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RobHayward fx [128 articles]

最近 RobHayward さんのライブラリに追加された論文の中から タグ fx. You can also see everyone's fx.
  • notes Can the real exchange rate be stationary within a band of inaction?
    Working Paper
    by Deokwoo Nam
    posted to econometrics fx ppp by RobHayward on 2008-08-14 07:31:55 as **
  • The Microstructure Approach to Exchange Rates
    (17 February 2006)
    by RK Lyons
    posted to fx microstructure by RobHayward on 2008-08-13 20:33:28 as **
  • Expectations and Exchange Rate Dynamics
    Journal of Political Economy, Vol. 84, No. 6. (December 1976), pp. 1161-1176.
    by Rudiger Dornbusch
    posted to fx by RobHayward on 2008-08-13 19:52:06 as **
  • Risk-Premia, Carry-Trade Dynamics, and Speculative Efficiency of Currency Markets
    Working Papers (143), No. 143. (May 2008)
    by Christian Wagner
    posted to behaviour fx uip by RobHayward on 2008-08-12 16:09:58 as **
  • Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market
    Carnegie-Rochester Conference Series on Public Policy, Vol. 11 (1979), pp. 9-57.
    by Michael Mussa
    posted to behaviour fx uip by RobHayward on 2008-08-05 09:46:16 as **
  • The forward discount anomaly and the risk premium: A survey of recent evidence
    Journal of Empirical Finance, Vol. 3, No. 2. (June 1996), pp. 123-192.
    by Charles Engel
    posted to forward fx uip by RobHayward on 2008-08-05 06:35:31 as **
  • notes Forward Discount Bias: Is it an Exchange Risk Premium?
    The Quarterly Journal of Economics, Vol. 104, No. 1. (1989), pp. 139-161.
    by Kenneth A Froot, Jeffrey A Frankel
    posted to behaviour fx information uip by RobHayward on 2008-08-04 18:03:16 as **
  • Fixes: Of the Forward Discount Puzzle
    The Review of Economics and Statistics, Vol. 78, No. 4. (1996), pp. 748-752.
    by Robert P Flood, Andrew K Rose
    posted to behaviour fx uip by RobHayward on 2008-08-04 17:39:56 as **
  • Investor Overconfidence and the Forward Discount Puzzle
    (August 2006)
    by Bing Han, David Hirshleifer, Tracy Y Wang
    posted to behaviour fx overconfidence uip by RobHayward on 2008-07-31 14:34:37 as **
  • The forward premium puzzle: different tales from developed and emerging economies
    Journal of International Economics, Vol. 51, No. 1. (June 2000), pp. 115-144.
    by Ravi Bansal, Magnus Dahlquist
    posted to fx uip by RobHayward on 2008-07-31 14:15:44 as **
  • The Forward Market in Emerging Currencies: Less Biased than in Major Currencies
    (September 2004)
    by Jeffrey Frankel, Jumana Poonawala
    posted to fx uip by RobHayward on 2008-07-31 13:47:56 as **
  • Monetary Policy and Long-Horizon Uncovered Interest Parity
    IMF Staff Papers, Vol. 51, No. 3. (2004)
    by Menzie Chinn, Guy Meredith
    posted to fx uip by RobHayward on 2008-07-31 13:36:09 as **
  • Japan's Currency Intervention: Policy Issues
    by Dick K Nanto
    posted to fx japan uip by RobHayward on 2008-07-31 12:43:35 as **
  • Interest Rate Parity: Some New Evidence
    Bulletin of Economic Research, Vol. 41, No. 3. (1989), pp. 255-274.
    by Ronald Macdonald, Mark P Taylor
    posted to expectations fx information uip by RobHayward on 2008-07-29 20:35:43 as **
  • Extending Minsky's Classifications of Fragility to Government and the Open Economy
    The Levy Economic Institute Working Paper, No. 450.
    by Randall L Wray
    posted to behaviour bubble finance fx open-economy by RobHayward on 2008-07-10 12:46:20 as **
  • Minsky's Theory of Financial Crises in a Global Context
    Journal of Economic Issues, Vol. XXXVI, No. 2. (June 2002)
    by Martin H Wolfson
    posted to behaviour bubble flow fx regulation uip by RobHayward on 2008-07-10 11:57:03 as **
  • What Can the Data Tell US about Carry Trades in Japanese Yen?
    International Financial Discussion Papers, No. 899. (July 2007)
    by Joseph E Gagnon, Alain P Chaboud
    posted to behaviour bubble fx uip by RobHayward on 2008-07-10 09:19:06 as **
  • Carry Trades and Currency Crashes
    (March 2008)
    by Markus K Brunnermeier, Stefan Nagel, Lasse H Pedersen
    posted to behaviour bubble fx uip by RobHayward on 2008-07-10 09:15:29 as *****
  • Chinese institutional investors' sentiment
    Journal of International Financial Markets, Institutions and Money, Vol. 18, No. 4. (October 2008), pp. 374-387.
    by Gerhard Kling, Lei Gao
    posted to fx garch momentum sentiment by RobHayward on 2008-06-18 22:13:22 as **
  • Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP
    Journal of Empirical Finance, Vol. 15, No. 3. (June 2008), pp. 455-467.
    by Lukas Menkhoff, Rafael R Rebitzky
    posted to econometrics fx momentum sentiment survey by RobHayward on 2008-06-18 22:02:08 as ***
  • The behaviour of the real exchange rate: Evidence from regression quantiles
    Journal of Banking & Finance, Vol. 32, No. 5. (May 2008), pp. 664-679.
    by Kleopatra Nikolaou
    posted to econometrics fx ppp by RobHayward on 2008-05-25 16:23:21 as **
  • The purchasing power parity revisited: New evidence for 16 OECD countries from panel unit root tests with structural breaks
    Journal of International Financial Markets, Institutions and Money, Vol. 18, No. 2. (April 2008), pp. 137-146.
    by Paresh K Narayan
    posted to fx ppp by RobHayward on 2008-04-11 19:12:28 as **
  • Anomalies: Foreign Exchange
    The Journal of Economic Perspectives, Vol. 4, No. 3. (1990), pp. 179-192.
    by Kenneth A Froot, Richard H Thaler
    posted to behaviour fx by RobHayward on 2008-04-01 10:00:53 as ****
  • In search of a euro effect: Big lessons from a Big Mac Meal?
    Journal of International Money and Finance, Vol. 27, No. 2. (March 2008), pp. 260-276.
    by David Parsley, Shang-Jin Wei
    posted to emu fx ppp by RobHayward on 2008-03-13 20:13:53 as **
  • The Returns to Currency Speculation
    (October 2006)
    by Craig Burnside, Martin Eichenbaum, Isaac Kleshchelski, Sergio Rebelo
    posted to emh forward fx microstructure by RobHayward on 2008-03-02 20:14:38 as *****
  • Volatility clustering and the bid-ask spread: Exchange rate behavior in early Renaissance Florence
    Journal of Empirical Finance, Vol. 15, No. 1. (January 2008), pp. 131-144.
    by Geoffrey G Booth, Umit G Gurun
    posted to fx history vol by RobHayward on 2008-01-17 09:47:03 as **
  • notes Central bank authorities' beliefs about foreign exchange intervention
    Journal of International Money and Finance, Vol. 27, No. 1. (February 2008), pp. 1-25.
    by Christopher J Neely
    posted to bank fx survey by RobHayward on 2008-01-17 09:42:02 as **
  • What drives long-term capital flows A theoretical and empirical investigation
    Journal of International Economics, Vol. 74, No. 1. (January 2008), pp. 120-142.
    by Genevieve Verdier
    posted to capital flow fx by RobHayward on 2008-01-03 14:02:13 as **
  • Corporate cash flow and stock price exposures to foreign exchange rate risk
    Journal of Corporate Finance, Vol. 13, No. 5. (December 2007), pp. 981-994.
    by Sohnke M Bartram
    posted to equity fx hedge by RobHayward on 2007-11-30 05:46:52 as ***
  • Currency hedging for multinationals under liquidity constraints
    Journal of Multinational Financial Management, Vol. 17, No. 5. (December 2007), pp. 417-431.
    by Rujing Meng, Kit P Wong
    posted to business fm fx by RobHayward on 2007-11-08 12:33:21 as **
  • notes Exchange rate fluctuations, financing constraints, hedging, and exports: Evidence from firm level data
    Journal of International Financial Markets, Institutions and Money, Vol. 17, No. 5. (December 2007), pp. 437-451.
    by Robert Dekle, Heajin H Ryoo
    posted to business fm fx by RobHayward on 2007-11-08 12:28:48 as **
  • International asset pricing under segmentation and PPP deviations
    Journal of Financial Economics, Vol. 86, No. 2. (November 2007), pp. 543-578.
    by Ines Chaieb, Vihang Errunza
    posted to bop fx by RobHayward on 2007-10-30 07:55:02 as ****
  • Will there be a dollar crisis?
    Economic Policy (July 2007), pp. 435-467.
    by Paul Krugman
    posted to bop flow fx by RobHayward on 2007-10-02 11:09:35 as ***** along with 1 person krakknisse
  • Stochastic skew in currency options
    Journal of Financial Economics, Vol. 86, No. 1. (October 2007), pp. 213-247.
    by Peter Carr, Liuren Wu
    posted to derivative fx options by RobHayward on 2007-09-17 08:14:48 as ***
  • The Long-Run Determinants of U.S. External Imbalances
    Federal Reserve Bank of New York Reports, Vol. 295 (July 2007)
    by Andrea Ferrero
    posted to bop economics flow fx by RobHayward on 2007-08-02 08:44:03 as *****
  • Linear and nonlinear exchange rate exposure
    Journal of International Money and Finance, Vol. 26, No. 6. (October 2007), pp. 1016-1037.
    by Richard Priestley, Bernt A Odegaard
    posted to fm fx by RobHayward on 2007-07-26 05:57:34 as **
  • Can the new open economy macroeconomic model explain exchange rate fluctuations?
    Journal of International Economics, Vol. 72, No. 2. (July 2007), pp. 381-408.
    by Yongseung Jung
    posted to economics fx open-economy by RobHayward on 2007-05-24 18:42:10 as ***
  • The high-frequency response of exchange rates and interest rates to macroeconomic announcements
    Journal of Monetary Economics, Vol. 54, No. 4. (May 2007), pp. 1051-1068.
    by Jon Faust, John H Rogers, Shing-Yi B Wang, Jonathan H Wright
    posted to economics fx information by RobHayward on 2007-05-09 06:00:02 as ** along with 1 person and 1 group cursonivel1 cursonivel1
  • Border Effect or Country Effect? Seattle is 110 Miles from Vancouver After All.
    (August 2006)
    by Y Gorodnichenko, L Tesar
    posted to econometrics fx lop by RobHayward on 2007-04-18 08:52:21 as **
  • Exchange Rate Dynamics Redux
    Journal of Political Economy, Vol. 3 (1995), pp. 624-660.
    by M Obstfeld, K Rogoff
    posted to economics fx by RobHayward on 2007-04-18 05:57:01 as ****
  • Price Impacts of Deals and Predictability of the Exchange Rate Movements
    NBER Working Paper No.12682 (November 2006)
    by T Ito, Y Hashimoto
    posted to fx microstructure by RobHayward on 2007-04-14 08:07:47 as **
  • Market Structure and Dealers' Quoting Behavior In the Foreign Exchange Market
    Journal of International Financial Markets, Institutions and Money, Vol. In Press, Accepted Manuscript
    by Liang Ding
    posted to fx markets microstructure by RobHayward on 2007-03-18 16:16:38 as ****
  • Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates
    Journal of Econometrics, Vol. In Press, Corrected Proof
    by Yongmiao Hong, Haitao Li, Feng Zhao
    posted to forecast fx garch time-series by RobHayward on 2007-03-05 15:49:00 as **
  • The microstructure of the Canada/U.S. dollar exchange rate: A robustness test
    Economics Letters, Vol. In Press, Corrected Proof
    by Nikola Gradojevic
    posted to fx microstructure by RobHayward on 2006-12-12 08:25:47 as ***
  • Fixed exchange rates and trade
    Journal of International Economics, Vol. 70, No. 2. (December 2006), pp. 359-383.
    by Michael W Klein, Jay C Shambaugh
    posted to fx trade by RobHayward on 2006-12-03 08:46:19 as **
  • On the inadequacy of newswire reports for empirical research on foreign exchange interventions
    Journal of International Money and Finance, Vol. 25, No. 8. (December 2006), pp. 1226-1240.
    by Andreas M Fischer
    posted to bank fx reserves by RobHayward on 2006-12-03 08:36:36 as **
  • PPP in the medium run: The case of Norway
    Journal of Macroeconomics, Vol. 28, No. 4. (December 2006), pp. 700-719.
    by Farooq Q Akram
    posted to fx lop by RobHayward on 2006-12-01 08:44:24 as ****
  • Effects of size and international exposure of the US firms on the relationship between stock prices and exchange rates
    Global Finance Journal, Vol. 17, No. 2. (December 2006), pp. 214-223.
    by Anna V Vygodina
    posted to fx hedge by RobHayward on 2006-12-01 08:39:43 as **
  • Information Immobility and the Home Bias Puzzle
    by Stijn Van Niewerburgh, Laura Veldkamp
    posted to economics fx by RobHayward on 2006-11-30 16:48:06 as ** along with 1 person charlesijones
  • Foreign direct investment and forward hedging
    Journal of Multinational Financial Management, Vol. 16, No. 5. (December 2006), pp. 459-474.
    by Kit P Wong
    posted to fdi fx hedge by RobHayward on 2006-11-07 17:22:57 as **
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