Report NEP-IFN-2004-09-30

This is the archive for NEP-IFN, a report on new working papers in the area of International Finance. Jiachen Zhan issued this report. It is usually issued weekly.

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Other reports in NEP-IFN

The following items were announced in this report:

• Christopher Adam & David Bevan, 2004. "Aid, Public Expenditure and Dutch Disease," Development and Comp Systems 0409027, University Library of Munich, Germany.
• Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2004. "Does Financial Liberalization Spur Growth?," Working Paper Research 53, National Bank of Belgium.
• Christoph Thoenissen, 2004. "Real exchange rates, current accounts and the net foreign asset position," Money Macro and Finance (MMF) Research Group Conference 2004 71, Money Macro and Finance Research Group.
• Tatiana Kirsanova & Mathan Satchi & David Vines, 2004. "Monetary Union: Fiscal Stabilisation in the Face of Asymmetric Shocks," Money Macro and Finance (MMF) Research Group Conference 2004 86, Money Macro and Finance Research Group.
• Jerry Coakley & Stuart Snaith, 2004. "Testing for Long Run Relative PPP in Europe," Money Macro and Finance (MMF) Research Group Conference 2004 34, Money Macro and Finance Research Group.
• Konstantijn Maes, 2004. "Modeling the Term Structure of Interest Rates: Where Do We Stand?," Working Paper Research 42, National Bank of Belgium.
• Ferre De Graeve & Olivier De Jonghe & Rudi Vander Vennet, 2004. "The Determinants of Pass-Through of Market Conditions to Bank Retail Interest Rates in Belgium," Working Paper Research 47, National Bank of Belgium.
• Eric Hillebrand & Gunther Schnabl, 2004. "The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection," Money Macro and Finance (MMF) Research Group Conference 2004 7, Money Macro and Finance Research Group.
• Roberto Guimaraes, 2004. "Foreign Exchange Intervention And Monetary Policy In Japan: Evidence From Identified Vars," Money Macro and Finance (MMF) Research Group Conference 2004 8, Money Macro and Finance Research Group.
• Aaron Tornell, 2003. "Exchange Rate Puzzles and Distorted Beleifs (June 2003), with Pierre-Olivier Gourinchas," UCLA Economics Online Papers 265, UCLA Department of Economics.
• Rafael Torres Sánchez & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2004. "Exchange Rate Behavior and Exchange Rate Puzzles: Why the XVIII Century Might Help," Faculty Working Papers 12/04, School of Economics and Business Administration, University of Navarra.
• José Pedro Pontes, 2004. "Foreign Direct Investment and Trade Creation," Working Papers Department of Economics 2004/03, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Frank Strobel, 2004. "Leaving EMU: a real options perspective," Money Macro and Finance (MMF) Research Group Conference 2004 83, Money Macro and Finance Research Group.
• Q. Farooq Akram, 2004. "Oil wealth and real exchange rates: The FEER for Norway," Money Macro and Finance (MMF) Research Group Conference 2004 33, Money Macro and Finance Research Group.
• Ricardo Hausmann & Ugo Panizza & Roberto Rigobon, 2004. "The Long-Run Volatility Puzzle of the Real Exchange Rate," NBER Working Papers 10751, National Bureau of Economic Research, Inc.
• Sylvia Gottschalk & Ray Barrell & Stephen Hall, 2004. "Foreign Direct Investment And Exchange Rate Uncertainty In Imperfectly Competitive Industries," Royal Economic Society Annual Conference 2004 64, Royal Economic Society.
• Ozge Senay & Alan Sutherland, 2004. "Endogenous Price Flexibility, the Expenditure Switching Effect and Exchange Rate Regime Choice," Money Macro and Finance (MMF) Research Group Conference 2004 68, Money Macro and Finance Research Group.
• Cornelis A. Los & Jeyanthi Karuppiah, 2004. "Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997," Finance 0409037, University Library of Munich, Germany.
• Cornelis A. Los, 2004. "Measuring Financial Cash Flow and Term Structure Dynamics," Finance 0409046, University Library of Munich, Germany.
• Marianne Baxter & Michael A. Kouparitsas, 2004. "Determinants of Business Cycle Comovement: A Robust Analysis," NBER Working Papers 10725, National Bureau of Economic Research, Inc.
• Corinne Aaron-Cureau & Hubert Kempf, 2004. "Bargaining over monetary policy in a monetary union and the case for appointing an independent central banker," Money Macro and Finance (MMF) Research Group Conference 2004 85, Money Macro and Finance Research Group.
• Zafar, Ali, 2004. "What happens when a country does not adjust to terms of trade shocks? the case of oil-rich Gabon," Policy Research Working Paper Series 3403, The World Bank.
• Michael Froemmel & Ronald Macdonald & Lukas Menkhoff, 2004. "Markov Switching Regimes In A Monetary Exchange Rate Model," Royal Economic Society Annual Conference 2004 119, Royal Economic Society.
• Matthias Hoffman, 2004. "Compensating Wages Under Different Exchange Rate Regimes," Royal Economic Society Annual Conference 2004 46, Royal Economic Society.
• Graciela L. Kaminsky & Carmen M. Reinhart & Carlos A. Vegh, 2004. "When it Rains, it Pours: Procyclical Capital Flows and Macroeconomic Policies," NBER Working Papers 10780, National Bureau of Economic Research, Inc.
• Peter L. Rousseau, 2004. "A Common Currency: Early U.S. Monetary Policy and the Transition to the Dollar," NBER Working Papers 10702, National Bureau of Economic Research, Inc.
• Frank Smets & Raf Wouters, 2004. "Forecasting with a Bayesian DSGE Model: an application to the euro area," Working Paper Research 60, National Bank of Belgium.
• Katrin Männik & Helena Hannula & Urmas Varblane, 2004. "Country, Industry And Firm Size Effects On Foreign Subsidiary Strategy.An Example Of Five Cee Countries," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 27, Faculty of Economics and Business Administration, University of Tartu (Estonia).
• Jonathan Kearns & Phil Manners, 2004. "The Profitability of Speculators in Currency Futures Markets," RBA Research Discussion Papers rdp2004-07, Reserve Bank of Australia.
• Frederique Bec & Melika Ben Salem & Marine Carrasco, 2004. "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," RCER Working Papers 509, University of Rochester - Center for Economic Research (RCER).
• Cornelis A. Los, 2004. "Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets," Finance 0409040, University Library of Munich, Germany.
• Bayraktar, Nihal & Yan Wang, 2004. "Foreign bank entry, performance of domestic banks, and sequence of financial liberalization," Policy Research Working Paper Series 3416, The World Bank.
• Cornelis A. Los, 2004. "Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution," Finance 0409038, University Library of Munich, Germany.
• Chris Becker & Michael Sinclair, 2004. "Profitability of Reserve Bank Foreign Exchange Operations: Twenty Years After the Float," RBA Research Discussion Papers rdp2004-06, Reserve Bank of Australia.
• H Issa & B Ouattara, 2004. "Foreign Aid Flows and Real Exchange Rate: Evidence from Syria," Economics Discussion Paper Series 0408, Economics, The University of Manchester.
• Kiminori Matsuyama, 2004. "Credit Market Imperfections and Patterns of International Trade and Capital Flows," CIRJE F-Series CIRJE-F-293, CIRJE, Faculty of Economics, University of Tokyo.
• David Cobham, 2004. "Alternative currency arrangements for a new Palestinian state," Money Macro and Finance (MMF) Research Group Conference 2004 13, Money Macro and Finance Research Group.
• Cornelis A. Los, 2004. "The 1998 Third Annual Survey of Risk Management Practices of Unit Trusts in Singapore," Finance 0409036, University Library of Munich, Germany.
• Lukas Menkhoff & Alexander Mende, 2004. "Different Counterparties In A Small Bank's FX Trading," Royal Economic Society Annual Conference 2004 117, Royal Economic Society.
• Hans Genberg & Alexander K. Swoboda, 2004. "Exchange-Rate Regimes: "Does What Countries Say Matter?"," IHEID Working Papers 07-2004, Economics Section, The Graduate Institute of International Studies.
• Mathan Satchi & Tatiana Kirsanova & David Vines, 2004. "Monetary Union: Fiscal Stabilisation In The Face Of Asymmetric Shocks," Royal Economic Society Annual Conference 2004 153, Royal Economic Society.
• Cornelis A. Los, 2004. "Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries," Finance 0409047, University Library of Munich, Germany.
• Georgios Chortareas & George Kapetanios, 2004. "Getting PPP Right: Identifying Mean Reverting Real Exchange Rates in Panels," Money Macro and Finance (MMF) Research Group Conference 2004 32, Money Macro and Finance Research Group.
• P Mejía-Reyes & D R Osborn & M Sensier, 2004. "Modelling Real Exchange Rate Effects on Output Performance in Latin America," Centre for Growth and Business Cycle Research Discussion Paper Series 35, Economics, The University of Manchester.
• Robert Dekle, 2004. "Financing Consumption in an Aging Japan: The Role of Foreign Capital Inflows in Immigration," NBER Working Papers 10781, National Bureau of Economic Research, Inc.
• Fabrizio Adriani & Giancarlo Marini & Pasquale Scaramozzino, 2004. "The Inflationary Consequences Of A Currency Changeover: Evidence From The Michelin Red Guide," Royal Economic Society Annual Conference 2004 45, Royal Economic Society.
• Nyo Nyo A. Kyaw & Cornelis A. Los & Sijing Zong, 2004. "Persistence Characteristics of Latin American Financial Markets," Finance 0409048, University Library of Munich, Germany.
• Charles Engel & Kenneth D. West, 2004. "Exchange Rates and Fundamentals," NBER Working Papers 10723, National Bureau of Economic Research, Inc.
• Ralph Paprzycki & Kyoji Fukao, 2004. "Overcoming economic stagnation in Japan: The importance of total factor productivity and the potential contribution of foreign direct investment," Hi-Stat Discussion Paper Series d04-39, Institute of Economic Research, Hitotsubashi University.
• Item repec:dgr:umamer:2004019 is not listed on IDEAS anymore

• Jens Sondergaard & Pietro Cova, 2004. "When Should Monetary Policy Target The Exchange Rate?," Royal Economic Society Annual Conference 2004 51, Royal Economic Society.