[1] Andersen, Torben G., Tim Bollerslev, Francis X. Diebold and Clara Vega. 2003. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange, American Economic Review 39(1): 38-62.
[10] Ehrmann, Michael and Marcel Fratzscher, 2005a. Equal size, equal role? Interest rate interdependence between the euro area and the United States, Economic Journal 115: 930-50, October 2005.
[11] Ehrmann, Michael and Marcel Fratzscher, 2005b. Exchange Rates and Fundamentals: New Evidence from Real-Time Data, Journal of International Money and Finance 24:2, 317-341.
[12] Ehrmann, Michael and Marcel Fratzscher, 2006. Global financial transmission of monetary policy shocks, ECB Working Paper No. 616, April 2006.
[13] Engel, Charles and Kenneth West, 2005. Taylor Rules and the DeutschmarkDollar Real Exchange Rate, Journal of Money, Credit and Banking 38(5), 1175-94.
[14] Engel, Charles and Kenneth West, 2006. Exchange Rates and Fundamentals, Journal of Political Economy 113, 485-517.
[15] Engel, Charles, Nelson Mark and Kenneth West, 2007. Exchange Rate Models Are Not as Bad as You Think, forthcoming NBER Macroeconomics Annual.
[16] Evans, Martin D. and Richard K. Lyons, 2002. Order Flow and Exchange Rate Dynamics, Journal of Political Economy, 170-180.
[17] Evans, Martin D. and Richard K. Lyons, 2005. Do Currency Markets Absorb News Quickly? Journal of International Money and Finance 24:2, 197-219.
[18] Faust, Jon, John Rogers, Shing-Yi Wang and Jonathan Wright, 2007. The high-frequency response of exchange rates and interest rates to macroeconomic announcements, Journal of Monetary Economics 54:4, 1051-1068.
[19] Faust, Jon, John Rogers, and Jonathan Wright, 2003. Exchange Rate Forecasting: The Errors Weve Really Made, Journal of International Economics 60, 35-60.
[2] Blanchard, Olivier, Francesco Giavazzi and Filipa Sa, 2005. International Investors, The U.S. Current Account, and The Dollar, Brookings Papers on Economic Activity 1, 1-65.
[21] Forbes, Kristin and Menzie Chinn, 2004. A Decomposition of Global Linkages in Financial Markets Over Time, Review of Economics and Statistics 86(3): 705-722. No 835
[22] Fratzscher, Marcel, Luciana Juvenal and Lucio Sarno, 2007. Asset prices, exchange rates and the current account, ECB Working Paper Series No. 790.
[23] Goldberg, Linda and Michael Klein, 2006. Establishing Credibility: Evolving Perceptions of the European Central Bank, Revised version of NBER Working Paper 11792.
- [24] Gourinchas, Pierre-Olivier and Helene Rey, 2006. International Financial Adjustment, mimeo, December 2006.
Paper not yet in RePEc: Add citation now
[25] Gurkaynak, Refet, Sack, Brian and Eric Swanson, 2005. Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements. International Journal of Central Banking 1: 55-94.
[26] Hau, Harald and Helene Rey, 2006. Exchange Rates, Equity Prices and Capital Flows, Review of Financial Studies 19 (1), 273-317.
[27] Hausman, Joshua and Jon Wongswan, 2006. Global Asset Prices and FOMC Announcements, Board of Governors of the Federal Reserve System International Finance Discussion Paper No. 886, November 2006.
- [28] International Monetary Fund, 2007. World Economic Outlook, April 2007, Chapter 3.
Paper not yet in RePEc: Add citation now
[29] Klein, Michael and Jay Shambaugh, 2006. The Nature of Exchange Rate Regimes, NBER Working Paper No. 12729.
[3] Chinn, Menzie and Jeffrey Frankel, 2005. Will the Euro Eventually Surpass the Dollar as Leading International Reserve Currency? NBER Working Paper No. 11510.
- [30] Krugman, Paul, 2006. Will There Be a Dollar Crisis? mimeo, Princeton University.
Paper not yet in RePEc: Add citation now
[31] Lane, Philip and Gian Maria Milesi-Ferretti, 2003. International Financial Integration, IMF Staff Papers, Vol. 50 Special Issue, pp. 82-113 (Washington: International Monetary Fund).
[32] Lane, Philip and Gian Maria Milesi-Ferretti, 2005. Financial Globalization and Exchange Rates, IMF Working Paper 05/03, January.
[33] Mark, Nelson, 1995. Exchange rates and fundamentals: evidence on longhorizon predictability. American Economic Review 85, 201-218.
[34] Mark, Nelson, 2005. Changing Monetary Policy Rules, Learning and Real Exchange Rate Dynamics, NBER Working Paper No. 11061. Working Paper Series No 835
[35] Meese, Richard and Kenneth Rogoff, 1983. Empirical exchange rate models of the seventies: do they it out of sample? Journal of International Economics 14, 3-24.
[36] Obstfeld, Maurice and Kenneth Rogoff, 2005. Global Current Account Imbalances and Exchange Rate Adjustments, Brookings Papers on Economic Activity 1, 67-146.
[37] Reinhart, Carmen and Kenneth Rogoff, 2004. The Modern History of Exchange Rate Arrangements: A Reinterpretation, Quarterly Journal of Economics 69(1), 1-48, February 2004.
[38] Rigobon, Roberto and Brian Sack, 2006. Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices. NBER Working Paper 12420.
[39] Shambaugh, Jay, 2004. The Effect of Fixed Exchange Rates on Monetary Policy, Quarterly Journal of Economics 119:1, pp. 301-352.
[4] Clarida, Richard, Jordi Gali and Mark Gertler, 1998. Monetary policy rules in practice: Some international evidence, European Economic Review, 42(6), 1033-1067.
[40] Tille, Cedric, 2003, The Impact of Exchange Rate Movements on U.S. Foreign Debt, Current Issues in Economics and Finance 9(1), Federal Reserve Bank of New York.
[41] Veronesi, Pietro, 1999. Stock market overreaction to bad news in good times: a rational expectations equilibrium model. Review of Financial Studies 12, 975-1007.
[42] Warnock, Frank 2006. How Might a Disorderly Resolution of Global Imbalances Affect Global Wealth?, IMF Working Paper 06/170.
[43] Wongswan, J., 2006. Transmission of Information Across International Equity Markets, Review of Financial Studies 19, 1157-1189. No 835
[5] Clarida, Richard, Lucio Sarno, Mark Taylor and Giorgio Valente, 2003. The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond, Journal of International Economics 60, 6 1-83, 2003
[6] Clarida, Richard and Daniel Waldman, 2007. Is Bad News About Inflation Good News for the Exchange Rate? NBER Working Paper No. 13010, April 2007.
[7] Corsetti, Giancarlo, Luca Dedola and Sylvain Leduc, 2004. Productivity, External Balance and Exchange Rates: Evidence on the Transmission Mechanism Among G7 Countries, ECB Working Paper 308.
[8] Daude, Christian and Marcel Fratzscher, 2006. The Pecking Order of CrossBorder Investment, ECB Working Paper No. 590, February 2006, forthcoming Journal of International Economics.
[9] Dominguez, Kathryn, 2003. The Market Microstructure of Central Bank Intervention, Journal of International Economics Vol. 59(1), 25-45, January 2003. Working Paper Series No 835