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 |
Sunday 10:00 - 11:45 a.m. |
Session 191P Topics in Financial Economics |
Session Chairs: |
Nathan J. Ashby, West Virginia University |
Papers: |
"Education and Participation in the Subprime Mortgage Market" "Have the REIT Markets Experienced Periodically Collapsing Bubbles?" "Realized Volatility and Realized Betas of Crude Oil and Natural Gas Futures" "Horizon-Sensitivity of the Forward Premium Puzzle: Evidence From In-Sample Fit and Out-of-Sample Forecast" "Business Stealing and Bankruptcy" |
Discussants: |
Fang Wang, West Virginia 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 |