Report NEP-IFN-2009-03-22This 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:
- Raphael Auer & Thomas Chaney, 2009. "Exchange rate pass-through in a competitive model of pricing-to-market," Globalization and Monetary Policy Institute Working Paper 23, Federal Reserve Bank of Dallas.
- Hui-Boon Tan & Lee-Lee Chong, 2008. "Choice of Exchange Rate System and Macroeconomic Volatility of Three Emerging Asian Countries," NUBS Malaysia Campus Research Paper Series 2008-03, Nottingham University Business School Malaysia Campus.
- Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2008. "3-Regime symmetric STAR modeling and exchange rate reversion," Working Papers 2009_05, Business School - Economics, University of Glasgow, revised Feb 2009.
- Tobias Adrian & Erkko Etula & Hyun Song Shin, 2009. "Global liquidity and exchange rates," Staff Reports 361, Federal Reserve Bank of New York.
- Yoichi Matsubayashi, 2009. "Structural and Cyclical Movements of the Current Account in the U.S. 1976-2007," Discussion Papers 0829, Graduate School of Economics, Kobe University.
- Yoichi Matsubayashi, 2009. "Exchange Rate, Expected Profit, and Capital Stock Adjustment: Japanese Experience," Discussion Papers 0828, Graduate School of Economics, Kobe University.
- Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2009. "Exchange Rate Forecasting, Order Flow and Macroeconomic Information," CEPR Discussion Papers 7225, C.E.P.R. Discussion Papers.
- Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009. "Exchange rate forecasters’ performance: evidence of skill?," Working Papers 2009_13, Business School - Economics, University of Glasgow.
- Bartram, Söhnke M. & Brown, Gregory W. & Minton, Bernadette, 2009. "Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure," MPRA Paper 14041, University Library of Munich, Germany.
- Marcel Fratzscher, 2009. "How successful is the G7 in managing exchange rates?," Globalization and Monetary Policy Institute Working Paper 24, Federal Reserve Bank of Dallas.
- Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2009. "Modeling Exchange Rate and Industrial Commodity Volatility Transmissions," "Marco Fanno" Working Papers 0096, Dipartimento di Scienze Economiche "Marco Fanno".
- Marlene Amstad & Andreas M. Fischer, 2009. "Monthly pass-through ratios," Globalization and Monetary Policy Institute Working Paper 26, Federal Reserve Bank of Dallas.
- Juan-Angel Jimenez-Martin & Alfonso Novales Cinca, 2009. "State-Uncertainty preferences and the Risk Premium in the Exchange rate market," Documentos de Trabajo del ICAE 0908, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.