Report NEP-IFN-2009-03-14This 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:
- Marie Briere & Bastien Drut, 2009. "The Revenge of Purchasing Power Parity on Carry Trades during Crises," Working Papers CEB 09-013.RS, ULB -- Universite Libre de Bruxelles.
- Yushi Yoshida, 2008. "A New Evidence for Exchange Rate Pass-through: Disaggregated Trade Data from Local Ports," Discussion Papers 31, Kyushu Sangyo University, Faculty of Economics, revised Dec 2008.
- Galstyan, Vahagn, 2009. "How Persistent are International Capital Flows?," Economics Discussion Papers 2009-13, Kiel Institute for the World Economy.
- Carl Chiarella & Xue-Zhong He & Min Zheng, 2009. "Heterogeneous Expectations and Exchange Rate Dynamics," Research Paper Series 243, Quantitative Finance Research Centre, University of Technology, Sydney.
- Mathias Hoffmann & Ronald MacDonald, 2009. "Real exchange rates and real interest rate differentials: a present value interpretation," IEW - Working Papers 404, Institute for Empirical Research in Economics - University of Zurich.
- Rahman, Mizanur & Kalirajan, Kaliappa, 2008. "The effect of a collective exchange rate adjustment on East Asian exports," MPRA Paper 13934, University Library of Munich, Germany.
- Rasmus Fatum & Michael Hutchison & Thomas Wu, 2008. "Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan," EPRU Working Paper Series 2009-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Jan 2009.
- Guillermo Benavides & Carlos Capistrán, 2009. "Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts," Working Papers 2009-01, Banco de México.
- Wang, Wen-Yao & Hernandez-Verme, Paula, 2009. "Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy," MPRA Paper 13802, University Library of Munich, Germany.