:i:4:id:75:p:56-68.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 12

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. 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.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. CAMPBELL, D. (2006). Why Are Exchange Rates Out of Sync With Other Economic Indicators? Region Focus, 2006, vol. 10, no. 1, pp. 29-31. CHEUNG, Y.; CHINN, M.; PASCUAL, A. G. (2005). Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? Journal of International Money and Finance, 2005, vol. 24, no. 7, pp. 1150-1175.

  2. DE GRAUWE, P.; GRIMALDI, M. (2005). The Exchange Rate and its Fundamentals in a Complex World. Review of International Economics, 2005, vol. 13, no. 3, pp. 549-575.

  3. DEVEREUX, M. B.; ENGEL, C. (2002). Exchange Rate Pass Through, Exchange Rate Volatility and Exchange Rate Disconnect. Journal of Monetary Economics, 2002, vol. 49, no. 5, pp. 913-940.

  4. DUARTE, M. (2001). International Pricing in New Open-Economy Models. Federal Reserve Bank of Richmond Economic Quarterly, 2001, vol. 87, no. 4, pp. 53-70.

  5. DUARTE, M.; STOCKMAN, A. C. (2005). Rational Speculation and Exchange Rate. Journal of Monetary Economics, 2005, vol. 52, no. 1, pp. 3-29.

  6. ENGEL, C.; WEST, K. D. (2005). Exchange rates and fundamentals. Journal of Political economy, 2005, vol. 113, no. 3, pp. 485-517.

  7. FLOOD, R. P.; ROSE A. K. (1999). Understanding Exchange Rate Volatility without the Contrivance of Macroeconomics. The Economic Journal, 1999, vol. 109, no. 459, pp. 660-672.

  8. FRANKEL, J. A.; FROOT K. A. (1986). Understanding the US Dollar in the Eighties : the Expectations of Chartists and Fundamentalists. The Economic Record, 24-38.
    Paper not yet in RePEc: Add citation now

  9. MEESE, R.; ROGOFF, K. (1983). Empirical Exchange Rate Models of the Seventies: Do they Fit Out of sample? Journal of International economics, 1983, vol. 14, no. 1-2, pp. 3-24.

  10. OBSTFELD, M.; ROGOFF, K. (1995). Exchange Rate Dynamics Redux. Journal of Political Economy, 1995, vol.103, no. 3, pp. 624-660.

  11. OBSTFELD, M.; ROGOFF, K. (2000). The Six Major Puzzles in International Macroeconomics: Is there a Common Cause? Washington, D.C. : NBER Working paper no. W7777, 2000.

  12. SARNO, L (2005). Viewpoint: Towards a Solution to the Puzzles in Exchange Rate Economics: Where Do We Stand? Canadian Journal of Economics, 2005, vol. 38, no. 3, pp. 673-708.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Fundamentals and exchange rate forecastability with simple machine learning methods. (2018). Stoltz, Gilles ; Michalski, Tomasz ; Amat, Christophe.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01003914.

    Full description at Econpapers || Download paper

  2. Exchange rate forecasting with DSGE models. (2016). Rubaszek, Michał ; Kolasa, Marcin ; Ca' Zorzi, Michele.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161905.

    Full description at Econpapers || Download paper

  3. The Common Factor of Bilateral U.S. Exchange Rates: What is it Related to?. (2015). Wang, Ben ; Sheen, Jeffrey ; Ponomareva, Natalia.
    In: MPRA Paper.
    RePEc:pra:mprapa:68966.

    Full description at Econpapers || Download paper

  4. Bayesian forecasting of real exchange rates with a Dornbusch prior. (2015). Rubaszek, Michał ; Kocięcki, Andrzej ; Ca' Zorzi, Michele ; Ca'Zorzi, Michele, ; Kocicki, Andrzej.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:46:y:2015:i:c:p:53-60.

    Full description at Econpapers || Download paper

  5. Is Switzerland an Interest Rate Island after all? Time Series and Non-Linear Switching Regime Evidence. (2015). Köhler, Ekkehard ; Feld, Lars ; Kohler, Ekkehard A.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5628.

    Full description at Econpapers || Download paper

  6. The Effects of Financial and Real Shocks, Structural Vulnerability and Monetary Policy on Exchange Rates from the Perspective of Currency Crises Models. (2014). Nakatani, Ryota.
    In: UTokyo Price Project Working Paper Series.
    RePEc:upd:utppwp:043.

    Full description at Econpapers || Download paper

  7. Uncovered Equity Parity and Rebalancing in International Portfolios. (2014). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; Curcuru, Stephanie E..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19963.

    Full description at Econpapers || Download paper

  8. Uncovered Equity Parity and Rebalancing in International Portfolios. (2014). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; Curcuru, Stephanie E..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1103.

    Full description at Econpapers || Download paper

  9. Uncovered Equity Parity and rebalancing in international portfolios. (2014). Warnock, Francis ; Thomas, Charles ; Curcuru, Stephanie E. ; Wongswan, Jon.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:47:y:2014:i:c:p:86-99.

    Full description at Econpapers || Download paper

  10. Exchange rate fluctuations and international portfolio rebalancing. (2014). Loretan, Mico ; Gyntelberg, Jacob ; Subhanij, Tientip ; Chan, Eric.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:18:y:2014:i:c:p:34-44.

    Full description at Econpapers || Download paper

  11. Exchange Rates and Interest Parity. (2013). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19336.

    Full description at Econpapers || Download paper

  12. Exchange Rate Predictability. (2013). Rossi, Barbara.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:51:y:2013:i:4:p:1063-1119.

    Full description at Econpapers || Download paper

  13. Predicting swings in exchange rates with macro fundamentals. (2012). Chen, Shiu-Sheng ; Shiu-Sheng, Chen.
    In: MPRA Paper.
    RePEc:pra:mprapa:35772.

    Full description at Econpapers || Download paper

  14. Factor Model Forecasts of Exchange Rates. (2012). West, Kenneth ; Mark, Nelson ; Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18382.

    Full description at Econpapers || Download paper

  15. The carry trade and fundamentals: Nothing to fear but FEER itself. (2012). Taylor, Alan ; Jorda, Oscar.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:88:y:2012:i:1:p:74-90.

    Full description at Econpapers || Download paper

  16. Can dual-currency sovereign CDS predict exchange rate returns?. (2012). Pu, Xiaoling ; Zhang, Jianing.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:9:y:2012:i:3:p:157-166.

    Full description at Econpapers || Download paper

  17. Order flow in the South: Anatomy of the Brazilian FX market. (2012). Wu, Thomas.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:23:y:2012:i:3:p:310-324.

    Full description at Econpapers || Download paper

  18. Sources of Risk in Currency Returns. (2012). Zviadadze, Irina ; Chernov, Mikhail ; Graveline, Jeremy.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8745.

    Full description at Econpapers || Download paper

  19. Exchange Rate Misalignment - The Case of the Chinese Renminbi. (2012). Cheung, Yin-Wong.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3797.

    Full description at Econpapers || Download paper

  20. The Signaling Effect of Exchange Rates: pass-through under dispersed information. (2012). Areosa, Waldyr.
    In: Working Papers Series.
    RePEc:bcb:wpaper:282.

    Full description at Econpapers || Download paper

  21. In Which Exchange Rate Models Do Forecasters Trust?. (2011). Lee, Jaewoo ; Takizawa, H ; Hauner, David.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/116.

    Full description at Econpapers || Download paper

  22. Improving forecasting performance by window and model averaging. (2011). Thomakos, Dimitrios ; Bhattacharya, Prasad.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2011-05.

    Full description at Econpapers || Download paper

  23. Comment on Can Parameter Instability Explain the Meese-Rogoff Puzzle?. (2010). Chinn, Menzie D..
    In: NBER Chapters.
    RePEc:nbr:nberch:11913.

    Full description at Econpapers || Download paper

  24. Can Parameter Instability Explain the Meese-Rogoff Puzzle?. (2010). Beutler, Toni ; Bacchetta, Philippe ; van Wincoop, Eric.
    In: NBER Chapters.
    RePEc:nbr:nberch:11912.

    Full description at Econpapers || Download paper

  25. Taylor Rules and Exchange Rate Predictability in Emerging Economies. (2010). Moura, Marcelo ; Galimberti, Jaqueson.
    In: Insper Working Papers.
    RePEc:ibm:ibmecp:wpe_214.

    Full description at Econpapers || Download paper

  26. The Relationship between Exchange Rates and Interest Rate Differentials: a Wavelet Approach. (2010). Månsson, Kristofer ; Hacker, R Scott ; Mnsson, Kristofer ; Kim, Hyun Joo.
    In: Working Paper Series in Economics and Institutions of Innovation.
    RePEc:hhs:cesisp:0217.

    Full description at Econpapers || Download paper

  27. The monetary model strikes back: Evidence from the world. (2010). Saxena, Sweta ; Cerra, Valerie.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:81:y:2010:i:2:p:184-196.

    Full description at Econpapers || Download paper

  28. The Predictive Content of Commodity Futures. (2010). Coibion, Olivier ; Chinn, Menzie.
    In: Working Papers.
    RePEc:cwm:wpaper:89.

    Full description at Econpapers || Download paper

  29. Monetary Policy, Model Uncertainty and Exchange Rate Volatility. (2010). Markiewicz, Agnieszka.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2949.

    Full description at Econpapers || Download paper

  30. On causal Relationships Between Exchange Rates and Fundamentals: Better Than You Think. (2009). Leon-Ledesma, Miguel ; Christopoulos, Dimitris.
    In: Studies in Economics.
    RePEc:ukc:ukcedp:0909.

    Full description at Econpapers || Download paper

  31. Can Parameter Instability Explain the Meese-Rogoff Puzzle?. (2009). van Wincoop, Eric ; Beutler, Toni ; Bacchetta, Philippe.
    In: Working Papers.
    RePEc:szg:worpap:0904.

    Full description at Econpapers || Download paper

  32. Model Misspecification, Learning and the Exchange Rate Disconnect Puzzle. (2009). Markiewicz, Agnieszka ; Lewis, Vivien.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:09/563.

    Full description at Econpapers || Download paper

  33. The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself. (2009). Taylor, Alan ; Jorda, Oscar.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15518.

    Full description at Econpapers || Download paper

  34. On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals. (2009). van Wincoop, Eric ; Bacchetta, Philippe.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15008.

    Full description at Econpapers || Download paper

  35. Can Parameter Instability Explain the Meese-Rogoff Puzzle?. (2009). van Wincoop, Eric ; Beutler, Toni ; Bacchetta, Philippe.
    In: Cahiers de Recherches Economiques du Département d'économie.
    RePEc:lau:crdeep:09.08.

    Full description at Econpapers || Download paper

  36. On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals. (2009). van Wincoop, Eric ; Bacchetta, Philippe.
    In: Working Papers.
    RePEc:hkm:wpaper:272009.

    Full description at Econpapers || Download paper

  37. Exchange rate forecasters’ performance: evidence of skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
    In: Working Papers.
    RePEc:gla:glaewp:2009_13.

    Full description at Econpapers || Download paper

  38. The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself. (2009). Taylor, Alan ; Jorda, Oscar.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7568.

    Full description at Econpapers || Download paper

  39. Can Parameter Instability Explain the Meese-Rogoff Puzzle?. (2009). van Wincoop, Eric ; Beutler, Toni ; Bacchetta, Philippe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7383.

    Full description at Econpapers || Download paper

  40. On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals. (2009). van Wincoop, Eric ; Bacchetta, Philippe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7309.

    Full description at Econpapers || Download paper

  41. Exchange Rate Forecasters Performance: Evidence of Skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2615.

    Full description at Econpapers || Download paper

  42. Private Information and a Macro Model of Exchange Rates: Evidence from a Novel Data Set. (2008). Moore, Michael ; Chinn, Menzie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14175.

    Full description at Econpapers || Download paper

  43. If exchange rates are random walks, then almost everything we say about monetary policy is wrong. (2008). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
    In: Quarterly Review.
    RePEc:fip:fedmqr:y:2008:i:jul:p:2-9:n:v.32no.1.

    Full description at Econpapers || Download paper

  44. Freely Floating Exchange Rates Do Not Systematically Overshoot. (2008). Pippenger, John.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt97m8z6hw.

    Full description at Econpapers || Download paper

  45. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis. (2007). Taylor, Mark ; Menkhoff, Lukas.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:45:y:2007:i:4:p:936-972.

    Full description at Econpapers || Download paper

  46. The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:769.

    Full description at Econpapers || Download paper

  47. Conventional and Unconventional Approaches to Exchange Rate Modeling and Assessment. (2006). Chinn, Menzie ; Alquist, Ron.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12481.

    Full description at Econpapers || Download paper

  48. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-352.

    Full description at Econpapers || Download paper

  49. Exchange Rate Fundamentals and Order Flow (July 2004). (2005). Lyons, Richard ; Evans, Martin ; Martin D. D. Evans, .
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~05-05-03.

    Full description at Econpapers || Download paper

  50. Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting. (2005). Lyons, Richard ; Evans, Martin ; Martin D. D. Evans, .
    In: American Economic Review.
    RePEc:aea:aecrev:v:95:y:2005:i:2:p:405-414.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-01 04:35:25 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.