Exchange Rate Models for a New Era: Major and Emerging Market Currencies 

May 18-19, 2017
Room 14-222, 14/F Lau Ming Wai Academic Building (LAU), City University of Hong Kong
 

Organized by Global Research Unit at Department of Economics and Finance, City University of Hong Kong, Bank for International Settlements, Asian Office, Centre for Economic Policy Research, and Journal of International Money and Finance 

The Term Structure of Exchange Rate Predictability: Commonality, Scapegoat, and Disagreement

Shuo Cao (Shenzhen Exchange), Huichou Huang (Broad Reach Investment Management), Ruirui Liu (King’s College London), Ronald MacDonald (University of Glasgow)

The Uncovered Interest Parity Puzzle, Exchange Rate Forecasting, and Taylor Rules 

Charles Engel (University of Wisconsin), Dohyeon Lee (University of Wisconsin), Chang Liu (University of Wisconsin), Chenxin Liu (University of Wisconsin), Steve Pak Yeung Wu (University of Wisconsin)

The Exchange Rate Effects of Macro News after the Global Financial Crisis

Yin-Wong Cheung (City University of Hong Kong), Rasmus Fatum (University of Alberta), Yohei Yamamoto (Hitotsubashi University)

Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates

Luca Dedola (European Central Bank and CEPR), Georgios Georgiadis (European Central Bank),

Johannes Gräb (European Central Bank), Arnaud Mehl (European Central Bank)

Interdealer information in an augmented Taylor rule - A new hybrid approach to analyze exchange rates

Ingomar Krohn (The University of Warwick), Michael J. Moore (The University of Warwick)

Unconventional Policies, External Adjustment, and the ZLB

Gustavo Adler (IMF), Ruy Lama (IMF), Juan Pablo Medina (Universidad Adolfo Ibáñez)

Where's the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium

Kimberly A. Berg (Miami University, Ohio), Nelson C. Mark (University of Notre Dame)

China policy spillovers in August 2015: an RMB bloc? 

Robert McCauley (BIS) and Chang Shu (BIS)

The Missing Risk Premium in Exchange Rates

Magnus Dahlquist (Stockholm School of Economics) and Julien Penasse (University of Luxembourg)

Uncertainty and Deviations from Uncovered Interest Rate Parity

Adilzhan Ismailov (Univ. Pompeu Fabra), Barbara Rossi (ICREA-Univ. Pompeu Fabra, Barcelona GSE, and CREI)

Crowds, Crashes, and the Carry Trade

Valeri Sokolovski (Stockholm School of Economics)

Exchange Rate Prediction Redux: New Models, New Data, New Currencies

Yin-Wong Cheung (City University of Hong Kong), Menzie D. Chinn (University of Wisconsin, Madison and NBER), Antonio Garcia Pascual (Barclays), Yi Zhang (University of Wisconsin, Madison)