NEP-CFN-2005-07-03

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Report NEP-CFN-2005-07-03

This is the archive for NEP-CFN, a report on new working papers in the area of Corporate Finance. Zelia Serrasqueiro issued this report. It is usually issued weekly.

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Other reports in NEP-CFN

The following items were anounced in this report:

Ulf von Kalckreuth & Emma Murphy, . "Financial constraints and capacity adjustment in the United Kingdom: evidence from a large panel of survey data," Bank of England working papers 260, Bank of England. [Downloadable!]
Charlotta Groth, . "Estimating UK capital adjustment costs," Bank of England working papers 258, Bank of England. [Downloadable!]
Ana Del-Río & Garry Young, . "The impact of unsecured debt on financial distress among British households," Bank of England working papers 262, Bank of England. [Downloadable!]
Liz Dixon-Smith & Roman Goossens & Simon Hayes, . "Default probabilities and expected recovery: an analysis of emerging market sovereign bonds," Bank of England working papers 261, Bank of England. [Downloadable!]
Ana Del-Río & Garry Young, . "The determinants of unsecured borrowing: evidence from the British Household Panel Survey," Bank of England working papers 263, Bank of England. [Downloadable!]
Velamuri, Rama & Venkataraman, Sankaran, 2005. "Why stakeholder and stockholder theories are not necessarily contradictory: A knightian insight," IESE Research Papers D/591, IESE Business School. [Downloadable!]
Javier Gil-Bazo & Pablo Ruiz-Verdu, 2005. "When Cheaper Is Better: Fee Determination In The Market For Equity Mutual Funds," Business Economics Working Papers wb054309, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
Rodrigo Cifuentes & Gianluigi Ferrucci & Hyun Song Shin, . "Liquidity risk and contagion," Bank of England working papers 264, Bank of England. [Downloadable!]
Fred Ramb & Alfons J. Weichenrieder, 2005. "Taxes and the Financial Structure of German Inward FDI," Kiel Working Papers 1252, Kiel Institute for the World Economy. [Downloadable!]
David Wang, 2005. "Estimating the Probabilities of Default for Callable Bonds: A Duffie-Singleton Approach," Finance 0506013, EconWPA. [Downloadable!]
David Wang, 2005. "A Model to Price Puttable Corporate Bonds with Default Risk," Finance 0506014, EconWPA. [Downloadable!]

This page was last updated on 2009-12-13.

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