Report NEP-IFN-2008-06-27This 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:
- Akram, Farooq & Rime, Dagfinn & Sarno, Lucio, 2008. "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," CEPR Discussion Papers 6878, C.E.P.R. Discussion Papers.
- Thabo Mokoena & Rangan Gupta & Renee Van Eyden, 2008. "Market Microstructure Approach to the Exchange Rate Determination Puzzle," Working Papers 200810, University of Pretoria, Department of Economics.
- Barry Eichengreen, 2008. "Exchange Rate Regimes and Capital Mobility: How Much of the Swoboda Thesis Survives?," NBER Working Papers 14100, National Bureau of Economic Research, Inc.
- Burnside, Craig & Eichenbaum, Martin & Kleshchelski, Isaac & Rebelo, Sérgio, 2008. "Do Peso Problems Explain the Returns to the Carry Trade?," CEPR Discussion Papers 6873, C.E.P.R. Discussion Papers.
- John A Carlson & Christian M. Dahl & Carol L. Osler, 2008. "Short-run Exchange-Rate Dynamics: Theory and Evidence," CREATES Research Papers 2008-01, Department of Economics and Business Economics, Aarhus University.
- Søren Johansen & Katarina Juselius & Roman Frydberg & Michael Goldberg, 2008. "Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate," CREATES Research Papers 2008-03, Department of Economics and Business Economics, Aarhus University.
- Ippei Fujiwara & Yuki Teranishi, 8/06. "Real Exchange Rate Dynamics under Staggered Loan Contracts," IMES Discussion Paper Series 08-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
- Thabo Mokoena & Rangan Gupta & Renee Van Eyden, 2008. "Testing for Fractional Integration in SADC Real Exchange Rates," Working Papers 200811, University of Pretoria, Department of Economics.
- Syed A. Basher & Josep Lluis Carrión-i-Silvestre, 2008. "Deconstructing Shocks and Persistence in OECD Real Exchange Rates," Working Papers XREAP2008-06, Xarxa de Referència en Economia Aplicada (XREAP), revised Jun 2008.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2007. "Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets," CREATES Research Papers 2007-20, Department of Economics and Business Economics, Aarhus University.