Organizers:

Ming Chien Lo, St. Cloud State University

Session Chairs:

Ming Chien Lo, St. Cloud State University

Papers:

"Forecasting the Real Exchange Rates Behavior: An Investigation of Nonlinear Competing Models"
Ruxandra Prodan, University of Alabama
Yu Liu, University of Alabama (Contact Author)

"Volatility Persistence, Long Memory and Time Varying Unconditional Mean: Evidence From Ten Equity Markets"
Isabel Ruiz, Sam Houston State University
David McMillan, University of St. Andrews (Contact Author)

"Nonlinear PPP Deviations: A Monte Carlo Investigation of Their Unconditional Half-Life"
Ming Chien Lo, St. Cloud State University (Contact Author)

Discussants:

Isabel Ruiz, Sam Houston State University
Ming Chien Lo, St. Cloud State University
Yu Liu, University of Alabama