2009 Sessions for Omar A Esqueda

 
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?"
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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