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

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

CONFERENCE ECONOMETRICS OF EMERGING COUNTRIES
PROGRAMME Thursday, november, 06

last update : november 2003, 12

Thursday November 06, 2003
08h00 Registration
08h30Session 1 : Exchange Rate Regimes

Chairperson : Daniel HEYMANN, Commission Economique pour l'Amérique Latine, CEPAL
.

10h00 Break
10h30Session 2 : Financial Crises

Chairperson : José Luis MACHINEA, Banque Interaméricaine de Développement 
.

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

Chairperson : Martin GRANDES, DELTA, Paris
.

13h30 Opening conference and keynote speech

Gerardo DELLA PAOLERA, The American University of Paris
and
Alan M. TAYLOR, University of California at Davis

"Gaucho Banking Redux"
.


14h30 Break

15h00 Session 3 : Country risk and ratings assessments

Chairperson : Pavlos KARADELOGLOU, Banque Centrale Européenne
.

 

16h30 Break

17h00 Session 4 : Impact of Exchange Rate Regimes.

Chairperson : Simon SOSVILLA - RIVERO, FEDEA, Madrid
.



18h45 End of session
20h00 Réception

 

 

 

 

 

 

 

 

 

 
 
 

Désistements

 

 

 

 

 

 

 

 

 

 

 

 
 
 

 

 

 

 

 

 

 

 

 

 

 

 

 
 
 

 

 

 

 

 

 

 

 

 

 

 

 

 
 
 

 

 

 

 

 

 

 

 

 

 

 

 

 
 
 

 

 

 

 

 

 

 

 

 

 

 

 

 
 
 

 

 

 

 

 

 

 

 

 

 

 

 

 
 
 

 

 

 

 

 

 

 

 

 

 

 

 

 
 
 

 

 

 

 

 

 

 

 

 

 

 

Thursday, november, 06

08h30 Session 1 : Exchange Rates Regimes

Chairperson:
Daniel HEYMANN, Commission Economique pour l'Amérique Latine, CEPAL

JEONG Se-Eun, Sand Alain, , Mazier Jacques, OFCE, ENS LSH, Gate
Exchange Crisis and Misalignments in the Four Main Latin American Countries: Lessons from a Fundamental Equilibrium Exchange Rate (FEER) Approach

 

 

PAEZ  P Pedro, Banco Central del Ecuador Equateur
Tipo De Cambio Real, Desempeño Macroeconómico Y Social Bajo Dolarización

 


SCHNABL Gunther, Tübingen University Catholic University Leuven NL & McKinnon Ronald , Stanford University
The East Asian Dollar Standard, Fear of Floating, and Original Sin

 

10h00 : Break

10h30 Session 2 : Financial Crises
Président : Pierre LAURENT, CDC IXIS

 

BURDISSO Tamara, Cohen Sabban Verónica, D’Amato Laura, Banco Central de Argentina
Currency and Banking Crisis in Emerging Markets “Currency and Banking crisis in Emerging Markets :Is it Fundamentals or Self Fulfilling Prophecies?”

 

CRUCES Juan, Univ. de San Andres Argentine
Statistical Properties of Country Credit Ratings

 

LUKKARILA Johanna,Komulainen Tuomas Helsinki University Finland
What Drives Financial Crises in Emerging Markets?

 

MILLER Marcus, Thampanishvong Kannika, Zhang Lei,
University of Warwick
Learning to Forget ? Contagion and Political Risk in Brazil ?

 

VINHAS de SOUZA Lucio, Kiel Institute for World Economics
Financial Liberalization and Cycles:
The Experience of the Future EU Member States
in the Baltics and Central Eastern Europe

 

12h00 : Poster Session 1 and Lunch
Chairperson : Martin GRANDES, DELTA, Paris

Exchange rate, inflation and Crises

ACHY Lahcen, Université Libre de Bruxelles Belgique
Taux de Change et Potentiel d’Exportation au Maroc.
Cas des Industries de Textile Habillement et Cuir

 


ALVAREZ-PLATA Patricia, DIW Berlin Allemagne
The Argentinean Currency Crisis - A Markov-Switching Model Estimation

 

AYOUB Hassan, D'ORNANO Isabelle, KSAIER Ahmed, Centre d'Etudes en Macroéconomie et Finances Internationales (CEMAFI) France
A Determination of a Turbulence Zone like Predictive Matter for Currency Crises in Few Southern Mediterranean Emerging-Market Countries

 


DEL RIO Pedro, GARCIA HERRERO Isabelle , Bank of Spain Espagne
Financial Stability and The Design of Alicia Monetary Policy

 

GAUTRIEAUD Stéphanie, Université Montesquieu Bordeaux IV France
La Pertinence des ratings et l'anticipation des crises des Pays Emergents :
un survey des critiques récentes.

 

 

HORVATH Július (CEU, Comenius) and VIDOVIC Stanislav (Rochester)
Price Variability, Speed of Adjustment and The Empirics of the Law of One Price: Evidence from Slovakia

 

JACOBSEN J. Brian Economics, Wisconsin Lutheran College
Total Assessed Risk (TaR), and the Method of Moments for risk management in Emerging Countries

 


KELM Robert, University of Lodz, Poland Pologne
Exchange Rate Policy in Poland 1995-2002:
An Econometric Analysis of ERM2 Consequences

 

KOT Adam, National Bank of Poland Pologne
The Impact of Monetization on the Money Demand in Poland

 

LEONARD Jacques, Université Poitiers France
Quelles Convergences Financières pour les PECO’s ?

 



MANSORI Kashif, Colby College Waterville, USA
Following in their Footsteps: Comparing Interest Parity Conditions in Central European Economies to the Euro Countries

 

 

MATEI Iuliana, Ben Abdallah Mohamed, Université Paris 1 France
Crise et Contagion : Cas des Pays de l'Europe de l'Est

 

 

ROUILLET Josefina, Banco Central de la Republica Argentina Argentine
Determining the Causes of Bank Runs in Argentina during the Crisis of 2001

 

 

STACK Marie, University of Limerick Irlande
Measuring the Effect of Exchange Rate Volatility on International Trade:
A Cointegration Analysis of Transition Economies.

 


TOUIL Ahmed, Université de Tlemcen Algérie
L’impact de la Dualité des Monnaies Etalons sur les Economies en Transition :
le Cas Algérien

 

 



,

 

13h30 Opening Conference and Keynote Speech


Gerardo DELLA PAOLERA
The American University of Paris
(and
Alan M. TAYLOR,
University of California at Davis)

"Gaucho Banking Redux"
abstract on line

 

14h30 Break

15h00 Session 3 : Country risk and ratings assessments : Pavlos KARADELOGLOU, European Central Bank

CRUCES Juan José, Universidad de San Andrés
The Term Structure of Country Risk and Valuation in Emerging Markets

LAURENT Pierre, Emirian Ariel, CDC IXIS - Paris
Ratings-Adjusted Implicit Default Probability:
the Case of Emerging Sovereign Eurobonds

 

PUIBASSET Christelle, University of Aix-Marseille 2 France
Thailand Premium and Banking System Risks

 

STRAHILOV Kiril, European University Institute Italie
The determinants of country risk in Eastern European countries.
Evidence from Sovereign Bond Spreads.

 

16h30 Break

17h00 Session 4 : Impact of Exchange Rate Regimes
Chairperson
: Simon SOSVILLA - RIVERO, FEDEA, Madrid

ALBEROLA Enrique, Molina Luis, Banco de España
What Does Really Discipline Fiscal Policy In Emerging Markets?
The Role And Dynamics Of Exchange Rate Regimes

 

BUNDA Irina, Desquilbet Jean-Baptiste, Laboratoire d`Economie d`Orleans France
The Bank Liquidity Smile Across Exchange Rate Regimes

 

COHEN SABBAN Veronica, Gonzalez Rozada Martín ; Powell Andrew , Universidad Torcuato Di Tella Banco Central de la República Argentina
A New Test for the Success of Inflation Targeting

 

COUDERT Virginie, Banque de France France
Les Régimes de Change ont-ils un Impact sur les Performances Economiques ?
Le cas des Pays Asiatiques

 

 

 

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