Report NEP-FIN-2004-05-09

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Yin-Wong Cheung & Menzie Chinn & Eiji Fujii, 2003. "China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration," Santa Cruz Center for International Economics, Working Paper Series 1012, Center for International Economics, UC Santa Cruz. [Downloadable!]
• Rui Albuquerque, 2004. "Optimal Currency Hedging," Finance 0405010, EconWPA. [Downloadable!]
• Salomons, Roelof, 2004. "Expert something sensible: putting US returns in an international perspective," Research Report 04E02, University of Groningen, Research Institute SOM (Systems, Organisations and Management). [Downloadable!]
• Johanna Lukkarila, 2004. "Comparison between Asian, Russian and Turkish financial crises," International Finance 0405001, EconWPA. [Downloadable!]
• Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," International Finance 0405006, EconWPA. [Downloadable!]
• Yin-Wong Cheung & Menzie Chinn & Antonio Garcia Pascual, 2003. "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," Santa Cruz Center for International Economics, Working Paper Series 1011, Center for International Economics, UC Santa Cruz. [Downloadable!]
• Balázs Égert & Yosra Koubaa, 2004. "Modelling Stock Returns in the G-7 and in Selected CEE Economies: A Non-linear GARCH Approach," William Davidson Institute Working Papers Series 2004-663, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
• Hokky Situngkir & Yohanes Surya, 2004. "Agent-based Model Construction In Financial Economic System," Finance 0405006, EconWPA. [Downloadable!]
• Luigi Guiso & Tullio Jappelli & Mario Padula & Marco Pagano, 2004. "Financial Market Integration and Economic Growth in the EU," CSEF Working Papers 118, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
• Ruslan Gurtoviy & Luis G. González, 2008. "How Much to Pay in Cash? Employee Retention via Stock Options," Papers on Strategic Interaction 2004-24, Max Planck Institute of Economics, Strategic Interaction Group. [Downloadable!]
• Jason Hsu, 2003. "What Drives Equity Market Non-participation?," University of California at Los Angeles, Anderson Graduate School of Management 1246, Anderson Graduate School of Management, UCLA. [Downloadable!]
• O'Sullivan, Mary, 2003. "Recent Developments in the Financing Role of the Stock Market for French Corporations," EIFC - Technology and Finance Working Papers 36, United Nations University, Institute for New Technologies. [Downloadable!]
• Joshua Aizenman, 2003. "Reforming the global financial system," Center for Global, International and Regional Studies, Working Paper Series 1019, Center for Global, International and Regional Studies, UC Santa Cruz. [Downloadable!]
• Francis Longstaff & Sanjay Mithal & Eric Neis, 2004. "Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market, previously titled: "The Credit-Default Swap Market: Is Credit Protection Priced Correctly?&qu," University of California at Los Angeles, Anderson Graduate School of Management 1176, Anderson Graduate School of Management, UCLA. [Downloadable!]
• Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance 0405005, EconWPA. [Downloadable!]
• Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2003. "There is a Risk-Return Tradeoff After All," University of California at Los Angeles, Anderson Graduate School of Management 1155, Anderson Graduate School of Management, UCLA. [Downloadable!]
• Rita Madarassy Akin, 2003. "Maturity Effects in Futures Markets: Evidence from Eleven Financial Futures Markets," Santa Cruz Center for International Economics, Working Paper Series 1006, Center for International Economics, UC Santa Cruz. [Downloadable!]
• Colm Kearney & Valerio Poti, 2004. "Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets," The Institute for International Integration Studies Discussion Paper Series iiisdp015, IIIS. [Downloadable!]
• Jason Hsu & Jesus Saa-Requejo & Pedro Santa-Clara, 2003. "Bond Pricing with Default Risk," University of California at Los Angeles, Anderson Graduate School of Management 1245, Anderson Graduate School of Management, UCLA. [Downloadable!]
• Gian Maria Milesi-Ferretti, & Philip R. Lane, 2003. "International Financial Integration," The Institute for International Integration Studies Discussion Paper Series iiisdp03, IIIS. [Downloadable!]
• Niklas Wagner & Terry Marsh, 2003. "Measuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes," Research Program in Finance, Working Paper Series 1012, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
• Iftekhar Hasan & Heiko Schmiedel, 2004. "Do networks in the stock exchange industry pay off? European evidence," International Finance 0405002, EconWPA. [Downloadable!]
• Natalia Isachenkova & Tomasz Mickiewicz, 2004. "Ownership Characteristics and Access to Finance: Evidence from a Survey of Large Privatised Companies in Hungary and Poland," William Davidson Institute Working Papers Series 2004-666, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
• Svetlana Boyarchenko & Sergei Levendorskii, 2004. "Real options and the universal bad news principle," Finance 0405011, EconWPA. [Downloadable!]
• Michael Brennan & Yihong Xia, 2004. "International Capital Markets and Foreign Exchange Risk," University of California at Los Angeles, Anderson Graduate School of Management 1251, Anderson Graduate School of Management, UCLA. [Downloadable!]
• John. Cochrane & Francis Longstaff & Pedro Santa-Clara, 2003. "Two Trees: Asset Price Dynamics Induced By Market Clearing," University of California at Los Angeles, Anderson Graduate School of Management 1248, Anderson Graduate School of Management, UCLA. [Downloadable!]
• Michael Brennan & H. Cao & Norman Strong & Xinzhong Xu, 2003. "The Dynamics of International Equity Market Expectations," University of California at Los Angeles, Anderson Graduate School of Management 1135, Anderson Graduate School of Management, UCLA. [Downloadable!]
• Michael Brennan & Ashley Wang & Yihong Xia, 2003. "Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing," University of California at Los Angeles, Anderson Graduate School of Management 1011, Anderson Graduate School of Management, UCLA. [Downloadable!]
• Ay?e Y. Evrensel & Ali M. Kutan, 2004. "Testing Creditor Moral Hazard in Sovereign Bond Markets: A Unified Theoretical Approach and Empirical Evidence," William Davidson Institute Working Papers Series 2004-665, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
• Michael Brennan & Yihong Xia, 2003. "Risk and Valuation Under an Intertemporal," University of California at Los Angeles, Anderson Graduate School of Management 1134, Anderson Graduate School of Management, UCLA. [Downloadable!]
• Item repec:oed:oecdec:385 is not listed on IDEAS anymore

• Gonzalo Cortazar & Eduardo Schwartz & Lorezo Naranjo, 2003. "Term Structure Estimation in Low-Frequency Transaction Markets: A Kalman Filter Approach with Incomplete Panel-Data," University of California at Los Angeles, Anderson Graduate School of Management 1109, Anderson Graduate School of Management, UCLA. [Downloadable!]
• Alicia Garcia Herrero & Sonsoles Gallego Herrero & Cristina Luna Abella, 2004. "Investing In The Financial Sector Of Emerging Countries: Potential Risk And How To Manage Them," International Finance 0404015, EconWPA. [Downloadable!]
• Muravyev Alexander, 2004. "The Puzzle of Dual Class Stock in Russia. Explaining the Price Differential between Common and Preferred Shares," EERC Working Paper Series 04-07e, EERC Research Network, Russia and CIS. [Downloadable!]
• Hokky Situngkir & Yohanes Surya, 2004. "Stylized Statistical Facts of Indonesian Financial Data: Empirical Study of Several Stock Indexes in Indonesia," Finance 0405005, EconWPA. [Downloadable!]
• Ali M. Kutan & Ayse Y. Evrensel, 2004. "Creditor Moral Hazard in Equity Markets: A Theoretical Framework and Evidence from Indonesia and Korea," William Davidson Institute Working Papers Series 2004-659, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
• Natalia Fadeeva, 2004. "Corporate Governance: Securities Market in Moldova," Finance 0405008, EconWPA. [Downloadable!]
• Amir Kia & Hilde Patron, 2004. "Market-Based Monetary Policy Transparency Index, Risk and Volatility - The Case of the United States," Carleton Economic Papers 04-07, Carleton University, Department of Economics. [Downloadable!]
• Tomas Lhotak, 2004. "EURO currency implications on the Czech financial institutions sector," International Finance 0405003, EconWPA. [Downloadable!]
• Andrew D. Sanford & Gael Martin, 2004. "Bayesian Analysis of Continuous Time Models of the Australian Short Rate," Monash Econometrics and Business Statistics Working Papers 11/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Raj Aggarwal & Brian M. Lucey & Cal Muckley, 2004. "Dynamics of Equity Market Integration in Europe: Evidence of Changes over time and with events," The Institute for International Integration Studies Discussion Paper Series iiisdp019, IIIS. [Downloadable!]
• Ali M. Kutan & Brasukra G. Sudjana, 2004. "Worsening of the Asian Financial Crisis: Who is to Blame?," William Davidson Institute Working Papers Series 2004-658, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]

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