Report NEP-FIN-2004-08-09

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Item repec:wbk:wbrwps:24565 is not listed on IDEAS anymore

• Item repec:wbk:wbrwps:26489 is not listed on IDEAS anymore

• Item repec:ind:nipfwp:01 is not listed on IDEAS anymore

• Miguel A. Ferreira & Jose A. Lopez, 2004. "Evaluating interest rate covariance models within a value-at-risk framework," Working Papers in Applied Economic Theory 2004-03, Federal Reserve Bank of San Francisco. [Downloadable!]
• Timothy J. Kehoe, 2003. "What can we learn from the current crisis in Argentina?," Staff Report 318, Federal Reserve Bank of Minneapolis. [Downloadable!]
• Claudia M. Buch & John C. Driscoll & Charlotte Ostergaard, 2004. "Cross-border diversification in bank asset portfolios," Finance and Economics Discussion Series 2004-26, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Michel Normandin & Pascal St-Amour, 2003. "Recursive Measures of Total Wealth and Portfolio Return," Cahiers de recherche 03-06, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
• Item repec:wbk:wbrwps:26276 is not listed on IDEAS anymore

• John D. Burger & Francis E. Warnock, 2004. "Foreign participation in local-currency bond markets," International Finance Discussion Papers 794, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Item repec:wbk:wbrwps:24792 is not listed on IDEAS anymore

• Item repec:wbk:wbrwps:28604 is not listed on IDEAS anymore

• Item repec:wbk:wbrwps:35978 is not listed on IDEAS anymore

• Linda Goldberg, 2004. "Financial-sector foreign direct investment and host countries: new and old lessons," Staff Reports 183, Federal Reserve Bank of New York. [Downloadable!]
• Item repec:wbk:wbrwps:33109 is not listed on IDEAS anymore

• Item repec:wbk:wbrwps:31034 is not listed on IDEAS anymore

• Item repec:wbk:wbrwps:27541 is not listed on IDEAS anymore

• Kevin J. Lansing, 2005. "Lock-in of extrapolative expectations in an asset pricing model," Working Papers in Applied Economic Theory 2004-06, Federal Reserve Bank of San Francisco. [Downloadable!]
• Lucio Sarno & Daniel L. Thornton, 2003. "The efficient market hypothesis and identification in structural VARs," Working Papers 2003-032, Federal Reserve Bank of St. Louis. [Downloadable!]
• Item repec:att:eurcbw:2003246 is not listed on IDEAS anymore

• Kaïs Dachraoui & Georges Dionne, 2004. "Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors," Cahiers de recherche 0411, CIRPEE. [Downloadable!]
• Item repec:wbk:wbrwps:25828 is not listed on IDEAS anymore

• Michael S. Gibson, 2004. "Understanding the risk of synthetic CDOs," Finance and Economics Discussion Series 2004-36, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Falko Fecht & Kevin Huang & Antoine Martin, 2004. "Financial intermediaries, markets, and growth," Research Working Paper RWP 04-02, Federal Reserve Bank of Kansas City. [Downloadable!]
• Item repec:wbk:wbrwps:28616 is not listed on IDEAS anymore

• V. V. Chari & Patrick J. Kehoe, 2003. "Financial crises as herds: overturning the critiques," Staff Report 316, Federal Reserve Bank of Minneapolis. [Downloadable!]
• Item repec:wbk:wbrwps:28605 is not listed on IDEAS anymore

• Item repec:wbk:wbrwps:34860 is not listed on IDEAS anymore

• Item repec:wbk:wbrwps:30152 is not listed on IDEAS anymore

• Item repec:wbk:wbrwps:35072 is not listed on IDEAS anymore

• Joshua V. Rosenberg & Til Schuermann, 2004. "A general approach to integrated risk management with skewed, fat-tailed risks," Staff Reports 185, Federal Reserve Bank of New York. [Downloadable!]
• Richard G. Anderson, 2003. "Retail deposit sweep programs: issues for measurement, modeling and analysis," Working Papers 2003-026, Federal Reserve Bank of St. Louis. [Downloadable!]
• Item repec:wbk:wbrwps:35108 is not listed on IDEAS anymore

• Item repec:wbk:wbrwps:32321 is not listed on IDEAS anymore

• Item repec:wbk:wbrwps:27543 is not listed on IDEAS anymore

• Item repec:wbk:wbrwps:34861 is not listed on IDEAS anymore

• Item repec:wbk:wbrwps:26552 is not listed on IDEAS anymore

• Item repec:wbk:wbrwps:37707 is not listed on IDEAS anymore

• Jeroen Rombouts & E.W. Rengifo, 2004. "Dynamic Optimal Portfolio Selection in a VaR Framework," Cahiers de recherche 04-05, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
• Item repec:wbk:wbrwps:34841 is not listed on IDEAS anymore

• Item repec:wbk:wbrwps:35738 is not listed on IDEAS anymore

• Item repec:wbk:wbrwps:35975 is not listed on IDEAS anymore

• Michael Dueker & Christopher J. Neely, 2006. "Can Markov switching models predict excess foreign exchange returns?," Working Papers 2001-021, Federal Reserve Bank of St. Louis. [Downloadable!]
• Item repec:wbk:wbrwps:24876 is not listed on IDEAS anymore

• Stanislav Radchenko, 2004. "Oil price volatility and the asymmetric response of gasoline prices to oil price increases and decreases," Industrial Organization 0408001, EconWPA. [Downloadable!]
• Richard J. Rosen, 2004. "Merger momentum and investor sentiment: the stock market reaction to merger announcements," Working Paper Series WP-04-07, Federal Reserve Bank of Chicago. [Downloadable!]
• Tobias Adrian, 2004. "Inference, arbitrage, and asset price volatility," Staff Reports 187, Federal Reserve Bank of New York. [Downloadable!]
• Item repec:wbk:wbrwps:32898 is not listed on IDEAS anymore

• Item repec:wbk:wbrwps:32874 is not listed on IDEAS anymore

• Item repec:wbk:wbrwps:32742 is not listed on IDEAS anymore

• Ulrich Berger, 2004. "Bill-and-Keep vs. Cost-Based Access Pricing Revisited," Industrial Organization 0408002, EconWPA. [Downloadable!]
• Larry Epstein & Martin Schneider, 2004. "Ambiguity, Information Quality and Asset Pricing," RCER Working Papers 507, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
• Edward W. Piotrowski & Jan Sladkowski, . "Quantum-Like Approach to Financial Risk: Quantum Anthropic Principle," Departmental Working Papers 8, University of Bialtystok, Department of Theoretical Physics. [Downloadable!]
• Item repec:wbk:wbrwps:37706 is not listed on IDEAS anymore

• Item repec:wbk:wbrwps:32873 is not listed on IDEAS anymore

• Jeffrey R. Brown & Nellie Liang & Scott Weisbenner, 2004. "401(k) matching contributions in company stock: costs and benefits for firms and workers," Finance and Economics Discussion Series 2004-23, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Selva Demiralp & Brian Preslopsky & William Whitesell, 2004. "Overnight interbank loan markets," Finance and Economics Discussion Series 2004-29, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Til Schuermann & Samuel Hanson, 2004. "Estimating probabilities of default," Staff Reports 190, Federal Reserve Bank of New York. [Downloadable!]
• Item repec:wbk:wbrwps:32899 is not listed on IDEAS anymore

• Sergey V. Chernenko, 2004. "The information content of forward and futures prices: market expectations and the price of risk," International Finance Discussion Papers 808, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

This page was last updated on 2009-11-22.