Author(s) |
Title of Paper |
e-mail |
Submitter |
Relation |
| Apergis, N., (University of Macedonia) Lyroudi, K., (University of Macedonia)
and Papanastasiou, J.(University of Macedonia) |
Consumption and budget deficits in transitional economies: Does the Ricardian
Equivelance hold? Evidence from Panel Data. |
napergis@uom.gr |
Dr.Apergis, Nicholas |
Co-Author |
| Ahmad Zubaidi Baharumshah (University of Putra), Raj Aggrawal (Kent State
University) and Chan Tze Hwa (University of Putra Malaysia) |
Mean Reversion of real Asian Exchange Rates Before and After the 1997
Crises: New Evidence |
zubaidi@putra.upm.edu.my |
Prof.Baharumshah, Ahmad Zubaidi |
Main Author |
| Baharumshah, A., (Universiti Putra Malaysia) Hwa, C-T., (Universiti Putra
Malaysia) Fountas, S. (University of Macedonia) |
A panel study on Real Interest Parity in East-Asian Countries: Pre- and
Post-libiralisation era |
sfountas@uom.gr |
Prof.Fountas, Stilianos |
Presenter |
| Balfoussia C, (University of York) and Wickens M.R. ((University of York
and CEPR) |
Macroeconomic sources of risk in the term structure |
cb197@york.ac.uk |
Mrs.Balfoussia Chiona |
Co-Author |
| Barbier-Gauchard Amelie (University of Orleans) |
Fiscal federalism, disscipline and selection adverse in the EU: lessons
from a theoritical model |
amelie.barbier
@univ-orleans.fr |
Barbier-Gauchard Amelie |
Presenter |
| Samuel Bates (CEREGMIA, French West Indies University) |
Temporal agregation inside the causation between real and financial spheres
: some lessons from monetary polocy |
sbates@martinique.univ-ag.fr |
Mr.Samuel, BATES |
Presenter |
| Beine, M., (University of Brussels) Janssen, G. (Katholieke Universiteit
Leuven) and Lecourt C. University of Namur) |
Should Central Bankers Talk to the FX Market? |
mbeine@ulb.ac.be |
Prof.Michel BEINE |
Presenter |
| Belke, A. (University of Hohenheim) and D. Gros (Centre for European
Policy Studies) |
Asymmetries in Trans-Atlantic Monetary Policy Making: Does the ECB Follow
the Fed? |
belke@uni-hohenheim.de |
Prof.Belke, Ansgar |
Main Author |
| Peter Benczur (Magyar Nemzeti Bank and Central European University) |
The behavior of the nominal exchange rate at the beginning of disinflations |
benczurp@mnb.hu |
Mr.Peter Benczur |
Main Author |
| Benos, N. (University of Cyprus) |
Education policies and economic growth |
nbenos@ucy.ac.cy |
Mr.Benos, Nikos |
Main Author |
| Bernhard Herz (University of Bayreuth) and Christian Bauer (University
of Bayreuth) |
"How credible are the exchange rate regimes of the EU accession countries? " |
Bernhard.Herz@uni-bayreuth.de |
Bernhard Herz |
|
| Bjønnes, Geir H. (Stockholm Institute for Financial Research and Norwegian
School of Management) Rime, Dagfinn (Norges Bank) and Solheim, Haakon O.
Aa. (Norwegian School of Management (BI) and Statistics) |
Liquidity provision in the overnight foreign exchange market |
haakon.solheim@ssb.no |
Mr.Solheim, Haakon O. Aa. |
Presenter |
| Brissimis S., (Bank of Greece and University of Piraeus) Kosma Theodora
(Athens University of Economics and Business) |
Market power, innovative activity and exchange rate pass-through |
kosma@aueb.gr |
Brissimis S. |
Presenter |
| Buckle, R.A., (New Zealand Treasury) Kim, K., (Victoria University of
Wellington) and McLellan, N. (Victoria University of Wellington) |
The Impact of Monetary Policy on New Zealand Business Cycles and Inflation
Variation |
kunhong.kim@vuw.ac.nz |
Dr.Kim, Kunhong |
Presenter |
| Busato, Francesco (Columbia University) |
Relative Demand Shocks:An Exploration |
fb117@columbia.edu |
Mr.Busato, Francesco |
Main Author |
| Calmes Christian (University of Quebec, Bank of Canada) |
Financial market imperfection, overinvestment and speculative precaution |
ccalmes@bank-banque-canad.ca |
Calmes Christian |
Presenter |
| Castren, O. (European Central Bank) , Miller, M (Warwick University)
and Stiegert, R. (European Central Bank) |
Growth Expectations, Capital Flows and International Risk Sharing |
roger.stiegert@ecb.int |
Mr.Roger Stiegert |
Co-Author |
| Cavallaro, E. (University of Rome La Sapienza) and Mulino, M. (University
of L'Aquila) |
External Debt in Emerging Economies: A Macrodynamic Model of Financial
Fragility |
mulino@ec.univaq.it |
Prof.Mulino, Marcella |
Co-Author |
| Chasiotis, N. (Athens University of Economics and Business) and Malliaropulos,
D. (University of Pireus) |
ON THE EFFECT OF MONETARY POLICY OF FED AND ECB ON MARKET EXPECTATIONS
OF FUTURE euro/dolar exchange rates |
nxasiot@mail.gr |
Mr.Chasiotis Nickolaos |
Main Author |
| Osbat, Chiara (European University Institute) |
An I(2) cointegration analysis of purchasing power parity between the
euro area |
chiara.osbat@ecb.int |
Dr.Chiara Osbat |
Main Author |
| Choudhry, T., (University of Bradford) Ng, E . (National University of
Singapore) and Peng, K (University of Bradford ) |
Dynamic Interaction Among the Asian Exchange Rates: Evidence from Asian
Crisis |
t.choudhry@bradford.ac.uk |
Prof.Choudhry, Taufiq |
Co-Author |
| Chowdhury Ibrahim, (University of Cologne) Mathias Hoffmann, (University
of Cologne) Andreas Schabert (University of Cologne) |
Inflation dynamics and the cost channel of monetary transmission |
m.hoffmann
@wiso.uni-koeln.de |
Dr. Ibrahim Chowdhury |
Main Author |
| Clemente, J., (University of Zaragoza) Montañés, A. (University of Zaragoza)
and Reyes, M. (University of Zaragoza) |
Structural Breaks, Inflation and Interest Rates: Evidence for the G7
countries |
amontane@posta.unizar.es |
Prof. Montañés, Antonio |
Co-Author |
| Conrad, C., (University of Mannheim) Jiang, F., (University of York)
Karanasos, M. (University of York) |
Modelling and predicting exchange rate volatility via power ARCH models:
the role of long memory |
cconrad@rumms.uni-mannheim.de |
Mr.Christian, Conrad |
Presenter |
| Crespo-Cuaresma, J., (University of Vienna), Fidrmuc, J., (Oesterreichische
Nationalbank) and R. MacDonald (University of Strathclyde) |
The Monetary Approach to Exchange Rates in the CEECs |
Jarko.Fidrmuc@OeNB.at |
Prof.Fidrmuc, Jarko |
Main Author |
| Meixing Dai, Moise Sidiropoulos (University Louis Pasteur of Strasbourg
and BETA ) |
Inflation targeting, capital mobility and macroeconomic stability |
sidiro@cournot.u-strasbg.fr |
Moise Sidiropoulos |
Presenter |
| Kevin James Daly (University of Western Sydney) and Xuan Vinh Vo (University
of Western Sydney) |
TRADING RELATIONSHIPS IN EUROPEAN EQUITY MARKETS - IMPLICATIONS FOR U.S
INVESTORS |
k.daly@uws.edu.au |
Kevin James Daly |
Presenter |
| Daunfeldt, S-O. (Umeå University) and de Luna, X. (Umeå University) |
Central Bank Independence and Price Stability: Evidence from 23 OECD
Countries |
sod@hig.se |
Dr.Daunfeldt, Sven-Olov |
Main Author |
| Dellas, H.(UniversityofBern, CEPR and IMOP) and G. Tavlas (Bank of Greece) |
The global implications of regional exchange rate regimes |
harris.dellas@vwi.unibe.ch |
Mr.dellas |
Main Author |
| Duncan, R. (Central Bank of Chile) |
The Harberger-Laursen-Metzler Effect Revisited: An Indirect-Utility-Function
Application |
rduncan@bcentral.cl |
Mr.Roberto Duncan |
Main Author |
| Economides, G., (Athens University of Economics and Business), Kalyvitis,
S. (Athens University of Economics and Business)and Philippopoulos, A.(Athens
University of Economics and Business) |
Does foreign aid distort incentives and hurt growth? Theory and Evidence |
gecon@aueb.gr |
Dr.Economides, George |
Presenter |
| Ehrmann, M.(European Central Bank) and M. Fratzscher (European Central
Bank) |
Exchange rates and fundamentals: New evidence from real-time data |
marcel.fratzscher@ecb.int |
Dr.Fratzscher, Marcel |
Presenter |
| Erlandsson, U. G. (Lund University) |
Reconnecting the Markov switching model with economic fundamentals |
ulf.erlandsson@nek.lu.se |
Mr.Ulf, Erlandsson |
Main Author |
| Evans, M.D., (Georgetown University and NBER) and Lyons, R.K. (UC Berkeley
and NBER) |
How is Macro News Transmitted to Exchange Rates? |
lyons@haas.berkeley.edu |
Prof.Lyons, Richard |
Co-Author |
| Fischer, C. (Deutsche Bundesbank) |
PPP: a Disaggregated View |
christoph.fischer
@bundesbank.de | Dr.Fischer, Christoph |
Main Author |
| Frey, Rainer (Deutsche Bundesbank) |
Coordinated or uncoordinated monetary policy under a regime of flexible
exchange |
rainer.frey@bundesbank.de |
Dr.Frey, Rainer |
Main Author |
| Belke, A.; (University of Hohenheim) Geisslreither, K., (University of
Hohenheim) Gros, D. (Centre for European Policy Studies) |
Is There A Volatility Trade-off in the Southern Cone |
geisslr@gmx.de |
Mr.Geisslreither, Kai |
Main Author |
| Georgoutsos, D. (Athens University of Economics and Business) and S.Bekiros
(Athens University of Economics and Business) |
Extreme returns and the contagion effect between the foreign exchange
and the stock market: evidence from Cyprus |
d.georgoutsos@aueb.gr |
Dr.GEORGOUTSOS |
Co-Author |
| Farrant Katie (Bank of England) and Peersman Gert (Ghent University) |
Is the exchange rate a shock absorber or source of shocks? New empirical
evidence |
gert.peersman@ugent.be |
Prof.Gert Peersman |
Main Author |
| Grimaldi, M. (Sveriges Riksbank) and De Grauwe, P. (University of Leuven) |
Exchange Rates in a Behavioural Finance Framework |
marianna.grimaldi
@riksbank.se | Mrs.Marianna Grimaldi |
Presenter |
| Andrew Hughes Hallett (Cardiff University and CEPR), Sevend Hougaard
Jensen (CEBR and EPRU), Christian Richter (Cardiff University) |
EMU, Structural Reform and Fiscal Policy |
richterc@cf.ac.uk |
Dr.Christian Richter |
Presenter |
| Christis Hassapis (University of Cyprus) and Kyprianos Prodromidis (Athens
University of Economics and Business) |
STOCK RETURNS AND REAL ECONOMIC ACTIVITY IN LATIN AMERICA |
kpp@aueb.gr |
Kyprianos Prodromidis |
Presenter |
| Hsih-chia Hsieh (Providence University) and Pei-Gin Hsieh (Case Western
Reserve University) |
Generalized economics of exchange rates and policy options |
pxh29@po.cwru.edu |
Dr.Hsih-chia Hsieh and Pei-Gin Hsieh |
Main Author |
| Ishikawa, T. (Kyushu Kyoritsu University) |
Technology Diffusion and Business Cycle Asymmetry |
ishikawa@kyukyo-u.ac.jp |
Prof.Ishikawa, Toshiya |
Main Author |
| Jansen, D. (De Nederlandsche Bank) and De Haan, J.(University of Groningen) |
Talking heads: The effects of ECB statements on the euro-dollar exchange
rate |
d.jansen@dnb.nl |
Mr.Jansen, David-Jan |
Main Author |
| Park Jungsoo, (State University of New York at Buffalo) Chetan Subramanian
(State University of New York at Buffalo) |
Exchange rate based stabilization with sudden restrictions on capital
flows |
jungsoo@buffalo.edu |
Park Jungsoo, |
Presenter |
| Kanas Angelos (University of Crete) |
A note on the linkages between the US/UK real exchange rate and the real
interest rate differential, 1921-2002 |
a-kanas@econ.soc.uoc.gr |
Kanas Angelos |
Presenter |
| Kellard, N (University of Essex) and Sarantis, N. (London Metropolitan
University) |
Explaining Bias in the Foreign Exchange Market: The Case of Traded Volatility
and Fractional Cointegration |
nkellard@essex.ac.uk |
Dr.Kellard, Neil |
Co-Author |
| Kollmann, Robert (University of Bonn and CEPR) |
Macroeconomic Effects of Nominal Exchange Rate Regimes: New Insights
into the Role of Price Dynamics |
kollmann@wiwi.uni-bonn.de |
Prof.Robert Kollmann |
Main Author |
| Komulainen Tuomas (Bank of Finland and BOFIT) |
Borrowing and Balance-of-Payments Crises |
tuomas.komulainen@bof.fi |
Mr.Komulainen, Tuomas |
Main Author |
| Roman Kräussl (University of Crete and Center for Financial Studies
-CFS, Frankfurt/Main, Germany) |
Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion
in Emerging Market Crises? |
kraeussl@ermis.soc.uoc.gr |
Roman Kräussl |
Presenter |
| Krusec, Dejan (European University Institute) |
The effects of fiscal policy on output in a structural VEC framework:
The case of four EMU and four non EMU OECD |
dejan.krusec@iue.it |
Mr.Krusec, Dejan |
Main Author |
| Kruszka, M. (The Poznan University of Economics) |
The Monthly Transactional Demand for Money in Countries under Transition:
Evidenence from Cointegration Test |
m.kruszka@ae.poznan.pl |
Dr.Kruszka Michal |
Main Author |
| Lam, Jean-Paul (Bank of Canada) |
Alternative Targeting Regimes, Transmission lags and the Exchange Rate
Channel |
jplam@bank-banque-canada.ca |
Dr.Lam, Jean-Paul |
Main Author |
| Maeso-Fernandez, F., (University of Murcia) Osbat, C. (ECB) and Schnatz,
B. (ECB) |
Towards the estimation of equilibrium exchange rates for CEE acceding
countries |
bernd.schnatz@ecb.int |
Dr.Schnatz, Bernd |
Co-Author |
| Makris, M. (University of Exeter, CMPO, University of Bristol) |
Capital Tax Competition: Is There A Gain from Monetary Integration? |
M.Makris@exeter.ac.uk |
Dr.Makris Miltiadis |
Main Author |
| Malliaropulos D. ((University of Pireus and National Bank of Greece)
Panopoulou E.(University of Pireus and National Bank of Greece) Pantelidis
T. (University of Pireus) and Pittis N. (University of Pireus) |
Sticky Prices and the Purchasing Power Parity Puzzle |
dmaliar@nbg.gr |
Mr.Malliaropulos Dimitris |
Presenter |
| Marín-Martínez, Carmen (Universidad de Murcia) |
The Structural Approach of a Natrex Model on Equilibrium Exchange Rates |
carmenma@um.es |
Mrs.Marín-Martínez, Carmen |
Main Author |
| Mathias Hoffmann (University of Cologne) |
Fixed versus Flexible Exchange Rates: Evidence from Developing Countries |
m.hoffmann
@wiso.uni-koeln.de | Mr.Mathias Hoffmann |
Main Author |
| Menoncin Fr., (Università degli Studi di Brescia) Tronzano M. (Università
degli Studi di Genova) |
Optimal real exchange rate targeting: a stochastic analysis |
menoncin@eco.unibs.it |
Menoncin Fr. |
Presenter |
| Ken Miyajima (UCLA) |
The Link between Economic Growth and the Real Exchange Rate |
kmiyajim@ucla.edu |
Mr.Ken Miyajima |
Main Author |
| Mueller, C. (Konjunkturforschungsstelle (KOF) an der Eidgenossischen
Technischen Hochschule Zurich) |
Interpretation of Cointegration Coefficients - A Paradox, a Solution
and Empirical Evidence |
cmueller@kof.gess.ethz.ch |
Dr.Mueller, Christian |
Presenter |
| Nikkinen, J., (University of Vaasa), Sahlström, P., (University of Vaasa), Vähämaa, S. (University of Vaasa) |
Implied volatility linkages among major European currencies |
ps@uwasa.fi |
Prof.Petri Sahlström |
Presenter |
| Carol L. Osler (Brandeis University) |
Stop-Loss Orders and Price Cascades in Currency Markets |
cosler@brandeis.edu |
Dr.Osler, Carol |
Main Author |
| Paustian, Matthias (Center for European Integration Studies (ZEI) and
Bonn Graduate School of Economics.) |
Optimal Simple Monetary Policy Rules with Nominal Rigidities and Asymmetric
Information |
mpaustian@freenet.de |
Mr.Matthias Paustian |
Main Author |
| Jorge V. Perez , (University of Las Palmas de Gran Canaria) and
Yolanda Santana (University of Las Palmas de Gran Canaria) |
Post ems exchange risk trends: a comparative perspective between Euro,
British Pound and Japanese yen excess returns against US dollar |
ysantana@dmc.ulpgc.es |
Mrs. Yolanda Santana |
Co-Author |
| Piazolo, Marc (University of Applied Sciences Kaiserslautern) |
Why have Official Rating Agencies Failed in the Past, and Will They in
the Future |
piazolo@bw.fh-kl.de |
Prof.Piazolo, Marc |
Main Author |
| Lucio Sarno (University of Warwick and CEPR) and Giorgio Valente (University
of Warwick) |
Empirical Exchange Rate Models and Currency Risk: Some Evidence from Density Forecasts |
Lucio.Sarno@wbs.ac.uk |
Lucio Sarno |
Presenter |
| Schwierz, C. (Norges Bank) |
Economic Costs of the Nordic Banking Crises |
chschwierz@gmx.de |
Mr.Schwierz, Christoph |
Main Author |
| Ebrahim, M. Shahid (University of Nottingham, UK.), and Mathur, I. (Southern
Illinois University, Carbondale, IL, USA.) |
Multinational Corporate Financing and Parity Relations |
m.shahid.ebrahim
@nottingham.ac.uk |
Dr.Ebrahim, M. Shahid |
Main Author |
| Sideris, D. University of Ioannina) |
Testing for long-run PPP in a system context: evidence for the US, Germany
and Japan |
disideri@cc.uoi.gr |
Mr.Sideris Dimitris |
Main Author |
| Siourounis, G. (London Business School) |
Capital Flows and Exchange Rates: An Empirical Analysis |
gsiourounis@london.edu |
Mr.Siourounis Gregorios |
Main Author |
| Smedts, K. (CES, Catholic University of Leuven) |
International Dynamic Asset Allocation and the Effect of the Exchange
Rate |
kristien.smedts
@econ.kuleuven.ac.be | Mrs.Kristien Smedts |
Main Author |
| Tagkalakis, Athanasios (European University Institute) |
The asymmetric effects of fiscal policy on private consumption over the
business |
athanasios.tagkalakis@iue.it |
Dr.Tagkalakis, Athanasios |
Main Author |
| Vanessa Smith (Cambridge Endowment for Research in Finance (CERF)) and
D. Tambakis (Pembroke College, Cambridge and (CERF)) |
DID THE ASIAN AND RUSSIAN/LTCM FINANCIAL CRISES AFFECT U.S. TREASURY
LIQUIDITY Premia? |
dnt22@cam.ac.uk |
Dr.Tambakis Demosthenes |
Co-Author |
| Tarashev, N. A. (Bank for International Settlements) |
Currency Crises and the Informational Role of Interest Rates |
nikola.tarashev@bis.org |
Mr.Tarashev, Nikola |
Main Author |
| Brada, J.C.(W. P. Carey School of Business, Arizona State University)
and Vladimír Tomšík, V. (W. P. Carey School of Business, Arizona State
University, Prague University of Economics and Newton Holding a.s.) |
Foreign Direct Investment and Perceptions of Vulnerability to Foreign
Exchange Crises: Evidence from Transition Economies |
vladimir.tomsik@newton.cz |
Mr.Tomšík, V. |
Co-Author |
| Giurda F., (UBS Investment Bank) and Tzavalis E. Queen Mary University
of London |
Is the currncy premium priced in equity markets? |
e.tzavalis@qmul.ac.uk |
Tzavalis E. |
|
| van Aarle, B., (University of Leuven) Garretsen, H. (Utrecht University)
and Huart, F. (Université des Sciences et Technologies de Lille) |
TRANSATLANTIC MONETARY AND FISCAL POLICY INTERACTION |
bas.vanaarle
@econ.kuleuven.ac.be | Dr.Van Aarle, Bas |
Main Author |
| Vardas Giannis, (Univesity of Crete) and Anastasios Xepapadeas (Univesity
of Crete) |
Uncertainty aversion, robust control and asset holdings |
vardasg@econ.soc.uoc.gr |
Vardas Giannis |
Presenter |
| Vlaar, P.J.G. (De Nederlandsche Bank) |
On the strength of the US dollar: Can it be explained by output growth? |
p.j.g.vlaar@dnb.nl |
Dr.Vlaar, Peter |
Presenter |
| Welfe Aleksander, (University of Lodz) Kelm Robert, (University of Lodz)
and Majsterek Michal (University of Lodz) |
Exchange rate inflation in the transition economy of Poland: an application
of SVEqCM |
emfalw@uni.lodz.pl |
Welfe Aleksander, Kelm Robert, Majsterek Michal |
Presenters |
| Richard A. Werner (Sophia University, Tokyo) |
Why has fiscal policy not succeeded in stimulating a lasting recovery
in Japan? |
werner@profitresearch.co.jp |
Prof.Werner, Richard |
Main Author |
| Russell, Jeffery (Graduate School of Business University of Chicago)and
Yang, Chen (Graduate School of Business University of Chicago) |
A Preliminary Model for Estimating the Impact of Price Limits on Taiwan
Stock Exchange |
cyang1@gsb.uchicago.edu |
Mrs.Yang, Chen |
Co-Author |
| A. N. Yannacopoulos (Univesity of the Aegean) |
A novel approach to exchange rate control using controlled stochastic
differential equations |
ayannaco@aegean.gr |
Dr.Yannacopoulos Athanasios |
Main Author |
