Session Chairs:

David Y. Chen, North Carolina A&T State University

Papers:

"Effect of US Budget Deficit on Bilateral Exchange Rate: A Ricardian Approach"
David Y. Chen, North Carolina A&T State University (Contact Author)

"Long Swings in Exchange Rates: Are They Still There and Do Markets Know About Them?"
Ruxandra Prodan, University of Houston (Contact Author)
Alex Nikolsko-Rzhevskyy, The University of Memphis

"Nonlinear and Asymmetric Exchange Rate Exposure of U.S. Industries"
Rehim Kilic, Georgia Institute of Technology (Contact Author)

"The Effect of Exchange Rate Adjustment on Output in South-East Asia"
Kamal P. Upadhyaya, University of New Haven (Contact Author)
Robert Rainish, University of New Haven
Rabindra Bhandari, Westminster College

Discussants:

Lian An, University of North Florida
Marzieh Bolhassani, University of Wisconsin Colleges
Vitaliy Strohush, Elon University
Kamal P. Upadhyaya, University of New Haven

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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?"
Jia Xu, University of Wisconsin-Milwaukee (Contact Author)
Mohsen Bahmani-Oskooee, University of Wisconsin-Milwaukee

"Median Unbiased Estimation of Structural Change Models: An Application to PPP"
Hatice Ozer-Balli, Massey University (Contact Author)
David H. Papell, University of Houston
Chris Murray, University of Houston

"Long Memory and Nonlinearity in Conditional Variances: A Smooth Transition FIGARCH Model"
Rehim Kilic, Georgia Institute of Technology (Contact Author)

"Currency Depreciation Effects on ADR Returns: Evidence from Latin America"
Omar A Esqueda, The University of Texas-Pan American (Contact Author)

Discussants:

Jia Xu, University of Wisconsin-Milwaukee
Omar A Esqueda, The University of Texas-Pan American
Inchul Kim, Sungkyunkwan University
Rehim Kilic, Georgia Institute of Technology

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Organizers:

Arthur H. Goldsmith, Washington and Lee University

Session Chairs:

Arthur H. Goldsmith, Washington and Lee University

Papers:

"Can Commitment Lead to Insurance?"
Xuan Tam, University of Virginia (Contact Author)

"House Prices, Mortgage Lending, and the Aggregate Demand"
Omer Bayar, The Univeristy of Tennessee (Contact Author)

"Combining Mean Reversion and Momentum Trading Strategies in Foreign Exchange Markets"
Alina F. Serban, West Virginia University (Contact Author)

"Optimal Hedging Under Copula Models with High Frequency Data"
Moohwan Kim, University of Missouri-Columbia (Contact Author)

Discussants:

Giandomenico Sarolli, Washington and Lee University
Min Joung Park, Sungkyunkwan University
Rehim Kilic, Georgia Institute of Technology
Shannon Mudd, Ursinus College

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