Report NEP-IFN-2007-04-09

Subscribe to this report: email or RSS

Other reports in NEP-IFN

The following items were anounced in this report:

• Zsolt Darvas & Gábor Rappai & Zoltán Schepp, 2007. "Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates," Money Macro and Finance (MMF) Research Group Conference 2006 84, Money Macro and Finance Research Group. [Downloadable!]
• Luciana Juvenal & Mark P. Taylor, 2007. "The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics," Money Macro and Finance (MMF) Research Group Conference 2006 80, Money Macro and Finance Research Group. [Downloadable!]
• Nikolaos Giannellis & Athanasios P. Papadopoulos, 2007. "Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU," Money Macro and Finance (MMF) Research Group Conference 2006 55, Money Macro and Finance Research Group. [Downloadable!]
• Michael G Arghyrou & Georgios Chortareas, 2007. "Real exchange rates and current account imbalances in the Euro-area," Money Macro and Finance (MMF) Research Group Conference 2006 124, Money Macro and Finance Research Group. [Downloadable!]
• Jean-Sébastien Pentecôte, 2007. "The defense of multilateral XR target zones against contagious crises
  ," Money Macro and Finance (MMF) Research Group Conference 2006 85, Money Macro and Finance Research Group. [Downloadable!]
• Kleopatra Nikolaou, 2007. "The behaviour of the real exchange rate: Evidence from regression quantiles," Money Macro and Finance (MMF) Research Group Conference 2006 46, Money Macro and Finance Research Group. [Downloadable!]
• Christopher F Baum & Mustafa Caglayan, 2007. "Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports," Money Macro and Finance (MMF) Research Group Conference 2006 64, Money Macro and Finance Research Group. [Downloadable!]
• Georgios Chortareas & John Nankervis & Ying Jiang, 2007. "Forecasting Exchange Rate Volatility with High Frequency Data: Is the Euro Different?," Money Macro and Finance (MMF) Research Group Conference 2006 79, Money Macro and Finance Research Group. [Downloadable!]
• Alex Mandilaras & Graham Bird, 2007. "Foreign exchange markets in south-east Asia 1990-2004: An empirical analysis of spillovers during crisis and non-crisis periods," Money Macro and Finance (MMF) Research Group Conference 2006 40, Money Macro and Finance Research Group. [Downloadable!]
• Michele Ca’ Zorzi & Elke Hahn & Marcelo Sánchez, 2007. "Exchange rate pass-through in emerging markets," Working Paper Series 739, European Central Bank. [Downloadable!]
• Rasmus Fatum & Jesper Pedersen, 2007. "Real-Time Effects of Central Bank Interventions in the Euro Market," EPRU Working Paper Series 07-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
• Rafael R. Rebitzky, 2007. "Sentiment in foreign exchange markets: Hidden fundamentals by the back door or just noise?," Money Macro and Finance (MMF) Research Group Conference 2006 118, Money Macro and Finance Research Group. [Downloadable!]
• Roberto Frenkel, 2007. "Argentina: The Central Bank in the Foreign Exchange Market," CEPR Reports and Issue Briefs 2007-03, Center for Economic and Policy Research (CEPR). [Downloadable!]
• Richard Clarida & Daniel Waldman, 2007. "Is Bad News About Inflation Good News for the Exchange Rate?," NBER Working Papers 13010, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Masao Ogaki & Sungwook Park, 2007. "Long-run real exchange rate changes and the properties of the variance of k-differences," Working Papers 07-05, Ohio State University, Department of Economics. [Downloadable!]
• Fousseni Chabi-Yo & Jun Yang, 2007. "A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate
  ," Working Papers 07-21, Bank of Canada. [Downloadable!]

This page was last updated on 2009-11-29.