SESSION 5.1
FRIDAY. 6th JUNE. 11.30 h.

"ECONOMETRICS OF EXCHANGE RATES"

Venue: Classroom D3.5
Moderator: M. Asunción Prats
 
AUTHORS LIKUN, WANG
PAPER
Exchange Rate, Risk Premium and Factors: What Can Term Structure of Interest Rates Tell Us about the Dynamics of the Exchange Rate?
 
AUTHORS AFONSO RODRIGUEZ, JULIO A.
SANTANA GALLEGO, MARÍA
PAPER
Econometric analysis of the exchange rate pass through into import prices for the Euro Area. Some new results
 
AUTHORS TANG, BO
PAPER
Exchange Rate Volatility and Stock Returns in China: A Markov Switching SVAR Approach
 
AUTHORS RAMOS HERRERA, MARI CARMEN
SOSVILLA RIVERO, SIMÓN
PAPER
Exchange-rate regimes and inflation: An empirical evaluation