Report NEP-IFN-2010-02-27This is the archive for NEP-IFN, a report on new working papers in the area of International Finance. Ajay Shah issued this report. It is usually issued weekly.
The following items were announced in this report:
- Frankel, Jeffrey & Xie, Daniel, 2010. "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," Working Paper Series rwp10-003, Harvard University, John F. Kennedy School of Government.
- Inoue, Takeshi & Hamori, Shigeyuki, 2009. "What Explains Real and Nominal Exchange Rate Fluctuations? Evidence from SVAR Analysis for India," IDE Discussion Papers 216, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Boehmke, Frederick J. & Meissner, Christopher M., 2009. "Modeling Sample Selection for Durations with Time-Varying Covariates, with an Application to the Duration of Exchange Rate Regimes," Working Papers 09-22, University of California at Davis, Department of Economics.
- Nikolaos Antonakakis, 2010. "Official Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables," Working Papers 1002, University of Strathclyde Business School, Department of Economics.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "Long Memory and Volatility Dynamics in the US Dollar Exchange Rate," Discussion Papers of DIW Berlin 975, DIW Berlin, German Institute for Economic Research.
- Linda S. Goldberg & Craig Kennedy & Jason Miu, 2010. "Central bank dollar swap lines and overseas dollar funding costs," Staff Reports 429, Federal Reserve Bank of New York.
- Ajay Shah & Ila Patnaik & Dilek Demirbas, 2010. "Graduating to Globalisation: A Study of Southern Multinationals," Working Papers id:2422, eSocialSciences.
- Sebnem Kalemli-Ozcan & Bent E. Sørensen & Vadym Volosovych, 2010. "Deep Financial Integration and Volatility," KoÃ§ University-TUSIAD Economic Research Forum Working Papers 1006, Koc University-TUSIAD Economic Research Forum, revised Apr 2010.
- Duo Qin & Xinhua He, 2010. "Is the Chinese Currency Substantially Misaligned to Warrant Further Appreciation?," Working Papers 660, Queen Mary, University of London, School of Economics and Finance.
- Chia-Lin Chang & Michael McAleer, 2010. "Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates," CIRJE F-Series CIRJE-F-716, CIRJE, Faculty of Economics, University of Tokyo.
- Wioletta Dziuda & Jordi Mondria, 2010. "Asymmetric Information, Portfolio Managers, and Home Bias," Working Papers tecipa-393, University of Toronto, Department of Economics.
- Jorg Bibow, 2010. "The Global Crisis and the Future of the Dollar: Toward Bretton Woods III?," Economics Working Paper Archive wp_584, Levy Economics Institute, The.
- Sebnem Kalemli-Ozcan & Elias Papaioannou & José Luis Peydró, 2010. "Financial Regulation, Integration and Synchronization of Economic Activity," KoÃ§ University-TUSIAD Economic Research Forum Working Papers 1005, Koc University-TUSIAD Economic Research Forum, revised Apr 2010.