NEP-IFN: New economic research on International Finance disseminated on 2004-10-30 | IDEAS/RePEc

Report NEP-IFN-2004-10-30

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

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The following items were announced in this report:

• Kunhong Kim & Iris Claus, 2004. "Agency costs and asymmetric information in a small open economy: a dynamic general equilibrium model," Econometric Society 2004 Far Eastern Meetings 787, Econometric Society.
• Reza Siregar & Victor Pontines & Ramkishen Rajan,, 2004. "Extreme Value Theory and the Incidence of Currency Crises," Econometric Society 2004 Australasian Meetings 181, Econometric Society.
• David M. Arseneau, 2004. "Optimal Inflation in an Open Economy," Econometric Society 2004 North American Summer Meetings 279, Econometric Society.
• Fernando Garcia & Jorge Oliveira Pires, 2004. "Productivity of Nations: a stochastic frontier approach to TFP decomposition," Econometric Society 2004 Latin American Meetings 292, Econometric Society.
• Juan Pablo Nicolini & Constantino Hevia, 2004. "Optimal Devaluations," Econometric Society 2004 Latin American Meetings 337, Econometric Society.
• Dimitrios D. Thomakos & Prasad S. Bhattacharya, 2004. "Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter?," Econometric Society 2004 Australasian Meetings 293, Econometric Society.
• Nanno Mulder & Anne-Laure Baldi, 2004. "The Impact of Exchange Rate Regimes on Real Exchange Rates: ABC and Mexico in the 1990s," Econometric Society 2004 Latin American Meetings 45, Econometric Society.
• William Maloney & Patricio Aroca, 2004. "Migration, Trade and FDI in Mexico," Econometric Society 2004 Latin American Meetings 329, Econometric Society.
• Eduardo Levy-Yeyati, 2004. "FINANCIAL DOLLARIZATION: Evaluating the consequences," Econometric Society 2004 Latin American Meetings 184, Econometric Society.
• Hyejoon Im, 2004. "Trading Blocs and Foreign Direct Investment: Endogenous Coalition Structure," Econometric Society 2004 Far Eastern Meetings 532, Econometric Society.
• José Ricardo Santana & Fernando Garcia, 2004. "World financial liberalization and its effects on capital flows," Econometric Society 2004 Latin American Meetings 101, Econometric Society.
• Susan Thorp, 2004. "That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds," Econometric Society 2004 Australasian Meetings 148, Econometric Society.
• Winfried Koeniger & Matthieu Bussiere & Marcel Fratzscher, 2004. "Currency Mismatch, Uncertainty and Debt Structure," Econometric Society 2004 North American Summer Meetings 181, Econometric Society.
• Rodrigo Caputo, 2004. "External Shocks and Monetary Policy: Does it Pay to Respond to Exchange Rate Deviations?," Econometric Society 2004 Australasian Meetings 300, Econometric Society.
• Rodrigo Caputo, 2004. "Exchange Rates, Inflation and Monetary Policy Objectives in Open Economies: The Experience of Chile," Econometric Society 2004 Latin American Meetings 298, Econometric Society.
• Mei-Lie Chu, 2004. "Capital Control, Speculation and Exchange Rate Volatility," Econometric Society 2004 Far Eastern Meetings 652, Econometric Society.
• Konstantin Tyurin, 2004. "High-Frequency Principal Components and Evolution of Liquidity in a Limit Order Market," Econometric Society 2004 North American Summer Meetings 579, Econometric Society.
• Jorge Carrera & Diego Bastourre, 2004. "Could the Exchange Rate Regime Reduce Macroeconomic Volatility?," Econometric Society 2004 Latin American Meetings 309, Econometric Society.
• Marcos Buscaglia, 2004. "Sterilization of Capital Inflows and Balance of Payments Crises," Econometric Society 2004 Latin American Meetings 189, Econometric Society.
• Rebecca Hellerstein, 2004. "Who Bears the Cost of a Change in the Exchange Rate?," Econometric Society 2004 North American Summer Meetings 589, Econometric Society.
• Jan M Podivinsky & Chongcheul Cheong & Maozu Lu, 2004. "The effect of exchange rate uncertainty on US imports from the UK: Consistent OLS estimation with volatility measured by an ARCH-type model," Econometric Society 2004 Far Eastern Meetings 657, Econometric Society.
• Yuk-shing CHENG & Chi-shing CHAN & Chor-yiu SIN, 2004. "Currency attack/defense with two-sided private information," Econometric Society 2004 Far Eastern Meetings 395, Econometric Society.
• Ian H.K. Leow, 2004. "A Simple Dynamic Model of Big-push," Econometric Society 2004 Australasian Meetings 218, Econometric Society.
• Sebastian Claro, 2004. "Technology Differences and Capital Flows," Econometric Society 2004 Latin American Meetings 124, Econometric Society.
• Eduardo J. J. Ganapolsky, 2004. "Optimal Fear of Floating: The Role of Currency Mismatches and Fiscal Constraints," Econometric Society 2004 Latin American Meetings 85, Econometric Society.
• Luis Felipe Céspedes, 2004. "Credit Constraints and Macroeconomic Instability in a Small Open Economy," Econometric Society 2004 Latin American Meetings 264, Econometric Society.
• A. N. Rambaldi & Iyer & K., 2004. "Measuring Spillovers from Alternative Forms of Foreign Investment," Econometric Society 2004 Australasian Meetings 149, Econometric Society.
• Jose A. Murillo & Sara G. Castellanos, 2004. "Inflation Dynamics’ Micro Foundations: How Important is Imperfect Competition Really?," Econometric Society 2004 Latin American Meetings 78, Econometric Society.
• Martin, V. & Dungey & M., 2004. "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Far Eastern Meetings 574, Econometric Society.
• Hung-ju Chen; Hsiao-tang Hsu, 2004. "The Role of Firm Size in Controlling Output Volatility during the Asian Financial Crisis," Econometric Society 2004 North American Summer Meetings 11, Econometric Society.
• Muhammad S. Butt & Azhar Iqbal & Nuzhat Ahmad, 2004. "Monetary Exchange Rate Model Revisited: Cointegration And Forecasting In Heterogeneous Panel Data," Econometric Society 2004 Far Eastern Meetings 502, Econometric Society.
• Paulo Augusto P. de Britto, 2004. "Sovereign Debt: Default, Market Sanction, and Bailout," Econometric Society 2004 Latin American Meetings 237, Econometric Society.
• Joseph D. ALBA & Donghyun PARK, 2004. "Granger Causality Among Pre-Crisis East Asian Exchange Rates," Econometric Society 2004 Far Eastern Meetings 697, Econometric Society.
• Jenny Lye & Joe Hirschberg, 2004. "Confidence bounds for the extremum determined by a quadratic regression," Econometric Society 2004 Australasian Meetings 217, Econometric Society.
• Dirk Steffen & Ingo Pitterle, 2004. "Spillover Effects of Fiscal Policy Under Flexible Exchange Rates," Econometric Society 2004 Australasian Meetings 286, Econometric Society.
• Benjamin Miranda Tabak & Sandro Canesso de Andrade & Eui Jung Chang, 2004. "Tracking Brazilian Exchange Rate Volatility," Econometric Society 2004 Far Eastern Meetings 487, Econometric Society.
• Kang Yong Tan & Prasanna Gai, 2004. "Good Housekeeping? Reputation, Fixed Exchange Rates, and the 'Original Sin' Problem," Econometric Society 2004 Far Eastern Meetings 446, Econometric Society.
• Guneratne B Wickremasinghe, 2004. "Purchasing Power Parity Hypothesis in Developing Economies: Some Empirical Evidence from Sri Lanka," Econometric Society 2004 Australasian Meetings 236, Econometric Society.
• Byung-Joo Lee, 2004. "Economic Fundamentals on Exchange Rates under Different Exchange Rate Regimes:," Econometric Society 2004 Far Eastern Meetings 765, Econometric Society.
• Young-Kyu Moh & Nelson C. Mark, 2004. "Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market," Econometric Society 2004 Far Eastern Meetings 762, Econometric Society.
• Yuko Hashimoto, 2004. "The Impact of the Japanese Banking Crisis on the Intraday FX Market," Econometric Society 2004 Far Eastern Meetings 679, Econometric Society.
• Joseph D. ALBA & Donghyun PARK, 2004. "Mean Reversion of Real Exchange Rates and Purchasing Power Parity in Turkey," Econometric Society 2004 Far Eastern Meetings 530, Econometric Society.
• Jae H. Kim & Philip I. Ji, 2004. "International linkage of real interest rates: the case of East Asian countries," Econometric Society 2004 Australasian Meetings 124, Econometric Society.
• Hwee Kwan CHOW & Yoonbai KIM, 2004. "The Empirical Relationship Between Exchange Rates and Interest Rates in Post-Crisis Asia," Econometric Society 2004 Far Eastern Meetings 575, Econometric Society.
• SaangJoon Baak, 2004. "Exchange Rate Volatility and Trade among the Asia Pacific Countries," Econometric Society 2004 Far Eastern Meetings 724, Econometric Society.
• Timothy Chue & David Cook, 2004. "Sudden Stops and Liability Dollarization: Evidence from East Asian Financial Intermediaries," Econometric Society 2004 Far Eastern Meetings 646, Econometric Society.
• Viviana Fernandez, 2004. "Extremal Dependence In Exchange Rate Markets," Econometric Society 2004 Latin American Meetings 13, Econometric Society.
• Jonathan Kearns & Ricardo J. Caballero & Kevin Cowan, 2004. "Fear of Sudden Stops: lessons from Australia and Chile," Econometric Society 2004 Latin American Meetings 185, Econometric Society.
• J. Fackler & L. Filer, 2004. "Exchange Rate Targeting and Economic Stabilization," Econometric Society 2004 Far Eastern Meetings 565, Econometric Society.
• Eduardo Pontual Ribeiro & Carlos H. Corseuil, 2004. "Trade Liberalization, the Exchange Rate and Job and Worker Flows in Brazil," Econometric Society 2004 Latin American Meetings 296, Econometric Society.
• Chi-Young Choi; Ling Hu; Masao Ogaki, 2004. "A Spurious Regression Approach to Estimating Structural Parameters," Econometric Society 2004 Far Eastern Meetings 555, Econometric Society.
• Juan Pablo Medina & Ruy Lama, 2004. "Simple Monetary Policy Rules for Developing Countries," Econometric Society 2004 Latin American Meetings 248, Econometric Society.
• Deockhyun Ryu & Mahmoud A. El-Gamal, 2004. "Short Memory and the PPP-puzzle," Econometric Society 2004 Far Eastern Meetings 577, Econometric Society.
• Kenshi Taketa, 2004. "Contagion of Currency Crises across Unrelated Countries without Common Lender," Econometric Society 2004 Far Eastern Meetings 509, Econometric Society.
• Tito Cordella & Eduardo Levy Yeyati, 2004. "Country Insurance," Econometric Society 2004 North American Summer Meetings 290, Econometric Society.
• Daniel Heymann - Enrique Kawamura, 2004. "A simple theoretical framework for the analysis of liability dollarization," Econometric Society 2004 Latin American Meetings 120, Econometric Society.
• Bryan W. Brown; Douglas J. Hodgson, 2004. "Models of foreign exchange intervention: Estimation and testing," Econometric Society 2004 Australasian Meetings 96, Econometric Society.
• Ramon Maria-Dolores & Jose Garcia-Solanes, 2004. "Exchange Rate Regimes for the New Member States of the European Union," Econometric Society 2004 Australasian Meetings 306, Econometric Society.
• Ana Margarida Fernandez & Pablo Fajnzylber, 2004. "International Technology Diffusion and the Demand for Skilled Labor: Evidence from East Asia and Latin America," Econometric Society 2004 Latin American Meetings 290, Econometric Society.
• J-H Steffi Yang, 2004. "The Markovian Dynamics of "Smart Money"," Econometric Society 2004 Far Eastern Meetings 797, Econometric Society.
• Elizabeth Bucacos & Gerardo Licandro, 2004. "La demanda de dinero en Uruguay: 1980.1-2002.4," Econometric Society 2004 Latin American Meetings 233, Econometric Society.
• Sung Jin Kang, 2004. "Overseas Entry Decision and Ownership Strategy of Japanese Companies: Institution and Corporate Governance," Econometric Society 2004 Far Eastern Meetings 587, Econometric Society.
• Kenshi Taketa, 2004. "A Large Speculator in Contagious Currency Crises," Econometric Society 2004 Far Eastern Meetings 510, Econometric Society.
• Aditya Goenka & Melisso Boschi, 2004. "International capital flows and transmission of financial crises," Econometric Society 2004 Far Eastern Meetings 785, Econometric Society.
• Daniel Cohen; Marcelo Soto, 2004. "Why are poor countries poor?," Econometric Society 2004 Latin American Meetings 75, Econometric Society.
• Rajesh Singh & Amartya Lahiri & Carlos Vegh, 2004. "Optimal Monetary Policy under Asset Market Segmentation," Econometric Society 2004 North American Summer Meetings 643, Econometric Society.
• Jan M. Podivinsky & Chongcheul Cheong & Maozu Lu, 2004. "The Effect of Exchange Rate Uncertainty on US Imports from the UK: Consistent OLS Estimation with Volatility Measured by An ARCH-type Model," Econometric Society 2004 Australasian Meetings 212, Econometric Society.
• Param Silvapulle & Titi Kanti Lestari & Jae Kim, 2004. "Nonlinear Modelling of Purchasing Power Parity in Indonesia," Econometric Society 2004 Australasian Meetings 316, Econometric Society.
• Kirdan Lees, 2004. "Uncertainty and the open economy: a view through two different lenses," Econometric Society 2004 Australasian Meetings 235, Econometric Society.
• Shirley HO, 2004. "Evolutionary Forces in a Banking System with Speculation and System Risk," Econometric Society 2004 Far Eastern Meetings 692, Econometric Society.
• Joaquim Pinto de Andrade & Vladimir Kuhl Teles, 2004. "An Empirical Model of the Brazilian Country Risk - An Extension of the Beta Country Risk Model," Econometric Society 2004 Latin American Meetings 284, Econometric Society.
• Chetan Subramanian & Jungsoo Park, 2004. "Exchange Rate Based Stabilization with Sudden Restrictions on Capital Flows," Econometric Society 2004 Far Eastern Meetings 748, Econometric Society.
• Miguel Lebre de Freitas, 2004. "Currency Substitution, Portfolio Diversification and Money Demand," Econometric Society 2004 Latin American Meetings 263, Econometric Society.
• Jung Hur & Yohanes E. Riyanto, 2004. "On the Role of Local Content Requirement in Defusing the Threat of Quid-Pro-Quo FDI," Econometric Society 2004 Far Eastern Meetings 641, Econometric Society.
• Timo Terasvirta, 2004. "A Time Series Model for an Exchange Rate in a Target Zone with Applications," Econometric Society 2004 Australasian Meetings 340, Econometric Society.
• Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry, 2004. "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Australasian Meetings 243, Econometric Society.
• Attila Rã Tfai & Pã‰Ter Benczãšr, 2004. "Economic Fluctuations in Central and Eastern Europe. The Facts," Econometric Society 2004 Latin American Meetings 41, Econometric Society.