Report NEP-IFN-2008-08-21This 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:
- Wallace, Frederick & Lozano Cortés, René & Cabrera-Castellanos, Luis F., 2008.
"Pruebas de cointegración de paridad de poder adquisitivo
[Cointegration Tests of Purchasing Power Parity]," MPRA Paper 10011, University Library of Munich, Germany.
- Wei Dong, 2008. "Do Central Banks Respond to Exchange Rate Movements? Some New Evidence from Structural Estimation," Working Papers 08-24, Bank of Canada.
- Derek Bond & Niall Hession & Michael J Harrison & Edward J O’Brien, 2007. "Nonlinearity as an Explanation of the Forward Exchange Rate Anomaly," Working Papers 200801, School of Economics, University College Dublin.
- Christian Wagner, 2008. "Risk-Premia, Carry-Trade Dynamics, and Speculative Efficiency of Currency Markets," Working Papers 143, Oesterreichische Nationalbank (Austrian Central Bank).
- Jose Antonio Rodriguez Lopez, 2008. "Prices and Exchange Rates: A Theory of Disconnect," Working Papers 080902, University of California-Irvine, Department of Economics, revised Sep 2010.