Publications in international refereed journals
Limits to International Arbitrage: An Empirical Evaluation, (2007), International Journal of Finance & Economics, forthcoming (with Kristien Smedts).
The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation (2006), Journal of International Money and Finance, 25, 1072-1089,(with Marco Lyrio).
A Joint Model for the Term Structure of Interest Rates and the Macroeconomy (2006), Journal of Applied Econometrics, 21 (4), 439-462, (with Marco Lyrio and Konstantijn Maes).
Macro Factors and the Term Structure of Interest Rates (2006), Journal of Money, Credit, and Banking, 38 (1), 119-140 (with Marco Lyrio).
The Economic Value of Technical Trading Rules: A Nonparametric Utility-based Approach (2005), International Journal of Finance and Economics, 10 (1), 41-62 (with Marco Lyrio).
The Effect of Monetary Unification on German Bond Markets (2004), European Financial Management 10 (3), 487-509 (with Marco Lyrio and Konstantijn Maes)
Monetary Unification and the Price of Risk: An Unconditional Analysis (2003), Weltwirtschaftliches Archiv 139 (2), 276-305 (with Konstantijn Maes and Kristien Smedts)
Do Asymmetries Matter For European Monetary Policy? (2002), European Economic Review 46 (3), 443-469 (with Yunus Aksoy and Paul De Grauwe).
Can Markov Switching Models Replicate Chartist Profits in the Foreign Exchange Market (2001), Journal of International Money and Finance 20 (1), 25-41.
Measuring Convergence Speed of Asset Prices towards a Pre-Announced Target (2001), Applied Financial Economics 11, 591-601 (with Dirk Veestraeten).
Multiple Equilibria and the Credibility of the Brazilian Crawling Peg, 1995-1998 (2000), International Finance 3 (1), 1-24 (with Marco Lyrio).
Effectiveness of Monetary Policy in the European Central Bank and Voting Rules (1999), Empirica 26 (4), 299-318 (with Paul De Grauwe and Yunus Aksoy).
Explaining Recent European Exchange Rate Stability (1999), International Finance 2, 1-32 (with Paul De Grauwe and Dirk Veestraeten).
Price Dynamics under Stochastic Process Switching: Some Extensions and an Application to EMU (1999), Journal of International Money and Finance 18, 195-224 (with Paul De Grauwe and Dirk Veestraeten).
Setting Futures Margins: The Extremes Approach (1999), Applied Financial Economics 9, 173-181 (with Geert Gielens).
Expectation Revisions and Jumps in Asset Prices (1998), Economics Letters 59, 367-372 (with Dirk Veestraeten).
Sign Predictions of Exchange Rate Changes: Charts as Proxies for Bayesian Inferences (1997), Weltwirtschaftliches Archiv 133, 39-55.
Charts as Signals in A Markov Switching World (1996), Applied Economics Letters 3, 405-407.
Modelling Interest Rate Volatility: Regime Switches and Level Links (1996), Weltwirtschaftliches Archiv 132, 236-258.
Options of the IBEX 35 (1996), Revista Espanola de Economia 13, 159-180 (with Ángel León).
Measuring Exchange Rate Smoothness across Regimes (1996), Kredit und Kapital 29, 528-544.
Divergence Indicators and Volatility smoothness in Semi-Fixed Exchange Rate Regimes (1995), Weltwirtschaftliches Archiv 131, 695-707.
A Note on the Sum-Stability of Exchange Rate Returns (1994), Economic Notes 23, 116-124 (with Geert Gielens).
Chaos in the Dornbusch Model: The Role of Fundamentalists and Chartists (1993), Open Economies Review 4, 351-379 (with Paul De Grauwe).
A Chaotic Monetary Model of the Exchange Rate (1992), Kredit und Kapital 25, 26-54 (with Paul De Grauwe).
Other journals
Achter de schermen van het Europees monetair beleid (1999), Trends Review 9, December.
Risk Assessment in a Markov Switching Framework (1995), Tijdschrift voor Economie en Management 40 (2), 157-174.
Zijn beleggingsbladen een goede belegging? (1993), Tijdschrift voor Economie en Management 38 (4), 453-464 (with Filip Abraham and Guy Van Camp).
Aandelenkoersen en Opiniepeilingen (1992), Economische en Statistische Berichten 3853 (with Filip Abraham and Bert Craps).
Books
De Grauwe P., Dewachter H. and M. Embrechts (1993), Exchange Rate Theory: Chaotic Models of Foreign Exchange Markets, Blackwell, pp. 273.
Contributions to books
De Grauwe, P., H. Dewachter and Y. Aksoy (1999), From EMS to EMU: Are we better Off?, in The Political Economy of European Monetay Unification (eds. J.A. Frieden and B. Eichengreen), Westview Press, Oxford, UK.
De Grauwe, P., H. Dewachter and Y. Aksoy (1999), On the Conduct of Monetary Policy in an Asymmetric Euroland, in From EMS to EMU: 1979 to 1999 and Beyond, (eds. D. Cobham and G. Zis), MacMillan Press, London.
De Grauwe, P., H. Dewachter and Y. Aksoy (1999), Die Wirksamkeit der Gelpolitik der Europäischen Zentralbank und ihre Abstimmungsregeln, in Was Wird aus Euroland (eds. R. Neck and R. Holzmann), Manz, Wien.
Dewachter H. and G. Gielens (1996), Setting Futures Margins: The Extremes Approach, in Financiering en Belegging Deel 19 (eds. M Smink, H. Smit and T. Vorst), Conference proceedings of the 19-th FinBel congress Erasmus University.
Paul De Grauwe en Hans Dewachter (1993), A Chaotic Model of the Exchange Rate, in Open-Economy Macroeconomics, (red. H. Frisch en A. Wortgotter), International Economic Association, Vienna.
Dewachter H. (1993), Searching for Low-Dimensional Attractors in the Foreign Exchange Market, in Financiering en Belegging 1993 (eds. Bastaens en van den Berg), conference proceedings of the 16-th FinBel congress, Erasmus University.