Report NEP-IFN-2004-09-30

This 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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-IFN

The following items were announced in this report:

• Christopher Adam & David Bevan, 2004, "Aid, Public Expenditure and Dutch Disease," Development and Comp Systems, University Library of Munich, Germany, number 0409027, Sep.
• Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2004, "Does Financial Liberalization Spur Growth?," Working Paper Research, National Bank of Belgium, number 53, May.
• Christoph Thoenissen, 2004, "Real exchange rates, current accounts and the net foreign asset position," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 71, Sep.
• Tatiana Kirsanova & Mathan Satchi & David Vines, 2004, "Monetary Union: Fiscal Stabilisation in the Face of Asymmetric Shocks," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 86, Sep.
• Jerry Coakley & Stuart Snaith, 2004, "Testing for Long Run Relative PPP in Europe," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 34, Sep.
• Konstantijn Maes, 2004, "Modeling the Term Structure of Interest Rates: Where Do We Stand?," Working Paper Research, National Bank of Belgium, number 42, Feb.
• Ferre De Graeve & Olivier De Jonghe & Rudi Vander Vennet, 2004, "The Determinants of Pass-Through of Market Conditions to Bank Retail Interest Rates in Belgium," Working Paper Research, National Bank of Belgium, number 47, May.
• Eric Hillebrand & Gunther Schnabl, 2004, "The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 7, Sep.
• Roberto Guimaraes, 2004, "Foreign Exchange Intervention And Monetary Policy In Japan: Evidence From Identified Vars," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 8, Sep.
• Aaron Tornell, 2003, "Exchange Rate Puzzles and Distorted Beleifs (June 2003), with Pierre-Olivier Gourinchas," UCLA Economics Online Papers, UCLA Department of Economics, number 265, Sep.
• Rafael Torres Sánchez & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2004, "Exchange Rate Behavior and Exchange Rate Puzzles: Why the XVIII Century Might Help," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 12/04, Sep.
• José Pedro Pontes, 2004, "Foreign Direct Investment and Trade Creation," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2004/03.
• Frank Strobel, 2004, "Leaving EMU: a real options perspective," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 83, Sep.
• Q. Farooq Akram, 2004, "Oil wealth and real exchange rates: The FEER for Norway," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 33, Sep.
• Ricardo Hausmann & Ugo Panizza & Roberto Rigobon, 2004, "The Long-Run Volatility Puzzle of the Real Exchange Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 10751, Sep.
• Sylvia Gottschalk & Ray Barrell & Stephen Hall, 2004, "Foreign Direct Investment And Exchange Rate Uncertainty In Imperfectly Competitive Industries," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 64, Sep.
• Ozge Senay & Alan Sutherland, 2004, "Endogenous Price Flexibility, the Expenditure Switching Effect and Exchange Rate Regime Choice," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 68, Sep.
• Cornelis A. Los & Jeyanthi Karuppiah, 2004, "Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997," Finance, University Library of Munich, Germany, number 0409037, Sep.
• Cornelis A. Los, 2004, "Measuring Financial Cash Flow and Term Structure Dynamics," Finance, University Library of Munich, Germany, number 0409046, Sep.
• Marianne Baxter & Michael A. Kouparitsas, 2004, "Determinants of Business Cycle Comovement: A Robust Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 10725, Sep.
• Corinne Aaron-Cureau & Hubert Kempf, 2004, "Bargaining over monetary policy in a monetary union and the case for appointing an independent central banker," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 85, Sep.
• Zafar, Ali, 2004, "What happens when a country does not adjust to terms of trade shocks? the case of oil-rich Gabon," Policy Research Working Paper Series, The World Bank, number 3403, Sep.
• Michael Froemmel & Ronald Macdonald & Lukas Menkhoff, 2004, "Markov Switching Regimes In A Monetary Exchange Rate Model," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 119, Sep.
• Matthias Hoffman, 2004, "Compensating Wages Under Different Exchange Rate Regimes," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 46, Sep.
• Graciela L. Kaminsky & Carmen M. Reinhart & Carlos A. Vegh, 2004, "When it Rains, it Pours: Procyclical Capital Flows and Macroeconomic Policies," NBER Working Papers, National Bureau of Economic Research, Inc, number 10780, Sep.
• Peter L. Rousseau, 2004, "A Common Currency: Early U.S. Monetary Policy and the Transition to the Dollar," NBER Working Papers, National Bureau of Economic Research, Inc, number 10702, Aug.
• Frank Smets & Raf Wouters, 2004, "Forecasting with a Bayesian DSGE Model: an application to the euro area," Working Paper Research, National Bank of Belgium, number 60, Sep.
• Katrin Männik & Helena Hannula & Urmas Varblane, 2004, "Country, Industry And Firm Size Effects On Foreign Subsidiary Strategy.An Example Of Five Cee Countries," University of Tartu - Faculty of Economics and Business Administration Working Paper Series, Faculty of Economics and Business Administration, University of Tartu (Estonia), number 27.
• Jonathan Kearns & Phil Manners, 2004, "The Profitability of Speculators in Currency Futures Markets," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2004-07, Sep.
• Frederique Bec & Melika Ben Salem & Marine Carrasco, 2004, "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 509, Sep.
• Cornelis A. Los, 2004, "Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets," Finance, University Library of Munich, Germany, number 0409040, Sep.
• Bayraktar, Nihal & Yan Wang, 2004, "Foreign bank entry, performance of domestic banks, and sequence of financial liberalization," Policy Research Working Paper Series, The World Bank, number 3416, Sep.
• Cornelis A. Los, 2004, "Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution," Finance, University Library of Munich, Germany, number 0409038, Sep.
• Chris Becker & Michael Sinclair, 2004, "Profitability of Reserve Bank Foreign Exchange Operations: Twenty Years After the Float," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2004-06, Sep.
• H Issa & B Ouattara, 2004, "Foreign Aid Flows and Real Exchange Rate: Evidence from Syria," Economics Discussion Paper Series, Economics, The University of Manchester, number 0408.
• Kiminori Matsuyama, 2004, "Credit Market Imperfections and Patterns of International Trade and Capital Flows," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-293, Aug.
• David Cobham, 2004, "Alternative currency arrangements for a new Palestinian state," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 13, Sep.
• Cornelis A. Los, 2004, "The 1998 Third Annual Survey of Risk Management Practices of Unit Trusts in Singapore," Finance, University Library of Munich, Germany, number 0409036, Sep.
• Lukas Menkhoff & Alexander Mende, 2004, "Different Counterparties In A Small Bank's FX Trading," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 117, Sep.
• Hans Genberg & Alexander K. Swoboda, 2004, "Exchange-Rate Regimes: "Does What Countries Say Matter?"," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 07-2004, Jun.
• Mathan Satchi & Tatiana Kirsanova & David Vines, 2004, "Monetary Union: Fiscal Stabilisation In The Face Of Asymmetric Shocks," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 153, Sep.
• Cornelis A. Los, 2004, "Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries," Finance, University Library of Munich, Germany, number 0409047, Sep.
• Georgios Chortareas & George Kapetanios, 2004, "Getting PPP Right: Identifying Mean Reverting Real Exchange Rates in Panels," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 32, Sep.
• P Mejía-Reyes & D R Osborn & M Sensier, 2004, "Modelling Real Exchange Rate Effects on Output Performance in Latin America," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 35.
• Robert Dekle, 2004, "Financing Consumption in an Aging Japan: The Role of Foreign Capital Inflows in Immigration," NBER Working Papers, National Bureau of Economic Research, Inc, number 10781, Sep.
• Fabrizio Adriani & Giancarlo Marini & Pasquale Scaramozzino, 2004, "The Inflationary Consequences Of A Currency Changeover: Evidence From The Michelin Red Guide," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 45, Sep.
• Nyo Nyo A. Kyaw & Cornelis A. Los & Sijing Zong, 2004, "Persistence Characteristics of Latin American Financial Markets," Finance, University Library of Munich, Germany, number 0409048, Sep.
• Charles Engel & Kenneth D. West, 2004, "Exchange Rates and Fundamentals," NBER Working Papers, National Bureau of Economic Research, Inc, number 10723, Aug.
• Ralph Paprzycki & Kyoji Fukao, 2004, "Overcoming economic stagnation in Japan: The importance of total factor productivity and the potential contribution of foreign direct investment," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d04-39, Sep.
• Item repec:dgr:umamer:2004019 is not listed on IDEAS anymore

• Jens Sondergaard & Pietro Cova, 2004, "When Should Monetary Policy Target The Exchange Rate?," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 51, Sep.

Report NEP-IFN-2004-09-30

This 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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-IFN

The following items were announced in this report: