Report NEP-IFN-2010-06-18This 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:
- Simwaka, Kisu, 2010. "Choice of exchange rate regimes for African countries: Fixed or Flexible Exchange rate regimes?," MPRA Paper 23129, University Library of Munich, Germany.
- Item repec:hal:wpaper:halshs-00484808 is not listed on IDEAS anymore
- Serletis, Apostolos & Malliaris, Anastasios & Hinich, Melvin & Gogas, Periklis, 2010. "Episodic Nonlinearity in Leading Global Currencies," DUTH Research Papers in Economics 3-2010, Democritus University of Thrace, Department of Economics.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "Long Memory and Fractional Integration in High Frequency Financial Time Series," Discussion Papers of DIW Berlin 1016, DIW Berlin, German Institute for Economic Research.
- Julio César Alonso & Manuel Serna Cortés, 2010. "Intra-Day-Patterns in the Colombian Exchange Market Index and VAR: Evaluation of Different Approaches," BORRADORES DE ECONOMÃA Y FINANZAS 007098, UNIVERSIDAD ICESI.
- Megha Mukim & Peter Nunnenkamp, 2010. "The Location Choices of Foreign Investors: A District-level Analysis in India," Kiel Working Papers 1628, Kiel Institute for the World Economy.
- Svetlana Andrianova & Badi Baltagi & Panicos Demetriades & David Fielding, 2010. "The African Credit Trap," Discussion Papers in Economics 10/18, Department of Economics, University of Leicester, revised Oct 2010.
- Laura Alfaro & Maggie Chen, 2010. "Surviving the Global Financial Crisis: Foreign Direct Investment and Establishment Performance," Harvard Business School Working Papers 10-110, Harvard Business School.
- Chang Hoon Oh & Michele Fratianni, 2010. "Do Additional Bilateral Investment Treaties Boost Foreign Direct Investments?," Working Papers 2010-04, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
- Ernst Eberlein & Zorana Grbac & Thorsten Schmidt, 2010. "Discrete tenor models for credit risky portfolios driven by time-inhomogeneous L\'evy processes," Papers 1006.2012, arXiv.org, revised Apr 2013.