Friday 8:00 - 9:45 a.m. |
Session 19A Topics in International Finance |
Session Chairs: |
Kun Yang, Vanderbilt University |
Papers: |
"One Hemisphere, One Currency? How Feasible is Dollarization in Latin America?" "The Robustness of Real Interest Rate Parity Tests to Alternative Real Interest Rates" "Impact of Monetary Policy Shocks on Exchange Rates: A New Approach to Monetary Policy Shock Identification" "The Impact of Oil Prices on the U.S. Dollar, British Pound, Euro, and Japanese Yen" "Is There Indeed a Signaling Effect? Testing the Signaling Hypothesis of Tight Monetary Policies Against Speculative Attacks" |
Discussants: |
Hisham S. Foad, Emory University |
Saturday 2:15 - 4:00 p.m. |
Session 157K Exchange Rates |
Session Chairs: |
Cynthia Royal Tori, Valdosta State University |
Papers: |
"Exchange Rate Elasticity Revisited: Production Sharing Trade vs. Standard Trade" "Real Rigidities and Real Exchange Rate Volatility" "Equity Home Bias and the Introduction of the Euro" "Real Exchange Rates and Real Interest Differentials for Sectoral Data: A Dynamic SUR Approach" "An Empirical Analysis of the Effects of Fiscal Policy on the Exchange Rate and the Trade Balance" |
Discussants: |
Viktoria Hnatkovska, Georgetown University |
Sunday 12:30 - 2:15 p.m. |
Session 226Q International Equity and Credit Markets |
Session Chairs: |
William Miles, Wichita State University |
Papers: |
"Bond Yield Differentials in the Financial Integration for European Countries" "Monetary Policy and Foreign Portfolio and Credit Investment in the United States" "Exchange Rate Volatility and Export Oriented FDI" "Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market" "International Stock Market Co-Movement: Evidence From High-Frequency Data" |
Discussants: |
William D. Craighead, Miami University |
Sunday 2:30 - 4:15 p.m. |
Session 245R International Capital Flows |
Session Chairs: |
Hisham S. Foad, Emory University |
Papers: |
"Degree of Capital Mobility in a Dynamic Current Account Framework: Median Unbiased Persistency Measure of Current Account" "International Capital Flows in a World of Greater Financial Integration" "Measuring the Reversibility of Components of Capital Flows" "Surges and Sudden Stops of Capital to the Emerging Markets" |
Discussants: |
Faruk Balli, University of Houston |