This document has not been cited yet.

1. Available at: https://www.philadelphiafed.org/-/media/research-and-data/publications/ working-papers/2011/wp11-34.pdf.
   Paper not yet in RePEc: Add citation now
   

2. ENGEL, CH. and WEST, K. D., 2005. Exchange Rates and Fundamentals. Journal of Political Economy. Issue 3, pp. 485–517. ISSN 1537-534X.

3. EVANS, M. D. D. and LYONS, R. K., 2002. Order flow and exchange-rate dynamics. Journal of Political Economy. Issue 1, pp. 170–180. ISSN 1537-534X.

4. HAU, H. and REY, H., 2006. Exchange Rates, Equity Prices, and Capital Flows. The Review of Financial Studies. Issue 1, pp. 273–317. ISSN 1465-7368.

5. RIME, D.; SARNO, L. and SOJLI, E., 2007. Exchange rate forecasting, order flow and macroeconomic information [Working Paper ANO 2007/2]. Norges Bank, Oslo. [accessed June 30, 2015]. Available at: http://www.norges-bank.no/Upload/60866/arb-2007-02.pdf.

6. SOLNIK, B. H., 1974. Why Not Diversify Internationally Rather Than Domestically? Financial Analyst Journal. Issue 4, pp. 48–54. ISSN 0015-198X.
   Paper not yet in RePEc: Add citation now
   

1. .

   Full description at Econpapers || Download paper

2. Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries. (2019). Salisu, Afees ; Emmanuel, Zachariah ; Adekunle, Wasiu ; Alimi, Wasiu A.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:62:y:2019:i:c:p:33-56.

   Full description at Econpapers || Download paper

3. Hedger Behaviour and Its Impact on Order Flow and Exchange Rate on Foreign Exchange Markets. (2015). Skoupil, Lubomir .
   In: Acta Oeconomica Pragensia.
   RePEc:prg:jnlaop:v:2015:y:2015:i:6:id:489:p:3-20.

   Full description at Econpapers || Download paper

4. Soft Power and Exchange Rate Volatility. (2015). Cevik, Serhan ; Harris, Richard ; Yilmaz, Fatih.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2015/063.

   Full description at Econpapers || Download paper

5. The scapegoat theory of exchange rates: the first tests. (2015). Zinna, Gabriele ; Sarno, Lucio ; Rime, Dagfinn ; Fratzscher, Marcel.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:70:y:2015:i:c:p:1-21.

   Full description at Econpapers || Download paper

6. Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?. (2015). Burns, Kelly ; Moosa, Imad A.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:50:y:2015:i:c:p:27-39.

   Full description at Econpapers || Download paper

7. Real Exchange Rate Appreciation in Emerging Markets: Can Fiscal Policy Help?. (2014). Badia, Marialuz Moreno ; Segura-Ubiergo, Alex.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2014/001.

   Full description at Econpapers || Download paper

8. Forward and Spot Exchange Rates in a Multi-currency World. (2014). Mano, Rui ; Hassan, Tarek.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10060.

   Full description at Econpapers || Download paper

9. How do business and financial cycles interact?. (2012). Terrones, Marco ; Kose, Ayhan ; Claessens, Stijn.
   In: Journal of International Economics.
   RePEc:eee:inecon:v:87:y:2012:i:1:p:178-190.

   Full description at Econpapers || Download paper

10. Learning generates Long Memory. (2011). Mavroeidis, Sophocles ; Chevillon, Guillaume.
    In: ESSEC Working Papers.
    RePEc:ebg:essewp:dr-11013.

    Full description at Econpapers || Download paper

11. Testing the Taylor Model Predictability for Exchange Rates in Latin America. (2010). Moura, Marcelo.
    In: Open Economies Review.
    RePEc:kap:openec:v:21:y:2010:i:4:p:547-564.

    Full description at Econpapers || Download paper

12. Nonlinear Exchange Rate Predictability. (2010). Rodriguez-Lopez, Antonio ; Carlos Felipe Lopez Suarez, .
    In: Working Papers.
    RePEc:irv:wpaper:080911.

    Full description at Econpapers || Download paper

13. Testing the asset pricing model of exchange rates with survey data. (2010). Naszodi, Anna.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101200.

    Full description at Econpapers || Download paper

14. Forecasting with Factor-augmented Error Correction Models. (2010). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7677.

    Full description at Econpapers || Download paper

15. 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

16. What Does the Yield Curve Tell Us About Exchange Rate Predictability?. (2009). Tsang, Kwok Ping ; Chen, Yu-chin.
    In: Working Papers.
    RePEc:udb:wpaper:uwec-2009-04.

    Full description at Econpapers || Download paper

17. When do central banks prefer to intervene secretly?. (2009). Manzano, Carolina ; Ferré, Montserrat ; Ferre, Montserrat.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:14:y:2009:i:4:p:378-393.

    Full description at Econpapers || Download paper

18. Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems. (2008). Nedeljkovic, Milan.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:876.

    Full description at Econpapers || Download paper

19. An alternative framework for foreign exchange risk management of sovereign debt. (2008). Melecký, Martin.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4458.

    Full description at Econpapers || Download paper

20. Exchange Rate Forecasting: Evidence from the Emerging Central and Eastern European Economies. (2008). Ardic, Oya ; Ergin, Onur ; Senol, Bahar G..
    In: MPRA Paper.
    RePEc:pra:mprapa:7505.

    Full description at Econpapers || Download paper

21. Are the exchange rates of EMU candidate countries anchored by their expected euro locking rates?. (2008). Naszodi, Anna.
    In: MNB Working Papers.
    RePEc:mnb:wpaper:2008/1.

    Full description at Econpapers || Download paper

22. Openness and Real Exchange Rate Volatility: In Search of an Explanation. (2008). Bleaney, Michael.
    In: Open Economies Review.
    RePEc:kap:openec:v:19:y:2008:i:2:p:135-146.

    Full description at Econpapers || Download paper

23. Conventional and unconventional approaches to exchange rate modelling and assessment. (2008). Chinn, Menzie ; Alquist, Ron.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:13:y:2008:i:1:p:2-13.

    Full description at Econpapers || Download paper

24. Exchange rates and fundamentals: a generalization. (2008). Rogers, John ; Nason, James.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:948.

    Full description at Econpapers || Download paper

25. The Taylor rule and forecast intervals for exchange rates. (2008). Wu, Jason ; Wang, Jian.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:22.

    Full description at Econpapers || Download paper

26. Globalization and monetary policy: an introduction. (2008). Martínez García, Enrique ; Martinez-Garcia, Enrique.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:11.

    Full description at Econpapers || Download paper

27. Exchange rates and fundamentals: a generalization. (2008). Rogers, John ; Nason, James.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2008-16.

    Full description at Econpapers || Download paper

28. Exchange Rates and Fundamentals: Footloose or Evolving Relationship?. (2008). Valente, Giorgio ; Sarno, Lucio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6638.

    Full description at Econpapers || Download paper

29. Exchange rate dynamics in a target zone: a heterogeneous expectations approach. (2007). Reitz, Stefan ; De Grauwe, Paul ; Bauer, Christian.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:5864.

    Full description at Econpapers || Download paper

30. End-user order flow and exchange rate dynamics. (2007). Taylor, Mark ; Reitz, Stefan ; Schmidt, Markus.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:5559.

    Full description at Econpapers || Download paper

31. Currency Preferences in a Tri-Polar Model of Foreign Exchange. (2007). Melecký, Martin.
    In: MPRA Paper.
    RePEc:pra:mprapa:4186.

    Full description at Econpapers || Download paper

32. Is Sterilized Intervention Effective? New International Evidence. (2007). Siklos, Pierre ; Weymark, Diana N..
    In: Working Papers.
    RePEc:hkm:wpaper:142007.

    Full description at Econpapers || Download paper

33. Expectations and Exchange Rate Policy. (2007). Engel, Charles ; Devereux, Michael.
    In: Working Papers.
    RePEc:hkm:wpaper:062007.

    Full description at Econpapers || Download paper

34. The Riksbank’s Forecasting Performance. (2007). Andersson, Michael K. ; Svensson, Josef ; Karlsson, Gustav.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0218.

    Full description at Econpapers || Download paper

35. Multivariate forecast evaluation and rationality testing. (2007). Owyang, Michael ; Komunjer, Ivana.
    In: Working Papers.
    RePEc:fip:fedlwp:2007-047.

    Full description at Econpapers || Download paper

36. Exchange Rates Dynamics in a Target Zone – A Heterogeneous Expectations Approach. (2007). Reitz, Stefan ; De Grauwe, Paul ; Bauer, Christian.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2080.

    Full description at Econpapers || Download paper

37. FUNDAMENTALS AND EXCHANGE RATE VOLATILITY. (2006). Bleaney, Michael.
    In: Discussion Papers.
    RePEc:not:notecp:06/03.

    Full description at Econpapers || Download paper

38. 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

39. Expectations and Exchange Rate Policy. (2006). Engel, Charles ; Devereux, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12213.

    Full description at Econpapers || Download paper

40. Macro lessons from microstructure. (2006). Osler, Carol.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:11:y:2006:i:1:p:55-80.

    Full description at Econpapers || Download paper

41. A market microstructure analysis of foreign exchange intervention. (2006). Vitale, Paolo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006629.

    Full description at Econpapers || Download paper

42. Expectations and Exchange Rate Policy. (2006). Engel, Charles ; Devereux, Michael.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5743.

    Full description at Econpapers || Download paper

43. A Market Microstructure Analysis of Foreign Exchange Intervention. (2006). Vitale, Paolo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5468.

    Full description at Econpapers || Download paper

44. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?. (2006). van Wincoop, Eric ; Bacchetta, Philippe.
    In: American Economic Review.
    RePEc:aea:aecrev:v:96:y:2006:i:3:p:552-576.

    Full description at Econpapers || Download paper

45. Understanding Order Flow. (2005). Lyons, Richard ; Evans, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11748.

    Full description at Econpapers || Download paper

46. 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

47. Rational Inattention: A Solution to the Forward Discount Puzzle. (2005). van Wincoop, Eric ; Bacchetta, Philippe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5261.

    Full description at Econpapers || Download paper

48. THE CROSS-SECTION OF FOREIGN CURRENCY RISK PREMIA AND CONSUMPTION GROWTH RISK. (2005). Verdelhan, Adrien ; Lustig, Hanno.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-019.

    Full description at Econpapers || Download paper

49. 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

50. Some New Variance Bounds for Asset Prices. (2004). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10981.

    Full description at Econpapers || Download paper

Report date: 2025-09-30 07:27:11 || Missing content? Let us know