Printed from https://ideas.repec.org/n/nep-ifn/2006-07-28.html
Report NEP-IFN-2006-07-28
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:
- Item repec:ecb:ecbwps:20060650 is not listed on IDEAS anymore
- Adrien Verdelhan, 2006, "A Habit-Based Explanation of the Exchange Rate Risk Premium," Computing in Economics and Finance 2006, Society for Computational Economics, number 217, Jul.
- Tigran Poghosyan & Evzen Kocenda, 2006, "Foreign Exchange Risk Premium Determinants: Case of Armenia," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp297, May.
- Item repec:ecb:ecbwps:20060636 is not listed on IDEAS anymore
- Item repec:san:cdmawp:0609 is not listed on IDEAS anymore
- Joshua Aizenman & Daniel Riera-Crichton, 2006, "Real Exchange Rate and International Reserves in the Era of Growing Financial and Trade Integration," NBER Working Papers, National Bureau of Economic Research, Inc, number 12363, Jul.
- Item repec:dgr:vuarem:2006-10 is not listed on IDEAS anymore
- Kazuhiko Nishina & Nabil Maghrebi & Mark J. Holmes, 2006, "Are Volatility Expectations Characterized By Regime Shifts? Evidence From Implied Volatility Indices," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 06-20, Jul.
- Peter Rowland, 2006, "The 90-Day DTF Interest Rate: Why Does It Remain Constant?," Borradores de Economia, Banco de la Republica de Colombia, number 371, Feb, DOI: 10.32468/be.371.