Report NEP-IFN-2010-03-20

This 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.

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Other reports in NEP-IFN

The following items were announced in this report:

• Halil Ibrahim Aydin & Ahmet Degerli & Pinar Ozlu, 2010. "Recovering Risk-Neutral Densities from Exchange Rate Options: Evidence in Turkey (Kur Opsiyonlarindan Riske Duyarsiz Yogunluk Fonksiyonu Cikarimi: Turkiye Ornegi)," Working Papers 1003, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Wagner, Christian, 2009. "Risk-Premia, Carry-Trade Dynamics, and Economic Value of Currency Speculation," MPRA Paper 21125, University Library of Munich, Germany.
• Chang, C-L. & McAleer, M.J., 2010. "Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates," Econometric Institute Research Papers EI 2010-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Raquel J. Fonseca & Wolfram Wiesemann & Berc Rustem, 2010. "Robust International Portfolio Management," Working Papers 029, COMISEF.
• Dimitrios Dapontas, 2010. "Currency crises: The case of Hungary (2008-2009)," Working Papers 00047, University of Peloponnese, Department of Economics.
• Christopher Candelaria & Jose A. Lopez & Mark M. Spiegel, 2010. "Bond currency denomination and the yen carry trade," Working Paper Series 2010-04, Federal Reserve Bank of San Francisco.
• Gande, Amar & Parsley, David, 2010. "Sovereign Credit Ratings, Transparency and International Portfolio Flows," MPRA Paper 21118, University Library of Munich, Germany.
• Ray C. Fair, 2010. "Estimated Macroeconomic Effects of a Chinese Yuan Appreciation," Cowles Foundation Discussion Papers 1755, Cowles Foundation for Research in Economics, Yale University.