EMERGING COUNTRIES   
82th International Conference
Programme - November 2003, 6 & 7
Toledo, SPAIN

Université Castilla La Mancha
Programme
(with abstracts)
Documents
(private access)
 

ECONOMETRICS OF EMERGING COUNTRIES
VIRTUAL CONFERENCES
You will find enclosed contributions accepted by the scientific committe but which can not be ensured during the conference.

Wednesday November 05, 2003
Registration at the end of afternoon

 

Thursday November 06, 2003
Friday November 07, 2003
08h00 Registration  

08h30 Session 1 : Exchange Rate Regimes

MASTEN Igor, Coricelli Fabrizio , Jazbec Boštjan
European University Instutute and University of Ljubljana Italie
Cointegration Approach to Estimating Exchange Rate Pass-Through: The Role of Exchange Rate Regimes in Inflationary Performance in Acceding Countries

 

POPPER Helen, Parsley David Santa Clara University USA
Exchange Rate Pegs and Foreign Exchange Exposure in East Asia

 

ROUMEGOUS Emmanuelle, CERDI, CNRS-Université d’Auvergne, France
On de Jure and de Facto Exchange Rate Regimes in Developing Countries

 

08h30 Keynote Speeches 2 & 3

Ricardo HAUSMANN
John F. Kennedy School of Government


"Endettement et vulnérabilité des pays émergents"

10h00 Break 10h00 Break

10h30 Session 2 : Financial Crises

ABIAD Abdul International Monetary Fund USA
Early Warning Systems : a Survey and a Swithching Regime

 

JOHNSON Christian Universidad Adolfo Ibanez Espagne, Benavente José M., Morandé Felipe G., U. de Chile
Debt Composition and Balance-Sheet Effects of Exchange Rate:
A Firm level Analysis for Chile

 

TENREYRO Silvana, Federal Reserve Bank of Boston USA
On the Trade Impact of Nominal Exchange Rate Volatility

 

10h30 Session 5: Capital Market


BENCZUR Peter , Magyar Nemzeti Bank Hongrie
The Composition of Sovereign Debt: a Description

 

 

DE GRAUWE Paul, CIRAOLO Stéfania, KUL Belgique
Contagion between Foreign Exchange and Government Debt Crisis
in Emerging Markets

 
 

DUPAIGNE Martial, Robert Marc Y., GREMAQ, Université Toulouse I France
Do Capitals Flows Destabilize Emerging Economies?

 

UCTUM Remzi, Uctum M., Thurston T. Université Paris-X Nanterre France
Public Debt, the Unit Root Hypothesis and Structural Breaks:
a Multi-Country Analysis

 


12h00 Lunch
  Poster Session 1: Exchange rate, inflation and Crises

ALI Leila, CEFI France
Transparency and Speculative Attacks.
Why Exchange Rate Regimes have been so Costly for Emerging Countries ?

 

BAUER Christian, University of Bayreuth Allemagne
Uniqueness in Currency Crisis Models

 

BATINI Nicoletta, Bank of England UK
Achieving and Maintaining Price Stability in Nigeria

 

BUSCAGLIA Marcos A., IAE - School of Management and usiness, Universidad Austral Argentine
Targeting in Emerging Market Countries. Too MuchExchange Rate Intervention?

 

CAMPOS Isabel, Universidad de Valladolid Espagne
Devaluation and Revaluation Expectations in the Venezuela Crawling Band Regime

 

DUNCAN Roberto, Central Bank of Chile
Floating, Official Dollarization, and Macroeconomic Volatility:
An Analysis for the Chilean Economy

 

GUTIERREZ Pedro, Universidad de Valladolid Espagne
A Characterization of the Argentinian Production Sector Prior to the 1998 Crisis

 

KOHLSCHEEN Emanuel, Institute for International Economic Studies, Suède
Do Constitutional Side Payments Induce Subnational Bailouts ?

 

MORALES-ZUMAQUERO Amalia, University of Málaga and centrA Espagne
The Real Exchange Rate Fluctuations Puzzle : Evidence for Advanced Economies versus Transition Economies

 

LESOURD Jean-Baptiste, Greqam;
CLARK Ephraim, Middlesex University Business School
The Determination of the Risk Premium for Sovereign Debt :
A Multicriteria Approach. Application to Emerging Countries.

 

VASILENKO Yu., University of Kiev Ukraine
Quantitive Evaluation of Exchange Rate Policy Influence on Foreign Trade

 

ROMANO Claudio Capitalia Italie
Measuring and Optimizing Portfolio Credit Risk: a Copula-Based Approach

 

Wollmershäuser Timo ifo Institute for Economic Research Bofinger Peter, University of Würzburg
Managed Floating: Theory and Practice

 


12h00 Lunch
Poster Session 2 : Trade and Financial Liberalisation, Capital Markets and Economic Growth

CHEPTEA Angela, TEAM - Université Paris 1 France
Trade Liberalization vs Institutional Change

 

KIZYS Renatas, Ciccarelli Matteo Universidad de Alicante Espagne
Measuring Financial Integration in the Baltic Countries with Time-Varying Techniques: A Bayesian versus Classical Methodology

 

KIZILIMARK Burca Ayse, Ankara University Turquie
International Trade and Labor Demand Elasticities: Evidence from Turkey

 

MERLEVEDE Bruno,Ghent University Belgique
Reform Reversals and Output Growth in Transition Economies


NAABORG Ilko, Lensink Robert, Scholtens Bert, University of Groningen NL
Foreign Bank Ownership in Transition Economies:The Effects on Performance

 

PAMUKCU Teoman, Centre De Recherche En Economie Appliquee , Luxembourg
Economic Liberalization And Innovation Activities Of Firms
In Emerging Economies: The Case Of Turkey

 

SABA ARBACHE Jorge, Dickerson Andy, Green Francis, Universidade de Brasília
Trade Liberalisation and Wages in Developing Countries

 

 

13h30 Session 6: Private sector and firm economics

HILDEBRANDT Antje, Oesterreichiche Nationalbank Foreign Research Division (Autriche)
On the Causes of Soft Budget Constraints:
Firm-Level Evidence from Bulgaria and Romania

 

 

14h30 Break 15h00 Break

15h00 Session 3: Country risk and ratings assessments

BUSCAGLIA Marcos A, School of Management and Business, Universidad Austral Argentine, Cruces Juan José, Universidad de San Andrés, Alonso Joaquín, Raymond James Argentina
The Term Structure of Country Risk and Valuation in Emerging Markets

 

KRAEUSSL Roman, University of Crete Grèce
Sovereign Risk, Credit Ratings and the Recent Financial Crises in Emerging Markets

 

PHYLAKTIS Kate, Ravazzolo Fabiola , Cass Business School UK
Currency Risk In Emerging Equity Markets

 

15h30 Session 7 : Global performances

Chairperson : Khalid SEKKAT,
Université Libre de Bruxelles

BORRAZ Fernando, López-Córdova Ernesto, InterAmerican Development Bank USA
Has Globalization Deepened Income Inequality in Mexico?

 

16h30 Break

17h45 Last Drink
17h00 Session 4 : Impact of Exchange Rate Regimes

BOINET Virginie, Oreste Napolitano, Spagnolo Nicola, Brunel University London

Was the Currency Crisis in Argentina Self-Fulfilling?

 

LOCHARD Julie, de Sousa Jose, ROSES - Université Paris 1 Panthéon-Sorbonne France
Do Currency Unions Solve the Border Effect Puzzle?
Evidence from the CFA Franc Zone

 

NADER Nazmi, University Lake Forest (Chicago) USA
Sovereign Risk, Spot Exchange Rates and Non-deliverable Forwards
in Emerging Markets: Evidence from Brazil.

 

TAPIA Matías, Morandé Felipe, Central Bank of Chile Chili
Exchange Rate Policy in Chile : From the Band to Floating and Beyond

 

 

 


 
18h45 End of session  

 

 
Programme
 

Poster (A4 --> A3)

 

 
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