Sessions for Kun Yang

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?"
William Miles, Wichita State University (Contact Author)

"The Robustness of Real Interest Rate Parity Tests to Alternative Real Interest Rates"
Stefan C. Norrbin, Florida State University
Onsurang Pipatchaipoom, Newman University (Contact Author)

"Impact of Monetary Policy Shocks on Exchange Rates: A New Approach to Monetary Policy Shock Identification"
Pao-Lin Tien, Washington University in Saint Louis (Contact Author)

"The Impact of Oil Prices on the U.S. Dollar, British Pound, Euro, and Japanese Yen"
Cynthia Royal Tori, Valdosta State University (Contact Author)
Bill Buchanan, Valdosta State University

"Is There Indeed a Signaling Effect? Testing the Signaling Hypothesis of Tight Monetary Policies Against Speculative Attacks"
Kevin B. Grier, University of Oklahoma
Shu Lin, University of Oklahoma

Discussants:

Hisham S. Foad, Emory University
David Y. Chen, North Carolina A&T State 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"
Caroline H. Downing, Rhodes College
Teresa Beckham Gramm, Rhodes College (Contact Author)

"Have the REIT Markets Experienced Periodically Collapsing Bubbles?"
James E. Payne, Illinois State University
George A. Waters, Illinois State University (Contact Author)

"Realized Volatility and Realized Betas of Crude Oil and Natural Gas Futures"
Jingtao Wu, Iowa State University (Contact Author)

"Horizon-Sensitivity of the Forward Premium Puzzle: Evidence From In-Sample Fit and Out-of-Sample Forecast"
Kun Yang, Vanderbilt University (Contact Author)

"Business Stealing and Bankruptcy"
Linus Wilson, University of Cincinnati (Contact Author)

Discussants:

Fang Wang, West Virginia University
Samila A. Jayasuriya, Ohio 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"
Faruk Balli, University of Houston (Contact Author)

"Monetary Policy and Foreign Portfolio and Credit Investment in the United States"
David Y. Chen, North Carolina A&T State University (Contact Author)

"Exchange Rate Volatility and Export Oriented FDI"
Hisham S. Foad, Emory University (Contact Author)

"Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market"
Nelson C. Mark, University of Notre Dame and NBER
Young-Kyu Moh, Tulane University (Contact Author)

"International Stock Market Co-Movement: Evidence From High-Frequency Data"
Kun Yang, Vanderbilt University (Contact Author)

Discussants:

William D. Craighead, Miami University
Ozan Sula, Claremont Graduate University


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