Sunday 8:00 - 9:45 a.m. SEA |
Session 15F Exchange Rates |
Session Chairs: |
Rehim Kilic, Georgia Institute of Technology |
Papers: |
"Exchange Rate Volatility and Commodity Trade Between U.S. and China: Is There Third Country Effect?" "Median Unbiased Estimation of Structural Change Models: An Application to PPP" "Long Memory and Nonlinearity in Conditional Variances: A Smooth Transition FIGARCH Model" "Currency Depreciation Effects on ADR Returns: Evidence from Latin America" |
Discussants: |
Jia Xu, University of Wisconsin-Milwaukee |