Report NEP-IFN-2009-09-26

This is the archive for NEP-IFN, a report on new working papers in the area of International Finance. Yi-Nung Yang issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-IFN

The following items were announced in this report:

• Frankel, Jeffrey & Poonawala, Jumana, 2009. "The Forward Market in Emerging Currencies: Less Biased Than in Major Currencies," Working Paper Series rwp09-023, Harvard University, John F. Kennedy School of Government.
• Daniel J. Fenn & Mason A. Porter & Peter J. Mucha & Mark McDonald & Stacy Williams & Neil F. Johnson & Nick S. Jones, 2009. "Dynamical Clustering of Exchange Rates," Papers 0905.4912, arXiv.org, revised Apr 2010.
• Joseph P. Daniels & David D. VanHoose, 2009. "Exchange-Rate Pass Through, Openness, Inflation, and the Sacrifice Ratio," Working Papers and Research 0901, Marquette University, Center for Global and Economic Studies and Department of Economics.
• Basu, Kaushik, 2009. "The Mechanics of Central Bank Intervention in Foreign Exchange Markets," Working Papers 09-02, Cornell University, Center for Analytic Economics.
• Luciana Juvenal, 2009. "Sources of exchange rate fluctuations: are they real or nominal?," Working Papers 2009-040, Federal Reserve Bank of St. Louis.
• Kim, Hyeongwoo & Moh, Young-Kyu, 2009. "A Century of Purchasing Power Parity Confirmed: The Role of Nonlinearity," MPRA Paper 17488, University Library of Munich, Germany.
• Alec N. Kercheval & Juan F. Moreno, 2009. "Optimal intervention in the foreign exchange market when interventions affect market dynamics," Papers 0909.1142, arXiv.org.
• Michael Bleaney & Manuela Francisco, 2009. "What Makes Currencies Volatile? An Empirical Investigation," NIPE Working Papers 22/2009, NIPE - Universidade do Minho.
• Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2009. "Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies," CIRJE F-Series CIRJE-F-668, CIRJE, Faculty of Economics, University of Tokyo.
• Jan J. J. Groen & Paolo Pesenti, 2009. "Commodity prices, commodity currencies, and global economic developments," Staff Reports 387, Federal Reserve Bank of New York.
• Jaroslaw Kwapien & Sylwia Gworek & Stanislaw Drozdz, 2009. "Structure and evolution of the foreign exchange networks," Papers 0901.4793, arXiv.org.
• Jaroslaw Kwapien & Sylwia Gworek & Stanislaw Drozdz & Andrzej Gorski, 2009. "Analysis of a network structure of the foreign currency exchange market," Papers 0906.0480, arXiv.org.