Sunday 2:00 - 3:45 p.m. SEA |
Session 26H International Financial Markets |
Session Chairs: |
Yu Liu, The University of Texas at El Paso |
Papers: |
"Testing Financial Contagion on Heteroscedastic Asset Returns" "Correlations in Returns and Volatilities in South American Stock Markets" "The Finance–Growth Link Revisited and the Role of Institutions as a Source of Finance in Latin America" "The 2000 and 2008 Olympic Games Announcements and Chinese Stock Market Responses" |
Discussants: |
Kiseok Nam, Yeshiva University |
Monday 3:00 - 4:45 p.m. SEA |
Session 07M Macroeconometrics |
Session Chairs: |
Mohammad Jahan-Parvar, East Carolina University |
Papers: |
"A Semiparametric Time Trend Varying Coefficients Model: With an Application to Evaluate Credit Rationing in U.S. Credit Market" "Current Account Dynamics: A SVAR Analysis with Non-Orthogonal Structural Shocks" "Risk-Return Tradeoff in the Pacific Basin Equity Markets" |
Discussants: |
Jingping Gu, University of Arkansas |