Third Annual IEFS-UK Conference,
 Sat. 11 November 2000
 City University

 

Presented Papers:

1)  Neil Kellard (Guildhall), Paul Newbold/ Tony Rayner (Nottingham) “Cointegration between Spot and Futures Rates: Market Efficiency or Covered Interest Arbitrage”.
2) Manolis Kavussanos A Alizadeh-M (CUBS) “The Expectations Hypothesis of the Term Structure and Risk Premia in Dry Bulk Shipping Freight Markets”.
3)  Jerry Coakley/ Ana-Maria Fuertes(Guildhall) Ron Smith (Birkbeck) “Properties of PPP Panel Estimators”.
4)  Hosein Piranfar, (Schiller International, London),“Stock Returns in the Shadow of Devaluations”
5) Momtchik Pojarliev Wolfgang Polasek (Basel) “Applying Multivariate Time Series Forecasts for Active Portfolio Management”.
6)  Gabrielle Wanzenried (Bern) “On the Strategic Use of Corporate Debt - Empirical Evidence from Europe”. 
7)  Michael R. King (London School of Economics) “The Preferences of Institutional Investors for Macroeconomic Policy”. Download
8)  Mark Holmes (Loughborough) “Exchange Rates and Economic Convergence in the European Union”. Download
9) Stephanie Pamies (Birmingham)“International Spillovers, Asymmetries and the Design of Interregional Insurance”.
10) Gonzalo Camba-Mendez Ana Lamo & Diego Rodriguez (ECB) “Estimating Underlying Quarterly Deficit Ratios and their Components for European Economies”
11)  Keshab Bhattarai (Hull)“Welfare Gains to Small Asian Economies from a Global Free Trade” Download
12)  Lilia Cavallari (La Sapienza, Rome)”Inflationary Performance in a Monetary Union with Unionized Labour Markets” Download
13) Giovanni Gallipoli (UCL London, UK), Gianluigi Pelloni (University of Pisa, Italy), “Macroeconomic Effects of Employment Reallocation: A Review and an appraisal from an Economic Perspective”.
14) Somesh K. Mathur (JMI College, Delhi) “Pattern of International Trade, New Trade Theories and Evidence from Gravity Equation Analysis”
15)Rebecca Driver (Bank of England), Jennifer Greenslade (Bank of England) and Richard Pierse (University of Surrey)  “Goldilocks and new paradigm Economics: The role of expectations in fairytales” Download
16) Konstantinos Drakos (London Guildhall University) “Fixed income excess returns and time to maturity” Download
Click here for photos of the conference