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International Finace Reading Group Presentation
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OrderDateStudent Name (up to two)Paper
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14/8Jonghyun Kim
Crucini, Mario J., Mototsugu Shintani, and Takayuki Tsuruga. "Accounting for persistence and volatility of good-level real exchange rates: the role of sticky information." Journal of International Economics 81, no. 1 (2010): 48-60.
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24/15Jiri Havel, Seung Yong Yoo
Cavallo, Alberto, Gita Gopinath, Brent Neiman, and Jenny Tang. "Tariff Passthrough at the Border and at the Store: Evidence from U.S. Trade Policy.“ American Economic Review: Insights (forthcoming).
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34/29Afful Blay Simon, Jaewook Shin
Rüth, Sebastian K. "Shifts in monetary policy and exchange rate dynamics: Is Dornbusch's overshooting hypothesis intact, after all?." Journal of International Economics 126 (2020): 103344.
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45/6Junhyeok Shin,jaehun jeong
Hassan, Tarek A., and Rui C. Mano. "Forward and spot exchange rates in a multi-currency world." Quarterly Journal of Economics 134, no. 1 (2019): 397-450.
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55/13Jeeyeon Phi, JI TIANQI
Brunnermeier, Markus K., Stefan Nagel, and Lasse H. Pedersen. "Carry trades and currency crashes." NBER macroeconomics annual 23, no. 1 (2008): 313-348.
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65/20Yeana Lee, Junghyuk Lee
Lilley, Andrew, Matteo Maggiori, Brent Neiman, and Jesse Schreger. "Exchange rate reconnect." Review of Economics and Statistics (forthcoming).
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75/27Jewon Shin, Hyukjae Kwon
Muir, Tyler. "Financial crises and risk premia." Quarterly Journal of Economics 132, no. 2 (2017): 765-809.
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86/3Lyubov Tsoy, Helge Samson
Cerutti, Eugenio, Stijn Claessens, and Andrew K. Rose. "How important is the global financial cycle? Evidence from capital flows." IMF Economic Review 67, no. 1 (2019): 24-60.
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