Report NEP-IFN-2006-09-11This is the archive for NEP-IFN, a report on new working papers in the area of International Finance. Yi-Nung Yang issued this report. It is usually issued weekly.
The following items were announced in this report:
- Fischer, Christoph & Porath, Daniel, 2006. "A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre 2006,23, Deutsche Bundesbank, Research Centre.
- Alexandra Lai & Oana Secrieru, 2006. "Multinationals and Exchange Rate Pass-Through," Working Papers, Bank of Canada 06-30, Bank of Canada.
- Markku Lanne & Timo Vesalay, 2005. "The Effect of a Transaction Tax on Exchange Rate Volatility," Economics Working Papers, European University Institute ECO2005/19, European University Institute.
- Markku Lanne, 2006. "Forecasting Realized Volatility by Decomposition," Economics Working Papers, European University Institute ECO2006/20, European University Institute.
- Tood Keister, 2005. "Expectations and Contagion in Self-Fulfilling Currency Attacks," Working Papers, Centro de Investigacion Economica, ITAM 0501, Centro de Investigacion Economica, ITAM.