Report NEP-FIN-2005-02-01

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Sancetta, A., 2005. "Copula Based Monte Carlo Integration in Financial Problems," Cambridge Working Papers in Economics 0506, Faculty of Economics, University of Cambridge. [Downloadable!]
• Joshua Aizenman & Yeonho Lee & Yeongseop Rhee, 2004. "International reserves management and capital mobility in a volatile world: Policy considerations and a case study of Korea," Santa Cruz Center for International Economics, Working Paper Series 1032, Center for International Economics, UC Santa Cruz. [Downloadable!]
• Kenneth Kletzer, 2004. "Sovereign Debt, Volatility and Insurance," Santa Cruz Center for International Economics, Working Paper Series 1043, Center for International Economics, UC Santa Cruz. [Downloadable!]
• Hiro Ito, 2004. "Is Financial Openness a Bad Thing? An Analysis on the Correlation Between Financial Liberalization and the Output Performance of Crisis-Hit Economies," Santa Cruz Center for International Economics, Working Paper Series 1046, Center for International Economics, UC Santa Cruz. [Downloadable!]
• Rasmus Fatum & Michael King, 2004. "Rules Versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data," Santa Cruz Center for International Economics, Working Paper Series 1047, Center for International Economics, UC Santa Cruz. [Downloadable!]
• Nirvikar Singh & Garima Vasishtha, 2004. "Some Patterns in Center-State Fiscal Transfers in India: An Illustrative Analysis," Santa Cruz Department of Economics, Working Paper Series 1000, Department of Economics, UC Santa Cruz. [Downloadable!]
• Doireann Fitzgerald, 2004. "A Gravity View of Exchange Rate Disconnect," Santa Cruz Department of Economics, Working Paper Series 1003, Department of Economics, UC Santa Cruz. [Downloadable!]
• Nirvikar Singh, 2004. "India's System of Intergovernmental Fiscal Relations," Santa Cruz Department of Economics, Working Paper Series 1005, Department of Economics, UC Santa Cruz. [Downloadable!]
• Kenneth Kletzer, 2004. "Liberalizing Capital Flows in India: Financial Repression, Macroeconomic Policy and Gradual Reforms," Santa Cruz Department of Economics, Working Paper Series 1006, Department of Economics, UC Santa Cruz. [Downloadable!]
• Joshua Aizenman & Brian Pinto & Artur Radziwill, 2004. "Sources for Financing Domestic Capital is Foreign Saving a Viable Option for Developing Countries?," Santa Cruz Department of Economics, Working Paper Series 1007, Department of Economics, UC Santa Cruz. [Downloadable!]
• Reuven Glick & Xueyan Guo & Michael Hutchison, 2004. "Currency Crises, Capital Account Liberalization, and Selection Bias," Santa Cruz Department of Economics, Working Paper Series 1008, Department of Economics, UC Santa Cruz. [Downloadable!]
• Michael Hutchison & Ilan Noy, 2004. "Sudden Stops and the Mexican Wave: Currency Crises, Capital Flow Reversals and Output Loss in Emerging Markets," Santa Cruz Department of Economics, Working Paper Series 1009, Department of Economics, UC Santa Cruz. [Downloadable!]
• Joshua Aizenman & Yeonho Lee & Yeongseop Rhee, 2004. "International Reserves Management and Capital Mobility in a Volatile World: Policy Considerations and a Case Study of Korea," Santa Cruz Department of Economics, Working Paper Series 1012, Department of Economics, UC Santa Cruz. [Downloadable!]
• Rasmus Fatum & Michael Hutchison, 2003. "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," Santa Cruz Department of Economics, Working Paper Series 1025, Department of Economics, UC Santa Cruz. [Downloadable!]
• Kenneth Kletzer, 2004. "Sovereign Debt, Volatility and Insurance," Santa Cruz Department of Economics, Working Paper Series 1026, Department of Economics, UC Santa Cruz. [Downloadable!]
• Yin-Wong Cheung & Menzie Chinn & Eiji Fujii, 2003. "The Chinese Economies in Global Context: The Integration Process and Its Determinants," Santa Cruz Department of Economics, Working Paper Series 1032, Department of Economics, UC Santa Cruz. [Downloadable!]
• Yin-Wong Cheung & Menzie Chinn & Antonio Garcia Pascual, 2003. "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," Santa Cruz Department of Economics, Working Paper Series 1033, Department of Economics, UC Santa Cruz. [Downloadable!]
• Yin-Wong Cheung & Menzie Chinn & Antonio Garcia Pascual, 2003. "What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated," Santa Cruz Department of Economics, Working Paper Series 1034, Department of Economics, UC Santa Cruz. [Downloadable!]
• Yin-Wong Cheung & Menzie Chinn & Eiji Fujii, 2003. "China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration," Santa Cruz Department of Economics, Working Paper Series 1039, Department of Economics, UC Santa Cruz. [Downloadable!]
• Kristin Forbes & Menzie Chinn, 2003. "A Decomposition Of Global Linkages In Financial Markets Over Time," Santa Cruz Department of Economics, Working Paper Series 1041, Department of Economics, UC Santa Cruz. [Downloadable!]
• Alexandr Cerny, 2004. "Stock market integration and the speed of information transmission," CERGE-EI Working Papers wp242, The Center for Economic Research and Graduate Education - Economic Institute, Prague. [Downloadable!]
• Radim Bohacek & Hugo Rodriguez Mendizabal, 2004. "Credit markets and the propagation of monetary policy shocks," CERGE-EI Working Papers wp244, The Center for Economic Research and Graduate Education - Economic Institute, Prague. [Downloadable!]
• Inoue, Atsushi & Rossi, Barbara, 2005. "Monitoring and Forecasting Currency Crises," Working Papers 05-02, Duke University, Department of Economics. [Downloadable!]
• Byström , Hans & Kwon, Oh Kang, 2005. "Default Probabilities According to the Bond Market," Working Papers 2005:7, Lund University, Department of Economics.
• Pandey Ajay, 2005. "Initial Returns, Long Run Performance and Characteristics of Issuers: Differences in Indian IPOs Following Fixed Price and Book building Processes," IIMA Working Papers 2005-01-07, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]
• Focarelli, Dario & Pozzolo, Alberto Franco, 2005. "Conflicts of Interest in Financial Markets - Evidence from Bond Underwriting in the Nineties," Economics & Statistics Discussion Papers esdp05023, University of Molise, Dept. SEGeS. [Downloadable!]
• Randall K. Morck & Lloyd Steier, 2005. "The Global History of Corporate Governance: An Introduction," NBER Working Papers 11062, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Michelle Hanlon & Terry Shevlin, 2005. "Bank-Tax Conformity for Corporate Income: An Introduction to the Issues," NBER Working Papers 11067, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Working Papers 11069, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Rene M. Stulz, 2005. "The Limits of Financial Globalization," NBER Working Papers 11070, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Patrick Bolton & Olivier Jeanne, 2005. "Structuring and Restructuring Sovereign Debt: The Role of Seniority," NBER Working Papers 11071, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Gabriel D. Carroll & James J. Choi & David Laibson & Brigitte Madrian & Andrew Metrick, 2005. "Optimal Defaults and Active Decisions," NBER Working Papers 11074, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Simeon Djankov & Caralee McLiesh & Andrei Shleifer, 2005. "Private Credit in 129 Countries," NBER Working Papers 11078, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Bart Lambrecht & Stewart C. Myers, 2005. "A Theory of Takeovers and Disinvestment," NBER Working Papers 11082, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Andrew Atkeson & Harold Cole, 2005. "A Dynamic Theory of Optimal Capital Structure and Executive Compensation," NBER Working Papers 11083, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Francis X. Diebold & Monika Piazzesi & Glenn Rudebusch, 2005. "Modeling Bond Yields in Finance and Macroeconomics," NBER Working Papers 11089, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Item repec:rea:gaelwp:200406 is not listed on IDEAS anymore

• Peter Woehrmann & Willi Semmler & Martin Lettau, . "Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models," IEW - Working Papers iewwp225, Institute for Empirical Research in Economics - IEW. [Downloadable!]
• Peter Woehrmann, . "A dynamic model of the financial–real interaction as a model selection criterion for nonparametric stock market prediction," IEW - Working Papers iewwp226, Institute for Empirical Research in Economics - IEW. [Downloadable!]
• Patrick Leoni & Stéphane Luchini, . "Designing the Financial Tools to Promote Universal Free-Access to AIDS Care," IEW - Working Papers iewwp227, Institute for Empirical Research in Economics - IEW. [Downloadable!]
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin (Ginger) Wu, 2005. "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk," PIER Working Paper Archive 05-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]

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