UB Paderborn / Katalog / Suche / in CDI

IDENTIFYING EXCHANGE RATE COMMON FACTORS

International economic review (Philadelphia), 2018-11, Vol.59 (4), p.2193-2218

2018

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Liquidity premiums, interest rate differentials, and nominal exchange rate prediction

Journal of forecasting, 2024-01, Vol.43 (1), p.138-158

2024

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Exchange rate regimes and current account persistence

World economy, 2023-05, Vol.46 (5), p.1423-1443

2023

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Monetary policy transparency and real exchange rate adjustment

Review of international economics, 2023-08, Vol.31 (3), p.1173-1198

2023

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A Simple Panel Unit-Root Test with Smooth Breaks in the Presence of a Multifactor Error Structure

Oxford bulletin of economics and statistics, 2016-06, Vol.78 (3), p.365-393

2016

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A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach

Journal of banking & finance, 2013-05, Vol.37 (5), p.1706-1719

2013

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DOES THE LAUNCH OF THE EURO HINDER THE CURRENT ACCOUNT ADJUSTMENT OF THE EUROZONE?

Economic inquiry, 2018-04, Vol.56 (2), p.1116-1135

2018

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Segmentation of consumer markets in the US: What do intercity price differences tell us?

The Canadian journal of economics, 2017-08, Vol.50 (3), p.738-777

2017

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The dynamic impacts of financial institutions on economic growth: Evidence from the European Union

Journal of macroeconomics, 2010-09, Vol.32 (3), p.879-891

2010

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THE MICRO-MACRO DISCONNECT OF PURCHASING POWER PARITY

The review of economics and statistics, 2013-07, Vol.95 (3), p.798-812

2013

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Evaluating the Treatment Effect of Hard Pegs: New Wine in Old Bottles

Open economies review, 2023-09, Vol.34 (4), p.813-830

2023

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Asymmetries in risk spillovers between currency and stock markets: Evidence from the CoVaR-copula approach

Review of quantitative finance and accounting, 2024-05

2024

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Does a flexible exchange rate regime increase inflation persistence?

Journal of international money and finance, 2018-09, Vol.86, p.244-263

2018

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Revisiting the persistence of real exchange rates

Journal of international money and finance, 2020-05, Vol.103, p.102133, Article 102133

2020

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THE TAYLOR PRINCIPLE IN THE LONG RUN: AN EMPIRICAL PERSPECTIVE

Contemporary economic policy, 2015-01, Vol.33 (1), p.66-86

2015

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“Conditional PPP” and real exchange rate convergence in the euro area

Journal of international money and finance, 2017-05, Vol.73, p.78-92

2017

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New evidence on asymmetric return–volume dependence and extreme movements

Journal of empirical finance, 2018-01, Vol.45, p.212-227

2018

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Price-Dividend Ratios and Stock Price Predictability

Journal of forecasting, 2012-08, Vol.31 (5), p.423-442

2012

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Fundamentals and Exchange Rate Prediction Revisited

Journal of money, credit and banking, 2015-12, Vol.47 (8), p.1651-1671

2015

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Credit Constraint and the Asymmetric Monetary Policy Effect on House Prices

Pacific economic review (Oxford, England), 2013-10, Vol.18 (4), p.431-455

2013

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Mussa redux and conditional PPP

Journal of monetary economics, 2014-11, Vol.68, p.101-114

2014

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Is Purchasing Power Parity Overvalued?

Journal of money, credit and banking, 2001-08, Vol.33 (3), p.804-812

2001

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Long-run money demand revisited: evidence from a non-linear approach

Journal of international money and finance, 2005-02, Vol.24 (1), p.19-37

2005

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CAN DIVIDEND YIELDS OUT-PREDICT UK STOCK RETURNS WITHOUT SHORT RATES?

The Manchester school, 2011-12, Vol.79 (6), p.1179-1196

2011

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Hysteresis in East Asian unemployment

Applied economics, 2010-03, Vol.42 (7), p.887-898

2010

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IDENTIFYING EXCHANGE RATE COMMON FACTORS

Liquidity premiums, interest rate differentials, and nominal exchange rate prediction

Exchange rate regimes and current account persistence

Monetary policy transparency and real exchange rate adjustment

A Simple Panel Unit-Root Test with Smooth Breaks in the Presence of a Multifactor Error Structure

A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach

DOES THE LAUNCH OF THE EURO HINDER THE CURRENT ACCOUNT ADJUSTMENT OF THE EUROZONE?

Segmentation of consumer markets in the US: What do intercity price differences tell us?

The dynamic impacts of financial institutions on economic growth: Evidence from the European Union

THE MICRO-MACRO DISCONNECT OF PURCHASING POWER PARITY

Evaluating the Treatment Effect of Hard Pegs: New Wine in Old Bottles

Asymmetries in risk spillovers between currency and stock markets: Evidence from the CoVaR-copula approach

Does a flexible exchange rate regime increase inflation persistence?

Revisiting the persistence of real exchange rates

THE TAYLOR PRINCIPLE IN THE LONG RUN: AN EMPIRICAL PERSPECTIVE

“Conditional PPP” and real exchange rate convergence in the euro area

New evidence on asymmetric return–volume dependence and extreme movements

Price-Dividend Ratios and Stock Price Predictability

Fundamentals and Exchange Rate Prediction Revisited

Credit Constraint and the Asymmetric Monetary Policy Effect on House Prices

Mussa redux and conditional PPP

Is Purchasing Power Parity Overvalued?

Long-run money demand revisited: evidence from a non-linear approach

CAN DIVIDEND YIELDS OUT-PREDICT UK STOCK RETURNS WITHOUT SHORT RATES?

Hysteresis in East Asian unemployment

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