Econometric Society 57th European Meeting
25th August 2002 - 28th August 2002, Venice, Italy

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JEL Classification: F31
International Economics: International Finance: Foreign Exchange

The following papers are assigned JEL Classification F31:

  AN EMPIRICAL INVESTIGATION OF TWO NONLINEAR MODELS IN REAL EXCHANGE RATE SERIES
  Time & Location: EXCHANGE RATES:EMPIRICAL
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.1
  Category: Econometrics
  Presenter(s): Korhonen, Marko

  CHARTIST AND FUNDAMENTALIST ANALYSIS : INTERACTION OR ALTERNATIVE REFERENCE IN THE FOREIGN EXCHANGE MARKET ?
  Time & Location: EXCHANGE RATES:EMPIRICAL
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.1
  Category: Econometrics
  Presenter(s): Bessec , Marie and Robineau, François-Mathieu

  DANCE WITH THE DOLLAR: EXCHANGE RATE EXPOSURE OF GERMAN STOCK RETURNS
  Time & Location: EMPIRICAL INTERNATIONAL TRADE
Tuesday 27th August 2002, 09:30 - 11:00, Room: 5.4
  Category: Econometrics
  Presenter(s): Entorf, Horst

  ECONOMIC INTEGRATION AND THE EXCHANGE RATE REGIME: HOW DAMAGING ARE CURRENCY CRISES?
  Time & Location: FINANCIAL AND CURRENCY CRISES
Wednesday 28th August 2002, 09:30 - 11:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Beck, Guenter and Weber, Axel A.

  ESTIMATING THE EQUILIBRIUM REAL EXCHANGE RATE: THE CASE OF VENEZUELA
  Time & Location: EXCHANGE RATES:EMPIRICAL
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.1
  Category: Econometrics
  Presenter(s): Bjørnland, Hilde

  INFORMATION DISPARITIES AS A TRIGGER OF CURRENCY CRISES: EMPIRICAL EVIDENCE
  Time & Location: FINANCIAL AND CURRENCY CRISES
Wednesday 28th August 2002, 09:30 - 11:00, Room: 1.1
  Category: Econometrics
  Presenter(s): Tillmann, Peter

  MARKET CONDITIONS, ORDER FLOW AND EXCHANGE RATE DETERMINATION
  Time & Location: Exchange Rates
Sunday 25th August 2002, 09:30 - 11:00, Room: 5.6
  Category: Economic Theory
  Presenter(s): Luo, Jinhui

  MULTIVARIATE DIAGONAL FIGARCH: SPECIFICATION, ESTIMATION AND APPLICATION TO MODELLING EXCHANGE RATES VOLATILITY
  Time & Location: GARCH MODELS IV
Wednesday 28th August 2002, 09:30 - 11:00, Room: 4.7
  Category: Econometrics
  Presenter(s): Matyas, Laszlo

  OIL PRICES AND EXCHANGE RATES: NORWEGIAN EVIDENCE
  Time & Location: NONLINEAR TIME SERIES II
Wednesday 28th August 2002, 09:30 - 11:00, Room: 4.10
  Category: Econometrics
  Presenter(s): Akram, Qaisar Farooq

  OPTIMAL RISK TAKING AND INFORMATION POLICY TO AVOID CURRENCY AND LIQUIDITY CRISES
  Time & Location: Exchange Rates
Sunday 25th August 2002, 09:30 - 11:00, Room: 5.6
  Category: Economic Theory
  Presenter(s): Metz, Christina E.

  TESTING UNDECLARED CENTRAL BANK INTERVENTION IN FOREIGN EXCHANGE MARKETS
  Time & Location: UNIT ROOT TESTS III
Tuesday 27th August 2002, 14:30 - 16:00, Room: 1.11
  Category: Econometrics
  Presenter(s): Cavaliere, Giuseppe

  THE EMPIRICAL PERFORMANCE OF OPTION BASED DENSITIES OF FOREIGN EXCHANGE
  Time & Location: EXCHANGE RATES:EMPIRICAL
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.1
  Category: Econometrics
  Presenter(s): Keller, Joachim

  THE PURCHASING POWER PARITY PUZZLE : DOES THE LSTAR OUTPERFORM THE RANDOM WALK ?
  Time & Location: NONLINEAR TIME SERIES II
Wednesday 28th August 2002, 09:30 - 11:00, Room: 4.10
  Category: Econometrics
  Presenter(s): Ben Salem, Melika and Carrasco, Marine

  UNIT ROOT TESTS IN THREE REGIME SETAR MODELS
  Time & Location: UNIT ROOT TESTS II
Monday 26th August 2002, 14:30 - 16:00, Room: 1.3
  Category: Econometrics
  Presenter(s): Shin, Yongcheol

Total Papers Listed: 14


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25th August 2002 - 28th August 2002, Venice, Italy

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