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Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
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1
Risk sharing channels in OECD countries : a heterogeneous panel VAR approach
Asdrubali, Pierfederico
;
Kim, So-yŏng
;
Pericoli, …
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248866
Saved in:
2
Nominal shocks and real exchange rates : evidence from two centuries
Craighead, William D.
;
Tien, Pao-lin
- In:
Journal of international money and finance
56
(
2015
),
pp. 135-157
Persistent link: https://www.econbiz.de/10011477885
Saved in:
3
Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle
Lo, Ming Chien
;
Morley, James C.
- In:
Journal of international money and finance
51
(
2015
),
pp. 264-284
Persistent link: https://www.econbiz.de/10011475263
Saved in:
4
Sources of exchange rate fluctuations : are they real or nominal?
Juvenal, Luciana
- In:
Journal of international money and finance
30
(
2011
)
5
,
pp. 849-876
Persistent link: https://www.econbiz.de/10009268765
Saved in:
5
Exchange rate shocks and trade : a multivariate GARCH-M approach
Grier, Kevin
;
Smallwood, Aaron D.
- In:
Journal of international money and finance
37
(
2013
),
pp. 282-305
Persistent link: https://www.econbiz.de/10010209078
Saved in:
6
Commodity currencies revisited : the role of global commodity price uncertainty
Bermpei, Theodora
;
Ferrara, Laurent
;
Karadimitropoulou, …
- In:
Journal of international money and finance
145
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014551403
Saved in:
7
Stochastic trends and economic fluctuations in a large open economy
DeLoach, Stephen B.
- In:
Journal of international money and finance
17
(
1998
)
4
,
pp. 565-596
Persistent link: https://www.econbiz.de/10001253032
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8
Evolution of the exchange rate pass-through into prices in Peru : an empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Castillo B., Paul
;
Calero, Roberto
; …
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014549830
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9
Are supply shocks important for real exchange rates? : a fresh view from the frequency-domain
Gehrke, Britta
;
Yao, Fang
- In:
Journal of international money and finance
79
(
2017
),
pp. 99-114
Persistent link: https://www.econbiz.de/10011788354
Saved in:
10
Productivity shocks, the real exchange rate, and the euro puzzle
Miller, Norman C.
- In:
Journal of international money and finance
27
(
2008
)
4
,
pp. 499-515
Persistent link: https://www.econbiz.de/10003717291
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