RobHayward's fx [145 articles] Export

Recent papers added to RobHayward's library classified by the tag fx. You can also see everyone's fx.

	Currency Derivatives: Pricing Theory, Exotic Options, and Hedging Applications (Wiley Series in Financial Engineering) [My Copy] (07 September 1998) posted to smile option fx derivative by RobHayward on 2009-09-11 10:30:33 as
	An Equilibrium Model of "Global Imbalances" and Low Interest Rates [My Copy] American Economic Review, Vol. 98, No. `. (2008), pp. 358-393. by Ricardo J. Caballero, Emmanuel Fahri, Pierre-Olivier Gournichas posted to bop capital flow fx saving by RobHayward on 2009-06-06 06:40:41 as
	Futures trading activity and predictable foreign exchange market movements [My Copy] Journal of Banking & Finance, Vol. 28, No. 5. (May 2004), pp. 1023-1041. by C. Wang posted to derivative fx sentiment by RobHayward on 2009-05-15 09:50:36 as
	Exchange Rate Changes and Net Positions of Speculators in the Futures Market [My Copy] FRBNY Economic Policy Review (May 2004) by Thomas Klitgaard, Laura Weir posted to fx sentiment by RobHayward on 2009-05-14 13:24:23 as
	Order Flow and Exchange Rate Dynamics [My Copy] The Journal of Political Economy, Vol. 110, No. 1. (2002), pp. 170-180. by Martin D. D. Evans, Richard K. Lyons posted to fx microstructure by RobHayward on 2009-05-14 13:19:10 as along with 1 person wigmapoole
	Exchange Rates and International Finance [My Copy] (08 May 2008) by Laurence Copeland posted to business flow fx by RobHayward on 2009-04-03 13:07:08 as
	Sovereign External Assets and the Resilience of Global Imbalances [My Copy] Social Science Research Network Working Paper Series (06 February 2009) by Enrique Alberola, Jose M. Serena posted to bank flow fx reserves by RobHayward on 2009-04-01 13:54:46 as
	China's financial conundrum and global imbalances [My Copy] BIS Working Papers No. 277 (March 2009) by Ronald Mckinnon, Gunther Schnabl posted to development fx liquidity by RobHayward on 2009-03-31 13:11:03 as
	Leveraged carry trade portfolios [My Copy] Journal of Banking & Finance, Vol. 33, No. 5. (May 2009), pp. 944-957. by Zsolt Darvas posted to fx hedge uip by RobHayward on 2009-03-01 11:40:10 as
	The Revived Bretton Woods System: The Effects of Periphery Intervention and Reserve Management on Interest Rates & Exchange Rates in Center Countries [My Copy] National Bureau of Economic Research Working Paper Series (March 2004), 10332. by Michael P. Dooley, David Folkerts-Landau, Peter Garber posted to bop flow fx by RobHayward on 2009-02-25 10:41:39 as
	Bretton Woods II Still Defines the International Monetary System [My Copy] National Bureau of Economic Research Working Paper Series (February 2009), 14731. by Michael P. Dooley, David Folkerts-Landau, Peter M. Garber posted to bop flow fx by RobHayward on 2009-02-25 10:37:47 as
	U.S. dollar real exchange rates: Nonlinearity revisited [My Copy] Journal of International Money and Finance, Vol. 27, No. 4. (June 2008), pp. 516-528. by R. Sollis posted to fx nonlinear ppp by RobHayward on 2008-12-11 10:17:03 as
	The Continuing Puzzle of Short Horizon Exchange Rate Forecasting [My Copy] National Bureau of Economic Research Working Paper Series (June 2008), 14071. by Kenneth S. Rogoff, Vania Stavrakeva posted to forecast fx microstructure by RobHayward on 2008-12-11 10:13:39 as
	Why has FX trading surged? Explaining the 2004 triennial survey [My Copy] BIS Quarterly Review (December 2004) by Gabriele Galati, Michael Melvin posted to fx by RobHayward on 2008-09-26 11:53:40 as
	Trades of the Living Dead: Style Differences, Style Persistence and Performance of Currency Fund Managers [My Copy] (August 2008) by Momtchil Pojarliev, Richard M. Levich posted to emh fund fx hedge uip by RobHayward on 2008-09-26 09:42:57 as
	The Changing Role of The Exchange Rate In A Globalised Economy [My Copy] ECB Occasional Paper 94 (September 2008) by Filippo di Mauro, Rasmus Ruffer, Irina Bunda posted to finance fx globalisation by RobHayward on 2008-09-12 14:27:54 as
	Covered Interest Arbitrage: Unexploited Profits? [My Copy] Journal of Political Economy (April 1975), pp. 325-328. by Jacob A. Frenkel, Richard M. Levich posted to fx uip by RobHayward on 2008-09-11 10:46:43 as
	Can the real exchange rate be stationary within a band of inaction? [My Copy] 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 [My Copy] (01 March 2006) by Richard K. Lyons posted to fx microstructure by RobHayward on 2008-08-13 20:33:28 as along with 1 person andrest
	Expectations and Exchange Rate Dynamics [My Copy] 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 [My Copy] 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 [My Copy] 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 [My Copy] 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
	Forward Discount Bias: Is it an Exchange Risk Premium? [My Copy] 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 [My Copy] 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 [My Copy] (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 [My Copy] 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 [My Copy] (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 [My Copy] 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 [My Copy] 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 [My Copy] 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 [My Copy] 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 [My Copy] 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? [My Copy] 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 [My Copy] (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 [My Copy] 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 [My Copy] 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 [My Copy] 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 [My Copy] 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 [My Copy] 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? [My Copy] Journal of International Money and Finance In Euro Area Expansion: Current State and Future Prospects, 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 [My Copy] (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 [My Copy] 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
	Central bank authorities' beliefs about foreign exchange intervention [My Copy] 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 [My Copy] 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 [My Copy] 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 [My Copy] 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
	Exchange rate fluctuations, financing constraints, hedging, and exports: Evidence from firm level data [My Copy] 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 [My Copy] 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? [My Copy] 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

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finance	153
fx	145
behaviour	111
emh	59
bank	44
flow	39
bop	38
momentum	38
econometrics	34
microstructure	34
capm	33
fm	32
markets	31
sentiment	28
volatility	28
equity	27
economics	25
risk	25
agency	23
information	23
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development	18
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trading	18
noise	17
governance	16
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expectations	12
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RobHayward's fx [145 articles] Export

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