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Capital Flows and Exchange Rates: An Empirical Analysis
16 references·3 citing·37 second hop
Capital Flows and Exchange Rates: An Empirical Analysis (2004)Capital Flows and Exchange Rates: An Empi…Bubbles and Crashes (2003)Bubbles and CrashesOrder Flow and Exchange Rate Dynamics (2002)Order Flow and Exchange Rate …The Microstructure Approach to Exchange Rates (2001)The Microstructure Approach t…Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach (2000)Exchange rate anomalies in th…Order Flow and Exchange Rate Dynamics (1999)Order Flow and Exchange Rate …Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…International Portfolio Investment Flows (1997)International Portfolio Inves…Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)Real Exchange Rate Behavior: …Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…Exchange Rate Dynamics Redux (1995)Exchange Rate Dynamics ReduxComparing Predictive Accuracy (1994)Comparing Predictive AccuracyEmpirical exchange rate models of the seventies (1983)Empirical exchange rate model…On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach to the Ex…Real financial market exchange rates and capital flows (2015)Real financial market exchang…Real exchange rates, trade balance and capital flows in Africa (2012)Real exchange rates, trade ba…International Portfolios, Capital Accumulation and Foreign Assets Dynamics (2008)International Portfolios, Cap…Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Theoretical Notes on Trade Problems (1964)The Economics of Exchange Rates (2003)The Purchasing Power Parity Debate (2004)The Quarterly Journal of Economics (2024)Comparing Predictive Accuracy (1995)25 years of time series forecasting (2006)Tests of Conditional Predictive Ability (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)The federal funds rate and the channels of monetary transmission (1989)Large Bayesian vector auto regressions (2009)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Cross-Border Banking and Global Liquidity (2014)Investor Diversification and International Equity Markets (1991)Time‐Varying World Market Integration (1995)Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan (1997)Trying to Explain Home Bias in Equities and Consumption (1999)The portfolio flows of international investors (2001)A Rational Expectations Model of Financial Contagion (2002)The General Theory of Employment, Interest and Money. (1936)Information, trade and common knowledge (1982)Global Games and Equilibrium Selection (1993)Hedge Funds and the Technology Bubble (2004)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)Market microstructure: A survey (2000)Common Risk Factors in Currency Markets (2011)Convergence Across States and Regions (1991)It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)
this work references cited by second hop

References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1995Exchange Rate Dynamics Redux2,110 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 1997International Portfolio Investment Flows1,284 cited
  • 2003Bubbles and Crashes1,246 cited
  • 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
  • 2001The Microstructure Approach to Exchange Rates1,043 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 2002Order Flow and Exchange Rate Dynamics957 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 2000Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach916 cited
  • 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited

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1999
Order Flow and Exchange Rate Dynamics
790 cited

Cited by

  • 2008International Portfolios, Capital Accumulation and Foreign Assets Dynamics35 cited
  • 2015Real financial market exchange rates and capital flows32 cited
  • 2012Real exchange rates, trade balance and capital flows in Africa31 cited