Working Paper Series

2017

Serial No. Author(s)

 

#2017-013 Shuo Cao (Shenzhen Stock Exchange), Huichou Huang (Broad Reach Investment Management), Ruirui Liu (King's College London), Ronald MacDonald (University of Glasgow) The Term Structure of Exchange Rate Predictability:  Commonality, Scapegoat, and Disagreement
#2017-012

Yin-Wong Cheung (City University of Hong Kong), Kenneth K. Chow (Hong Kong Monetary Authority), Matthew S. Yiu (Hong Kong Institute for Monetary Research)

Effects of Capital Flow on the Equity and Housing Markets in Hong Kong
#2017-011 Charles Engel (Wisconsin-Madison)

Real Exchange Rate Convergence: The Roles of Price Stickiness and Monetary Policy

#2017-010

Guonan Ma (About Capital Management), Ivan Roberts (Reserve Bank of Australia), Gerard Kelly (Reserve Bank of Australia)

A Rebalancing Chinese Economy: Drivers and Challenges

#2017-009

Martin Berka (University of Auckland), Michael B. Devereux (UBC), Charles Engel (Wisconsin-Madison)

Real Exchange Rates and Sectoral Productivity in the Eurozone

#2017-008

Georgios Georgiadis (ECB), Martina Jancokova (ECB)

Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks

#2017-007

Yin-Wong Cheung (City University of Hong Kong), Rasmus Fatum (University of Alberta), Yohei Yamamoto (Hitotsubashi University)

The Exchange Rate Effects of Macro News after the Global Financial Crisis 

#2017-006

Kate Hynes (University College Dublin), Yum K. Kwan (City University of Hong Kong and Wilfrid Laurier University), Anthony Foley (Dublin City University)

Local linkages: The interdependence of foreign and domestic firms 

#2017-005

Pietro Cova and Filippo Natoli (Bank of Italy)

International Financial Flows and the Risk-taking Channel

#2017-004

Immaculate Machasio and Peter Tillmann (Justus-Liebig-University Giessen of Germany)

Remittance Inflows and State-Dependent Monetary Policy Transmission in Developing Countries
#2017-003 Andrew K. Rose (UC Berkeley)

Currency Wars? Unconventional Monetary Policy Does Not Stimulate Exports

#2017-002

Kimberly A. Berg (Miami, Ohio) and Nelson C. Mark (Notre Dame/NBER)

Measures of Global Uncertainty and Carry-Trade Excess Returns

#2017-001

Charles Ka Yui Leung (City University of Hong Kong) and Chung-Yi Tse (University of Hong Kong)

Flipping in the Housing Market

* Published in: Journal of Economic Dynamics and Control