NEP-FIN-2005-06-27

This file is part of IDEAS, which uses RePEc data

Report NEP-FIN-2005-06-27

This is the archive for NEP-FIN, a report on new working papers in the area of Finance. Philip Yu issued this report. It is usually issued weekly.

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

Esteban Gómez & Diego Vásquez & Camilo Zea, . "Derivative Markets' Impact on Colombian Monetary Policy," Borradores de Economia 334, Banco de la Republica de Colombia. [Downloadable!]
Antje Mahayni & Michael Suchanecki, 2005. "Produktdesign und Semi-Statische Absicherung von Turbo-Zertifikaten," Bonn Econ Discussion Papers bgse8_2005, University of Bonn, Germany. [Downloadable!]
Georg Nöldeke & Thomas Tröger, 2005. "A Characterization of the Distributions That Imply Existence of Linear Equilbria in the Kyle-Model," Bonn Econ Discussion Papers bgse9_2005, University of Bonn, Germany. [Downloadable!]
Michael R. Powers & Martin Shubik, 2005. "A Note on a "Square-Root Rule" for Reinsurance," Cowles Foundation Discussion Papers 1521, Cowles Foundation, Yale University. [Downloadable!]
Francisco Alonso & Roberto Blanco & Gonzalo Rubio, 2005. "Testing the Forecasting Performance of Ibex 35 Option-implied Risk-neutral Densities," DFAEII Working Papers 200509, University of the Basque Country - Department of Foundations of Economic Analysis II. [Downloadable!]
Francisco Alonso & Roberto Blanco & Gonzalo Rubio, 2005. "Option-Implied Preferences Adjustments and Risk-Neutral Density Forecasts," DFAEII Working Papers 200510, University of the Basque Country - Department of Foundations of Economic Analysis II. [Downloadable!]
Eva Ferreira & María Isabel Martínez & Eliseo Navarro & Gonzalo Rubio, 2005. "Consumer Confidence and Yield Spreads in Europe," DFAEII Working Papers 200511, University of the Basque Country - Department of Foundations of Economic Analysis II. [Downloadable!]
Jürgen Huber & Matthias Sutter & Michael Kirchler, 2004. "Is more information always better? Experimental financial markets with asymmetric information," Discussion Papers on Strategic Interaction 2005-13, Max Planck Institute of Economics, Strategic Interaction Group. [Downloadable!]
Matteo Manera & Margherita Grasso, 2005. "Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship," Working Papers 2005.75, Fondazione Eni Enrico Mattei. [Downloadable!]
Masahiro Kawai, 2005. "Reform of the Japanese Banking System," Hi-Stat Discussion Paper Series d05-102, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2005. "Liquidity and Expected Returns: Lessons From Emerging Markets," NBER Working Papers 11413, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Marco Taboga, 2005. "Portfolio Selection with Two-Stage Preferences," Finance 0506009, EconWPA. [Downloadable!]
Ross M. Miller, 2005. "Measuring the True Cost of Active Management by Mutual Funds," Finance 0506010, EconWPA, revised 08 Jul 2005. [Downloadable!]
Harrison Cheng, 2005. "Ranking Sealed High-Bid and Open Asymmetric Auctions," IEPR Working Papers 05.26, Institute of Economic Policy Research (IEPR). [Downloadable!]
Masahiro Enya & Akira Kohsaka & Mervin Pobre, 2004. "Credit Crunch in East Asia: A Retrospective," Discussion Papers in Economics and Business 04-04, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP). [Downloadable!]

This page was last updated on 2008-7-20.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.