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Central Bank Research Hub Index - E: excessiv-expect



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The forecast ability of risk-neutral densities of foreign

  exchange , by Ben Craig, Joachim Keller (Deutsche Bundesbank Banking Supervision Discussion Papers 200505)Full text

Liquidity at the Oslo Stock   Exchange , by Randi Nćs, Johannes A. Skjeltorp and Bernt Arne Řdegaard (Central Bank of Norway Working Papers 2008/09)Abstract
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An Empirical Analysis of Specialist Trading Behavior at the New York Stock   Exchange , by Sigridur Benediktsdottir (Federal Reserve Board International Financial Discussion Papers 2006-876)Abstract
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Money and Capital as Competing Media of   Exchange , by Ricardo Lagos and Guillaume Rocheteau (Cleveland Fed Working papers WP06-08)Full text

The Empirical Performance of Option-Based Densities of Foreign   Exchange , by Ben R. Craig and Joachim G. Keller (Cleveland Fed Working papers WP03-13)Full text

Non-Exclusive Contracts, Collateralized Trade, and a Theory of an   Exchange , by Yaron Leitner (Philadelphia Fed Working Papers wp03-03)Full text

Optimal Monetary and Fiscal Policies in a Search Theoretic Model of Monetary   Exchange , by Pere Gomis-Porqueras, and Adrian Peralta-Alva (St Louis Fed Working Papers 2008-015)Abstract
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Stock   exchange alliances, access fees and competition, by Oz Shy - Juha Tarkka (Bank of Finland Discussion Papers 2001/22)Abstract
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  Exchange and interest rate channels during a deflationary era - Evidence from Japan, Hong Kong and China, by Aaron Mehrotra (Bank of Finland BOFIT Discussion Papers 2005/17)Abstract
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Market Expectations Implicit in Derivative Prices: Applications to   Exchange and Oil Markets, by Díaz de León, A. & M. Casanova (Bank of Mexico Working Papers 2004-01)Full text

The Role of Foreign   Exchange Dealers in Providing Overnight Liquidity, by Chris S'Souza (Bank of Canada Working papers 2008-44)Abstract
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Is Foreign   Exchange Delta Hedging Risk Priced?, by Hui Guo and Christopher J. Neely (St Louis Fed Working Papers 2004-029)Full text

Demand for Foreign   Exchange Derivatives in Brazil: Hedge or Speculation, by Fernando N. de Oliveira and Walter Novaes (Central Bank of Brazil Working Papers 152)Abstract
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Using copulas to construct bivariate foreign   exchange distributions with an application to the sterling exchange rate index, by Matthew Hurd, Mark Salmon and Christoph Schleicher (Bank of England Working papers 334)Abstract
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Equilibrium dynamics under lump-sum taxation in an   exchange economy with skewed endowments, by Mikko Puhakka (Bank of Finland Discussion Papers 2004/29)Abstract
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The Foreign   Exchange Exposure of Chinese Banks, by Eric Wong, Jim Wong and Phyllis Leung (Hong Kong Monetary Authority Working Papers WP08_07)Abstract
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Limiting Foreign   Exchange Exposure through Hedging: The Australian Experience, by Chris Becker and Daniel Fabbro (Reserve Bank of Australia Research Discussion Papers RDP2006-09)Abstract
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Estimation of Zero-Coupon Yield Curves Based on   Exchange Fund Bills and Notes in Hong Kong, by Ip-wing Yu and Laurence Fung (Hong Kong Monetary Authority Working Papers RM2002-09)Full text

How Do Canadian Banks That Deal in Foreign   Exchange Hedge Their Exposure to Risk?, by D'Souza, Chris (Bank of Canada Working papers 2002-34)Abstract
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Bankruptcy Law, Creditors' Rights and Contractual   Exchange in Europe, 1808-1914, by Jérôme Sgard with comments by Yishay Yafeh (Austrian National Bank Working Papers WP109)Abstract
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The London Stock   Exchange in the 19th Century: Ownership Structures, Growth and Performance, by Larry Neal (Austrian National Bank Working Papers WP115)Abstract
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Does Opening a Stock   Exchange Increase Economic Growth?, by Scott Baier, Gerald P. Dwyer Jr., and Robert Tamura (Atlanta Fed Working papers 2003-36)Abstract
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Do networks in the stock   exchange industry pay off? European evidence, by Iftekhar Hasan - Heiko Schmiedel (Bank of Finland Discussion Papers 2003/02)Abstract
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A market microstructure analysis of foreign   exchange intervention, by Paolo Vitale (European Central Bank Working papers 629)Full text

Transparency versus constructive ambiguity in foreign   exchange intervention, by Priscilla Chiu (Bank for International Settlements Working papers 144)Abstract
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The Effectiveness of Official Foreign   Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar, by Rasmus Fatum and Michael R. King (Bank of Canada Working papers 2005-21)Abstract
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A Market Microstructure Analysis of Foreign   Exchange Intervention in Canada, by D'Souza, Chris (Bank of Canada Working papers 2002-16)Abstract
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The effectiveness of foreign   exchange intervention in emerging market countries: evidence from the Czech koruna, by Piti Disyatat and Gabriele Galati (Bank for International Settlements Working papers 172)Abstract
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A structural break in the effects of Japanese foreign   exchange intervention on yen/dollar exchange rate volatility, by Eric Hillebrand and Gunther Schnabl (European Central Bank Working papers 650)Full text

Effects of Foreign   Exchange Intervention Under Public Information: the Chilean Case, by Matías Tapia, Andrea Tokman (Central Bank of Chile Working Papers 255)Abstract
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On the Inadequacy of Newswire Reports for Empirical Research on Foreign   Exchange Interventions, by Fischer, Andreas M. (Swiss National Bank Working Papers 2005-02)Full text

Foreign   exchange interventions and interest rate policy in the Czech Republic: Hand in glove?, by Balázs Égert, Luboš Komárek (Czech National Bank Working papers 2005/07)Abstract

An Analysis of Japanese Foreign   Exchange Interventions, 1991-2002, by Alain P. Chaboud and Owen F. Humpage (Cleveland Fed Working papers WP03-09)Full text

The coordination channel of foreign   exchange intervention: a nonlinear microstructural analysis, by Stefan Reitz, Mark P. Taylor (Deutsche Bundesbank Discussion Papers 200608)Full text

Authorities' Beliefs about Foreign   Exchange Intervention: Getting Back Under the Hood, by Christopher J. Neely (St Louis Fed Working Papers 2006-045)Full text

The Case for Foreign   Exchange Intervention: The Government as a Long-term Speculator, by Christopher J. Neely (St Louis Fed Working Papers 2004-031)Full text

An Assessment of the Impact of Japanese Foreign   Exchange Intervention: 1991-2004, by Alain P. Chaboud; Owen F. Humpage (Federal Reserve Board International Financial Discussion Papers 2005-824)Abstract
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A Structural Error-Correction Model of Best Prices and Depths in the Foreign   Exchange Limit Order Market, by Ingrid Lo and Stephen G. Sapp (Bank of Canada Working papers 2006-08)Abstract
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Customer order flow, information and liquidity on the Hungarian foreign   exchange market, by Áron Gereben - György Gyomai - Norbert Kiss M. (Magyar Nemzeti Bank Working papers 2006/08)Abstract
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Liquidity provision in the overnight foreign   exchange market, by Geir Hřidal Bjřnnes, Dagfinn Rime and Haakon O.Aa. Solheim (Central Bank of Norway Working Papers 2004/13)Full text

The High-Frequency Effects of U.S. Macroeconomic Data Releases on Prices and Trading Activity in the Global Interdealer Foreign   Exchange Market, by Alain P. Chaboud; Sergey V. Chernenko; Edward Howorka; Raj S. Krishnasami Iyer; David Liu; Jonathan H. Wright (Federal Reserve Board International Financial Discussion Papers 2004-823)Abstract
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Government Intervention in the Foreign   Exchange Market, by Owen Humpage (Cleveland Fed Working papers WP03-15)Full text

The Adaptive Markets Hypothesis: Evidence from the Foreign   Exchange Market, by Christopher J. Neely, Paul A. Weller, and Joshua M. Ulrich (St Louis Fed Working Papers 2006-046)Full text

Effects of Foreign   Exchange Market Interventions: The Case of Chile, by Matías Tapia, Andrea Tokman (Central Bank of Chile Working Papers 206)Abstract
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Option Prices,   Exchange Market Intervention, and the Higher Moment Expectations Channel: A User's Guide, by Gabriele Galati, Patrick Higgins, Owen F. Humpage, and William Melick (Cleveland Fed Working papers WP06-18)Full text

Dealer behavior and trading systems in foreign   exchange markets, by Geir Hřidal Bjřnnes and Dagfinn Rime (Central Bank of Norway Working Papers 2003/10)Full text

Segmentation and Time-of-Day Patterns in Foreign   Exchange Markets, by Ranaldo, Angelo (Swiss National Bank Working Papers 2007-03)Full text

The evolution of trading activity in Asian foreign   exchange markets, by Philip D Wooldridge and Yosuke Tsuyuguchi (Bank for International Settlements Working papers 252)Abstract
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Real-Time Price Discovery in Global Stock, Bond and Foreign   Exchange Markets, by Torben G. Andersen, Tim Bollerslev, Francis X. Diebold and Clara Vega (Federal Reserve Board International Financial Discussion Papers 2006-871)Abstract
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Settlement risk in foreign   exchange markets and CLS Bank, by Gabriele Galati (Bank for International Settlements Quarterly Review 0212f)Full text

Trading volumes, volatility and spreads in foreign   exchange markets: evidence from emerging market countries, by Gabriele Galati (Bank for International Settlements Working papers 093)Abstract
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What Drives Volatility Persistence in the Foreign   Exchange Market?, by David Berger, Alain Chaboud, Erik Hjalmarsson, and Edward Howorka (Federal Reserve Board International Financial Discussion Papers 2006-862)Abstract
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Bretton Woods and the U.S. Decision to Intervene in the Foreign-   Exchange Market, 1957-1962, by Michael D. Bordo, Owen F. Humpage, and Anna J. Schwartz (Cleveland Fed Working papers WP06-09)Full text

Transmission of Volatility and Trading Activity in the Global Interdealer Foreign   Exchange Market: Evidence from Electronic Broking Services (EBS) Data, by Fang Cai, Edward Howorka, and Jon Wongswan (Federal Reserve Board International Financial Discussion Papers 2006-863)Abstract
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Arbitrage in the foreign   exchange market: Turning on the microscope, by Q. Farooq Akram, Dagfinn Rime and Lucio Sarno (Central Bank of Norway Working Papers 2005/12)Full text

Profitability of Reserve Bank Foreign   Exchange Operations: Twenty Years After The Float, by Chris Becker and Michael Sinclair (Reserve Bank of Australia Research Discussion Papers RDP2004-06)Abstract
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Foreign   exchange option and returns based correlation forecasts: evaluation and two applications, by Olli Castrén and Stefano Mazzotta (European Central Bank Working papers 447)Full text

Cross-dynamics of volatility term structures implied by foreign   exchange options, by Elizaveta Krylova (European Central Bank Working papers 530)Full text

Inflation Risk Premium Derived From Foreign   Exchange Options, by Azolay Eddy, Brenner Menachem, Landskroner Yoram (Bank of Israel Monetary Studies - Discussion Papers mns0701)Abstract
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Implied volatility of foreign   exchange options: is it worth tracking?, by Áron Gereben - Klára Pintér (Magyar Nemzeti Bank Occasional papers 2005/39)Abstract
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The Immediacy Implications of   Exchange Organization, by James T. Moser (Chicago Fed Working papers WP-2002-09)Abstract
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Finnish monetary and foreign   exchange policy and the changeover to the euro, by Tapio Korhonen (Bank of Finland Discussion Papers 2001/25)Abstract
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A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the   Exchange Rate, by Fousseni Chabi-Yo and Jun Yang (Bank of Canada Working papers 2007-21)Abstract
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Hidden Predictability in Economics: The Case of the Chilean   Exchange Rate, by Pablo Pincheira B. (Central Bank of Chile Working Papers 435)Abstract
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Commodity Currencies and the Real   Exchange Rate, by Paul Cashin, Luis Felipe Céspedes, Ratna Sahay (Central Bank of Chile Working Papers 236)Abstract
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Inflation Targeting in Brazil, Chile, and Mexico: Performance, Credibility, and the   Exchange Rate, by Klaus Schmidt-Hebbel, Alejandro Werner. (Central Bank of Chile Working Papers 171)Abstract
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Monetary disequilibria and the Euro/Dollar   exchange rate, by Dieter Nautz, Karsten Ruth (Deutsche Bundesbank Discussion Papers 200518)Full text

Model uncertainty and the equilibrium value of the real effective euro   exchange rate, by C. Detken (European Central Bank Working papers No.160)Full text

Convergence, capital accumulation and the nominal   exchange rate, by Péter Benczúr-István Kónya (Magyar Nemzeti Bank Working papers 2007/02)Abstract
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Estimating the immediate impact of monetary policy shocks on the   exchange rate, by András Rezessy (Magyar Nemzeti Bank Occasional papers 2005/38)Abstract
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Small open economy model with domestic resource shocks:Monetary union vs. floating   exchange rate, by Tór Einarsson (Central Bank of Iceland Working Papers 18)Full text

Sources of Fluctuations of the Real Exchange Rate of Korea and Equilibrium Real   Exchange Rate, by Myoungchul Chung (The Bank of Korea Economic Papers 39)Abstract
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Fertility & The Real   Exchange Rate, by Andrew K. Rose and Saktiandi Supaat (Monetary Authority of Singapore Staff Papers No. 46)Abstract
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Evaluation of Exchange Rate Forecasts for the Krona's Nominal Effective   Exchange Rate, by Henrik Degrér , Jan Hansen and Peter Sellin (Sveriges Riksbank Working Papers No133)Abstract
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The impact of transatlantic M&A activity on the dollar/euro   exchange rate, by Ingo Fender and Gabriele Galati (Bank for International Settlements Quarterly Review 0112g)Full text

Macroeconomic news and the euro/dollar   exchange rate, by Gabriele Galati and Corrinne Ho (Bank for International Settlements Working papers 105)Abstract
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The Dynamic Interaction of Order Flows and the CAD/USD   Exchange Rate, by Nikola Gradojevic, and Christopher J. Neely (St Louis Fed Working Papers 2008-006)Full text

U.K. Inflation Targeting and the   Exchange Rate, by Christopher Allsopp, Amit Kara, and Edward Nelson (St Louis Fed Working Papers 2006-030)Full text

The equilibrium   exchange rate according to PPP and UIP, by Dominick Stephens (Reserve Bank of New Zealand Discussion Papers DP2004/03)Abstract
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External imbalances and the US current account: how supply-side changes affect an   exchange rate adjustment, by Philipp Engler (European Central Bank Working papers 761)Full text

Misalignment, liabilities dollarization and   exchange rate adjustment in Latin America, by Enrique Alberola (Bank of Spain Working Papers 0309)Abstract
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  Exchange Rate Analysis in Practice, by Rodrigo Caputo; Marco Núńez; Rodrigo Valdés. (Central Bank of Chile Working Papers 434)Abstract
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The   Exchange Rate and Canadian Inflation Targeting, by Christopher Ragan (Bank of Canada Working papers 2005-34)Abstract
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Real   Exchange Rate and Consumption Fluctuations following Trade Liberalization, by Kristian Jönsson (Sveriges Riksbank Working Papers No187)Abstract
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Real   Exchange Rate and Current Account Dynamics with Sticky Prices and Distortionary Taxes, by (DNB) (Netherlands Bank DNB Working Papers 056)Full text

The Relative   Exchange Rate and Export Price Rivalry, by Hee-ho Kim (The Bank of Korea Economic Papers 32)Abstract
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Real   Exchange Rate and Human Capital in the Empirics of Economic Growth, by Delfim Gomes Neto (Bank of Portugal Working papers 2004-02)Abstract
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Monetary Policy,   Exchange Rate and Inflation Inertia in Chile: a Structural Approach, by Rodrigo Caputo, Felipe Liendo (Central Bank of Chile Working Papers 352)Abstract
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Testing Nonlinearities Between Brazilian   Exchange Rate and Inflation Volatilities, by Christiane R. Albuquerque and Marcelo S. Portugal (Central Bank of Brazil Working Papers 106)Abstract
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Persistence and the Role of   Exchange Rate and Interest Rate Inertia in Monetary Policy, by Rodrigo Caputo (Central Bank of Chile Working Papers 300)Abstract
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The Yen   Exchange Rate and Net Foreign Assets, by Wensheng Peng, Chang Shu and Kevin Chow (Hong Kong Monetary Authority Working Papers RM2003-02)Full text

The real   exchange rate and quality improvements, by Karen Dury and Özlem Oomen (Bank of England Working papers 320)Abstract
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The Real   Exchange Rate and the Balassa-Samuelson Hypothesis: An Appraisal of Israel's Case Since 1986, by Romanov Dmitri (Bank of Israel Research - Discussion Papers dp0309)Abstract
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The Empirical Study on Long-Memory Properties of Korean Won/Dollar   Exchange Rate and Volatility, by Ha-Hyun Jo and Seungkook Lee (The Bank of Korea Economic Papers 30)Abstract
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Some Empirical Observations on the Forward   Exchange Rate Anomaly, by Derek Bond, Michael J (Central Bank of Ireland Research Technical Papers 06/RT/03)Abstract
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On the consumption-real   exchange rate anomaly, by Gianluca Benigno and Christoph Thoenissen (Bank of England Working papers 254)Abstract
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Net Foreign Assets and Imperfect Pass-through: The Consumption Real   Exchange Rate Anomaly, by Jorge Selaive; Vicente Tuesta (Federal Reserve Board International Financial Discussion Papers 2003-764)Abstract
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The Consumption-Real   Exchange Rate Anomaly: Non-Traded Goods, Incomplete Markets and Distribution Services., by Jorge Selaive, Vicente Tuesta (Central Bank of Chile Working Papers 359)Abstract
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Sectoral productivity and real   exchange rate appreciation: much ado about nothing?, by Vladislav Flek, Lenka Marková, Jirí Podpiera (Czech National Bank Working papers 2002/04)Abstract

The behavior of the nominal   exchange rate at the beginning of disinflations, by Péter Benczúr (Magyar Nemzeti Bank Working papers 2003/01)Abstract
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Target zone rearrangements and   exchange rate behavior in an options-based model, by Anna Naszódi (Magyar Nemzeti Bank Working papers 2004/02)Abstract
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  Exchange Rate Changes and Net Positions of Speculators in the Futures Market, by Thomas Klitgaard and Laura Weir (New York Fed Economic policy review 0405klit)Abstract
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Degree of Competition and Export-Production Relative Prices when the   Exchange Rate Changes: Evidence from a Panel of Czech Exporting Companies, by Jirí Podpiera, Marie Raková (Czech National Bank Working papers 2006/10)Abstract
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Alternative Targeting Regimes, Transmission Lags, and the   Exchange Rate Channel, by Jean-Paul Lam (Bank of Canada Working papers 2003-39)Abstract
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How successful are   exchange rate communication and interventions? Evidence from time-series and event-study approaches, by Marcel Fratzscher (European Central Bank Working papers 528)Full text

US shocks and global   exchange rate configurations, by Marcel Fratzscher (European Central Bank Working papers 835)Full text

Forecasting   Exchange Rate Density using Parametric Models: The Case of Brazil, by Marcos M. Abe, Eui J. Chang and Benjamin M. Tabak (Central Bank of Brazil Working Papers 138)Abstract
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Home Bias,   Exchange Rate Disconnect, and Optimal Exchange Rate Policy, by Jian Wang (Dallas Fed Working Papers wp0701)Full text

The Effects of Nominal and Real Shocks on the Chilean Real   Exchange Rate During the Nineties, by Claudio Soto (Central Bank of Chile Working Papers 220)Abstract
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End-user order flow and   exchange rate dynamics, by Stefan Reitz, Markus A. Schmidt, Mark P. Taylor (Deutsche Bundesbank Discussion Papers 200705)Full text

Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in   exchange rate dynamics, by Fabrizio Zampolli (Bank of England Working papers 297)Abstract
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  Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions, by Eduardo José Araújo Lima and Benjamin Miranda Tabak (Central Bank of Brazil Working Papers 173)Abstract

  Exchange rate dynamics in a target zone - a heterogeneous expectations approach, by Christian Bauer, Paul De Grauwe, Stefan Reitz (Deutsche Bundesbank Discussion Papers 200711)Full text

  Exchange rate dynamics in economies with portfolio rigidities ., by Beatriz de-Blas-Pérez (Bank of Spain Working Papers 0532)Abstract
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Order Flow and   Exchange Rate Dynamics in Electronic Brokerage System Data, by David W. Berger; Alain P. Chaboud; Sergey V. Chernenko; Edward Howorka; Raj S. Krishnasami Iyer; David Liu; Jonathan H. Wright (Federal Reserve Board International Financial Discussion Papers 2005-830)Abstract
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International investment positions and   exchange rate dynamics: a dynamic panel analysis, by Michael Binder, Christian J. Offermanns (Deutsche Bundesbank Discussion Papers 200723)Full text

Expectations and   Exchange Rate Dynamics: A State-Dependent Pricing Approach, by Anthony E. Landry (Dallas Fed Working Papers wp0604)Full text

Supply Shocks and Real   Exchange Rate Dynamics: Canadian Evidence, by Gauthier, Céline and David Tessier (Bank of Canada Working papers 2002-31)Abstract
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Multilateral Adjustment and   Exchange Rate Dynamics: The Case of Three Commodity Currencies, by Jeannine Bailliu, Ali Dib, Takashi Kano, and Lawrence Schembri (Bank of Canada Working papers 2007-41)Abstract
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Explaining   exchange rate dynamics: the uncovered equity return parity condition, by Lorenzo Cappiello and Roberto A. De Santis (European Central Bank Working papers 529)Full text

Long-run money demand in the new EU Member States with   exchange rate effects, by Christian Dreger (European Central Bank Working papers 628)Full text

How Valuable Is   Exchange Rate Flexibility? Optimal Monetary Policy under Sectoral Shocks, by Cédric Tille (New York Fed Staff reports 147)Abstract
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Financial Integration and the Wealth Effect of   Exchange Rate Fluctuations, by Cédric Tille (New York Fed Staff reports 226)Abstract
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On the Distributional Effects of   Exchange Rate Fluctuations, by Cédric Tille (New York Fed Staff reports 146)Abstract
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Real   Exchange Rate Fluctuations and the Dynamics of Retail Trade Industries on the U.S.-Canada Border, by Jeffrey R. Campbell , Beverly Lapham (Chicago Fed Working papers WP-2002-17)Abstract
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The Effect of   Exchange Rate Fluctuations on Multinationals' Returns, by Jane Ihrig; David Prior (Federal Reserve Board International Financial Discussion Papers 2003-782)Abstract
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Labour Market Adjustments to   Exchange Rate Fluctuations: Evidence from Canadian Manufacturing Industries, by Danny Leung and Terence Yuen (Bank of Canada Working papers 2005-14)Abstract
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The role of the   exchange rate for adjustment in Boom and Bust episodes., by Reiner Martin (European Central Bank Working papers 813)Full text

The zero-interest-rate bound and the role of the   exchange rate for monetary policy in Japan, by Günter Coenen and Volker Wieland (European Central Bank Working papers No.218)Full text

  Exchange rate forecasting, order flow and macroeconomic information, by Dagfinn Rime, Lucio Sarno and Elvira Sojli (Central Bank of Norway Working Papers 2007/02)Abstract
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Using a New Open Economy Macroeconomics model to make real nominal   exchange rate forecasts, by Peter Sellin (Sveriges Riksbank Working Papers No213)Abstract
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Bayesian Model Averaging and   Exchange Rate Forecasts, by Jonathan H. Wright (Federal Reserve Board International Financial Discussion Papers 2003-779)Abstract
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Evaluation of   Exchange Rate Forecasts for the Krona's Nominal Effective Exchange Rate, by Henrik Degrér , Jan Hansen and Peter Sellin (Sveriges Riksbank Working Papers No133)Abstract
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FOREX microstructure, invisible price determinants, and the central bank's understanding of   exchange rate formation, by Alexis Derviz (Czech National Bank Working papers 2003/06)Abstract

Long swings and chaos in the   exchange rate in a DSGE model with a Taylor rule, by Mikael Bask (Bank of Finland Discussion Papers 2007/19)Abstract
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The changing role of the   exchange rate in a globalised economy, by Filippo di Mauro, Rasmus Rüffer and Irina Bunda (European Central Bank Occasional papers 94)Full text

Real   exchange rate in an inter-temporal n-country-model with incomplete markets, by Benoît Mercereau (European Central Bank Working papers No.205)Full text

High Frequency Dynamics of the   Exchange Rate in Chile, by Kevin Cowan, David Rappoport , Jorge Selaive (Central Bank of Chile Working Papers 433)Abstract
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Dual inflation and real   exchange rate in new open economy macroeconomics, by Balázs Világi (Magyar Nemzeti Bank Working papers 2004/05)Abstract
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The dynamic behavior of the real   exchange rate in sticky price models, by Jón Steinsson (Central Bank of Iceland Working Papers 28)Abstract

Banknote   Exchange Rate in the Antebellum United States, by Warren E. Weber (Minneapolis Fed Working Papers wp623)Abstract
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Canada's Pioneering Experience with a Flexible   Exchange Rate in the 1950s: (Hard) Lessons Learned for Monetary Policy in a Small Open Economy, by Michael Bordo, Ali Dib, and Lawrence Schembri (Bank of Canada Working papers 2007-45)Abstract
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Using copulas to construct bivariate foreign exchange distributions with an application to the sterling   exchange rate index, by Matthew Hurd, Mark Salmon and Christoph Schleicher (Bank of England Working papers 334)Abstract
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The new BIS effective   exchange rate indices, by Marc Klau and San Sau Fung (Bank for International Settlements Quarterly Review 0603e)Abstract
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Monetary policy and   exchange rate interactions in a small open economy, (May 2005, revised version December 2005), by Hilde C. Bjřrnland (Central Bank of Norway Working Papers 2005/16)Full text

  Exchange Rate Interventions and Insurance: Is "Fear of Floating" a Cause For Concern?, by Francisco Gallego Geraint Jones (Central Bank of Chile Working Papers 326)Abstract
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The yen real   exchange rate may be stationary after all: evidence from non-linear unit root tests, by Georgios Chortareas and George Kapetanios (Bank of England Working papers 311)Abstract
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Is the Hong Kong Dollar Real   Exchange Rate Misaligned?, by Frank Leung and Philip Ng (Hong Kong Monetary Authority Working Papers WP07_21)Abstract
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Real   Exchange Rate Misalignments and Economic Performance, by Alvaro Aguirre César Calderón (Central Bank of Chile Working Papers 315)Abstract
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Comparing Forecast Performance of   Exchange Rate Models, by Lillie Lam, Laurence Fung and Ip-wing Yu (Hong Kong Monetary Authority Working Papers WP08_08)Abstract
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An investigation on the effect of real   exchange rate movements on OECD bilateral exports, by Antoine Berthou (European Central Bank Working papers 920)Full text

Impact of   Exchange Rate Movements on the Mainland Economy, by Chang Shu and Raymond Yip (Hong Kong Monetary Authority China Economic Issues 200603)Full text

The Impact of   Exchange Rate Movements on U.S. Foreign Debt, by Cédric Tille (New York Fed Current issues ci09-01)Abstract
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How does monetary policy respond to   exchange rate movements? New international evidence, by Hilde C. Bjřrnland and Jřrn I. Halvorsen (Central Bank of Norway Working Papers 2008/15)Abstract
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Do Central Banks Respond to   Exchange Rate Movements? Some New Evidence from Structural Estimation, by Wei Dong (Bank of Canada Working papers 2008-24)Abstract
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Announcement effects on   exchange rate movements: continuity as a selection criterion among the REE, by Mikael Bask (Bank of Finland Discussion Papers 2006/06)Abstract
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Accounting for the source of   exchange rate movements: new evidence, by Katie Farrant and Gert Peersman (Bank of England Working papers 269)Abstract
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Implications of   Exchange Rate Objectives under Incomplete Exchange Rate Pass-Through, by Malin Adolfson (Sveriges Riksbank Working Papers No135)