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Are exchange rates really free from seasonality? An exploratory analysis on monthly time series. (2011). Cuccia, Tiziana ; Cellini, Roberto.
In: MPRA Paper.
RePEc:pra:mprapa:30888.

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  1. Exchange rate and inflation dynamics: does the month or quarter of the year matter?. (2021). Ofori-Boateng, Kenneth ; Agyapong, Elvis Kwame ; Ohemeng, Williams.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:1:y:2021:i:6:d:10.1007_s43546-021-00074-5.

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  2. The January effect in the foreign exchange market: Evidence for seasonal equity carry trades. (2019). girardin, eric ; Namin, Fatemeh Salimi.
    In: Post-Print.
    RePEc:hal:journl:hal-02314156.

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  3. The January effect in the foreign exchange market: Evidence for seasonal equity carry trades. (2019). Salimi Namin, Fatemeh ; girardin, eric.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:81:y:2019:i:c:p:422-439.

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  4. Seasonal processes in the Euro--US Dollar daily exchange rate. (2014). Cuccia, Tiziana ; Cellini, Roberto.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:24:y:2014:i:3:p:161-174.

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References

References cited by this document

  1. Grilli, V., Roubini, N. (1992), Liquidity and exchange rates, Journal of International Economics, 32, 339-52.

  2. Higgison, J. (1975) “An F test for the presence of moving seasonality”, mimeo; downloadable from the US Census Bureau website, www.census.gov.
    Paper not yet in RePEc: Add citation now
  3. Jiménez-Martin, J.A., and Flores de Frutos, R. (2009), Seasonal fluctuations and equilibrium models of exchange rate, Applied Economics, 41, 2635-52.

  4. Meese, R., Rogoff, K. (1988), What is real? The exchange rate – interest differential relation over the modern floating rate period, The Journal of Finance, 43, 933-48.
    Paper not yet in RePEc: Add citation now
  5. Miron, J.A. (1986), Seasonal fluctuations and the life cycle – permanent income model of consumption, Journal of Political Economy, 94, 1258-79.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Are exchange rates really free from seasonality? An exploratory analysis on monthly time series. (2011). Cuccia, Tiziana ; Cellini, Roberto.
    In: MPRA Paper.
    RePEc:pra:mprapa:30888.

    Full description at Econpapers || Download paper

  2. Real exchange rates and real interest rate differentials: a present value interpretation. (2009). MacDonald, Ronald ; Hoffmann, Mathias.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:404.

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  3. Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium. (2009). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
    In: Review of Economic Studies.
    RePEc:oup:restud:v:76:y:2009:i:3:p:851-878.

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  4. The impact of exchange rate risk on international asset pricing under various market structures. (2009). BAYRAKTAR, SEMA.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:32:y:2009:i:2:p:169-195.

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  5. Time-varying risk, interest rates, and exchange rates in general equilibrium. (2008). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
    In: Staff Report.
    RePEc:fip:fedmsr:371.

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  6. The Timing and Magnitude of Exchange Rate Overshooting. (2007). Westelius, Niklas ; Sondergaard, Jens ; Hoffmann, Mathias.
    In: Economics Working Paper Archive at Hunter College.
    RePEc:htr:hcecon:418.

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  7. Using extraneous information to analyze monetary policy in transition economies. (2007). Kemme, David ; Gavin, William.
    In: Working Papers.
    RePEc:fip:fedlwp:2004-034.

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  8. An Unobserved Components Model of the Monetary Transmission Mechanism in a Small Open Economy. (2006). Vitek, Francis.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0512019.

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  9. Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach. (2006). Vitek, Francis.
    In: MPRA Paper.
    RePEc:pra:mprapa:802.

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  10. Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach. (2006). Vitek, Francis.
    In: MPRA Paper.
    RePEc:pra:mprapa:800.

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  11. The Returns to Currency Speculation. (2006). Rebelo, Sergio ; Eichenbaum, Martin ; Burnside, Craig ; Kleshchelski, Isaac .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12489.

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  12. Características de las Distribuciones Mensuales del Ciclo de Ambiente de la Economia Española. (2006). GMEZ, BEATRIZ FARIA ; ROJO GARCÍA, JOSÉ LUIS, .
    In: Estudios de Economía Aplicada.
    RePEc:lrk:eeaart:24_1_13.

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  13. A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials. (2006). MacDonald, Ronald ; Hoffmann, Mathias.
    In: Working Papers.
    RePEc:gla:glaewp:2007_36.

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  14. The Returns to Currency Speculation. (2006). Rebelo, Sergio ; Eichenbaum, Martin ; Burnside, Craig ; Kleshchelski, Isaac .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5883.

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  15. Time-varying risk, interest rates and exchange rates in general equilibrium. (2005). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
    In: Working Papers.
    RePEc:fip:fedmwp:627.

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  16. International Finance, Levy Distributions, and the Econophysics of Exchange Rates. (2004). Da Silva, Sergio.
    In: International Finance.
    RePEc:wpa:wuwpif:0405018.

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  17. An analysis of the transmission mechanism of monetary policy in Ireland. (2004). O'Reilly, Gerard ; Bredin, Don.
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:1:p:49-58.

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  18. Exchange Rate Puzzles and Distorted Beleifs (June 2003), with Pierre-Olivier Gourinchas. (2003). Tornell, Aaron.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:265.

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  19. A Re-examination of the Link between Real Exchange Rates and Real Interest Rate Differentials. (2003). MacDonald, Ronald ; Hoffmann, Mathias.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_894.

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  20. Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model. (2003). Moran, Kevin ; Ho, Wai-Ming ; Hendry, Scott.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-38.

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  21. Common Currencies versus Monetary Independence. (2002). Quadrini, Vincenzo ; Cooley, Thomas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3436.

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  22. A real differential view of equilibrium real exchange rate. (2001). .
    In: Discussion Paper Series In Economics And Econometrics.
    RePEc:stn:sotoec:0103.

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  23. Money, Interest Rates, and Exchange Rates with Endogenously Segmented Asset Markets. (2000). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7871.

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  24. Money, interest rates, and exchange rates with endogenously segmented asset markets. (2000). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
    In: Working Papers.
    RePEc:fip:fedmwp:605.

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  25. Money, interest rates, and exchange rates with endogenously segmented markets. (2000). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
    In: Staff Report.
    RePEc:fip:fedmsr:278.

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  26. The Monetary Transmission Mechanism: Evidence from the Industry Data of Five OECD Countries. (2000). Lippi, Francesco ; Dedola, Luca.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1833.

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  27. The Exchange Rate - A Shock-Absorber or Source of Shocks? A Study of Four Open Economies. (2000). Ehrmann, Michael ; artis, michael.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2550.

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  28. Monetary policy shocks and transmission in Italy: A VAR analysis. (1999). Di Giorgio, Giorgio ; De Arcangelis, Giuseppe.
    In: Economics Working Papers.
    RePEc:upf:upfgen:446.

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  29. Does Exchange Rate Stability Increase Trade and Capital Flows?. (1998). van Wincoop, Eric ; Bacchetta, Philippe.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6704.

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  30. Does exchange rate stability increase trade and capital flows?. (1998). van Wincoop, Eric ; Bacchetta, Philippe.
    In: Research Paper.
    RePEc:fip:fednrp:9818.

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  31. Monetary Policy Under a Fixed Exchange Rate Regime, the Case of France 1987-1996. (1998). Mojon, Benoit.
    In: Working Papers.
    RePEc:cii:cepidt:1998-14.

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  32. Exchange rates and prices: sources of sterling real exchange rate fluctuations 1973-94. (1998). Garratt, Anthony ; Astley, Mark S.
    In: Bank of England working papers.
    RePEc:boe:boeewp:85.

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  33. Open-Economy Macroeconomics: Developments in Theory and Policy.. (1998). Obstfeld, Maurice.
    In: Scandinavian Journal of Economics.
    RePEc:bla:scandj:v:100:y:1998:i:1:p:247-75.

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  34. Monetary Shocks in the G-6 Countries: Is There a Puzzle?. (1997). Fung, Ben ; Ben S. C. Fung, ; Kasumovich, Marcel.
    In: Staff Working Papers.
    RePEc:bca:bocawp:97-7.

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  35. A Model of Foreign Exchange Rate Indetermination. (1996). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5766.

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  36. How the Bundesbank Conducts Monetary Policy. (1996). Gertler, Mark ; Clarida, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5581.

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  37. Exchange Rate Dynamics and Learning. (1996). Tornell, Aaron ; Gourinchas, Pierre-Olivier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5530.

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  38. European integration and asymmetry in the EMS. (1996). Uctum, Merih.
    In: Research Paper.
    RePEc:fip:fednrp:9605.

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  39. Interpreting Money-Spply and Interest-Rate Sgocks as Monetary-Policy Shocks.. (1996). Kasumovick, M..
    In: Staff Working Papers.
    RePEc:bca:bocawp:96-8.

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  40. Liquidity Models in Open Economies: Theory and Empirical Evidence. (1995). Roubini, Nouriel ; Grilli, Vittorio .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5313.

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  41. Does Monetary Policy Affect Real Economic Activity?: Why Do We Still Ask This Question?. (1995). Friedman, Benjamin M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5212.

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  42. Identifying monetary policy in a small open economy under flexible exchange rates. (1995). Zha, Tao ; Cushman, David.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:95-7.

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  43. The Effects of Monetary Policy Shocks: Some Evidence from the Flow of Funds. (1994). Evans, Charles ; Eichenbaum, Martin ; Christiano, Lawrence.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4699.

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  44. International Business Cycles: Theory and Evidence. (1993). Kydland, Finn ; Kehoe, Patrick ; Backus, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4493.

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  45. Some Empirical Evidence on the Effects of Monetary Policy Shocks on Exchange Rates. (1993). Evans, Charles ; Eichenbaum, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4271.

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  46. International business cycles: theory vs. evidence. (1993). Kydland, Finn ; Kehoe, Patrick ; Backus, David.
    In: Quarterly Review.
    RePEc:fip:fedmqr:y:1993:i:fall:p:14-29:n:v.17no.4.

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  47. Relative Price Movements in Dynamic General Equilibrium Models of International Trade. (1992). Kydland, Finn ; Kehoe, Patrick ; Backus, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4243.

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  48. Relative price movements in dynamic general equilibrium models of international trade. (1992). Kydland, Finn ; Kehoe, Patrick ; Backus, David.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:9213.

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  49. Information from financial markets and VAR measures of monetary policy. (). Favero, Carlo ; Bagliano, Fabio.
    In: Working Papers.
    RePEc:igi:igierp:135.

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  50. The liquidy effect in a small open economy model. (). Lopez-Salido, David ; Andrés, Javier ; J. Andrés, ; J. Vallés, ; J. D. López-Salido, .
    In: Studies on the Spanish Economy.
    RePEc:fda:fdaeee:21.

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