Topics in Exchange Rate Modelling
11 and 12 June 2007
NOTE: The papers listed here are reproduced as submitted by their respective authors, and do not necessarily reflect the opinions or policies of the Bank of Canada. Papers submitted by persons not in the employ of the Bank of Canada may be subject to the copyright policies of the submitters' organizations and/or countries, and therefore should not be reproduced in whole or in part without the permission of the author(s). Papers are presented in the language of the authors only.
"The Returns to Currency Speculation"
Craig Burnside, Isaac Kleshchelski and Sergio Rebelo
"Predictability in Financial Markets: What do Survey Expectations Tell Us?"
Elmar Mertens, Philippe Bacchetta and Eric van Wincoop
"The Uncovered Equity Return Parity Condition"
Lorenzo Cappiello and Roberto De Santis
"Out-of-Sample Exchange Rate Predictability with Taylor Rule Fundamentals"
David Papell and Tanya Molodstova
"Exchange Rate and Fundamentals: A Generalization"
James Nason and John Rogers
"Exchange Rate Models Are Not as Bad as You Think"
Charles Engel, Nelson Mark and Kenneth West
"Is Bad News about Inflation Good News for the Exchange Rate?"
"Financial Globalization and Monetary Policy"
Michael Devereux and Alan Sutherland
"Asset Prices in a Time-Series Model with Perpetually Disparately Informed, Competitive Traders"
Kenneth Kasa, Todd Walker and Charles Whiteman