Report NEP-IFN-2010-06-04This is the archive for NEP-IFN, a report on new working papers in the area of International Finance. Ajay Shah issued this report. It is usually issued weekly.
The following items were announced in this report:
- Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2010. "Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?," EPRU Working Paper Series 2010-06, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Yu-chin Chen & Kwok Ping Tsang, 2009. "A Macro-Finance Approach to Exchange Rate Determination," Working Papers UWEC-2009-24-R, University of Washington, Department of Economics, revised May 2010.
- Patnaik, Ila & Shah, Ajay & Sethy, Anmol & Balasubramaniam, Vimal, 2010. "The exchange rate regime in Asia: From crisis to crisis," Working Papers 10/69, National Institute of Public Finance and Policy.
- Mustafa Caglayan & Omar S. Dahi & Firat Demir, 2010. "Trade Flows, Exchange Rate Uncertainty and Financial Depth: Evidence from 28 Emerging Countries," Working Papers 2010011, The University of Sheffield, Department of Economics, revised May 2010.
- Michael Princ, 2010. "Relationship between Czech and European developed stock markets: DCC MVGARCH analysis," Working Papers IES 2010/09, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2010.
- Shawkat M.Hammoudeh & Yuan Yuan & Michael McAleer, 2010. "Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies," Working Papers in Economics 10/33, University of Canterbury, Department of Economics and Finance.
- Sá, F. & Viani, F., 2010. "Shifts in Portfolio Preferences of International Investors: An Application to Sovereign Wealth Funds," Cambridge Working Papers in Economics 1029, Faculty of Economics, University of Cambridge.
- Bernardo Maggi & Eleonora Cavallaro & Marcella Mulino, 2010. "Financial Fragility and Currency Crisis: a Macrodynamical Revisitation of the Argentina’s Experience," Working Papers - Dipartimento di Economia 8, Dipartimento di Economia, Sapienza University of Rome, revised 2010.
- Luis M. Viceira & Ricardo Gimeno, 2010. "The euro as a reserve currency for global investors," Banco de Espa�a Working Papers 1014, Banco de Espa�a.
- Nicola Cetorelli & Linda S. Goldberg, 2010. "Global banks and international shock transmission: evidence from the crisis," Staff Reports 446, Federal Reserve Bank of New York.
- Stephen Cecchetti & Ingo Fender & Kostas Patrick McGuire, 2010. "Toward a global risk map," BIS Working Papers 309, Bank for International Settlements.
- Maurice J. Roche & Michael J. Moore, 2010. "For Rich or for Poor: When does Uncovered Interest Parity Hold?," Working Papers 015, Ryerson University, Department of Economics.
- Khan, Salman, 2010. "Crude Oil Price shocks to Emerging Markets: Evaluating the BRICs Case," MPRA Paper 22978, University Library of Munich, Germany.
- Beltratti, Andrea & Stulz, Rene M., 2010. "The Credit Crisis around the Globe: Why Did Some Banks Perform Better?," Working Paper Series 2010-5, Ohio State University, Charles A. Dice Center for Research in Financial Economics.