Report NEP-FIN-2005-08-13

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Michael R. King & Rasmus Fatum, 2005. "The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar," Working Papers 05-21, Bank of Canada. [Downloadable!]
• Steffen Huck & Kai A. Konrad & Wieland Müller, 2005. "Merger without Cost Advantages," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Alberto Bisin & Piero Gottardi, 2005. "Efficient Competitive Equilibria with Adverse Selection," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Peter Zadrozny, 2005. "Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH(p,q) Process," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Rainer Niemann & Corinna Treisch, 2005. "Group Taxation, Asymmetric Taxation and Cross-Border Investment Incentives in Austria," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Jesús Crespo-Cuaresma & Balázs Égert & Ronald MacDonald, 2005. "Non-Linear Exchange Rate Dynamics in Target Zones: A Bumpy Road towards a Honeymoon - Some Evidence from the ERM, ERM2 and Selected New EU Member States," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Christian Keuschnigg & Martin D. Dietz, 2005. "A Growth Oriented Dual Income Tax," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Dell''Ariccia, Giovanni & Marquez, Robert, 2005. "Lending Booms and Lending Standards," CEPR Discussion Papers 5095, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Ju, Jiandong & Wei, Shang-Jin, 2005. "Endowment Versus Finance: A Wooden Barrel Theory of International Trade," CEPR Discussion Papers 5109, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Favero, Carlo A, 2005. "Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns," CEPR Discussion Papers 5110, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Hurd, Matthew & Salmon, Mark & Schleicher, Christoph, 2005. "Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index," CEPR Discussion Papers 5114, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Pavlova, Anna & Rigobon, Roberto, 2005. "Wealth Transfers, Contagion and Portfolio Constraints," CEPR Discussion Papers 5117, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Li, Fei & Ueda, Masako, 2005. "CEO-Firm Match and Principal-Agent Problem," CEPR Discussion Papers 5119, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Laeven, Luc & Levine, Ross, 2005. "Is There a Diversification Discount in Financial Conglomerates?," CEPR Discussion Papers 5121, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Devriese, Johan & Mitchell, Janet, 2005. "Liquidity Risk in Securities Settlement," CEPR Discussion Papers 5123, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Fluck, Zsuzsanna & Mayer, Colin, 2005. "Race to the Top or Bottom? Corporate Governance, Freedom of Reincorporation and Competition in Law," CEPR Discussion Papers 5133, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• DeMiguel, Victor & Garlappi, Lorenzo & Uppal, Raman, 2005. "How Inefficient is the 1/N Asset-Allocation Strategy?," CEPR Discussion Papers 5142, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Cerny, Ales & Miles, David K & Schmidt, Lubomir, 2005. "The Impact of Changing Demographics and Pensions on The Demand for Housing and Financial Assets," CEPR Discussion Papers 5143, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Garlappi, Lorenzo & Uppal, Raman & Wang, Tan, 2005. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers 5148, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Giannetti, Mariassunta & Ongena, Steven, 2005. "Financial Integration and Entrepreneurial Activity: Evidence from Foreign Bank Entry in Emerging Markets," CEPR Discussion Papers 5151, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Acharya, Viral V & Yorulmazer, Tanju, 2005. "Cash-in-the-Market Pricing and Optimal Bank Bailout Policy," CEPR Discussion Papers 5154, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Andrea Morone, 2005. "Comparison of Mean-Variance Theory and Expected-Utility Theory through a Laboratory Experiment," Papers on Strategic Interaction 2005-20, Max Planck Institute of Economics, Strategic Interaction Group. [Downloadable!]
• Alessandro Beber & Cecilia Caglio, 2005. "Order Submission Strategies and Information: Empirical Evidence from the NYSE," FAME Research Paper Series rp146, International Center for Financial Asset Management and Engineering. [Downloadable!]
• Martin Hoesli & Elion Jani & André Bender, 2005. "Monte Carlo Simulations for Real Estate Valuation," FAME Research Paper Series rp148, International Center for Financial Asset Management and Engineering. [Downloadable!]
• Martin Hoesli & Jon Lekander, 2005. "Suggested vs. Actual Institutional Allocattion to Real Estate in Europe: A Matter of Size," FAME Research Paper Series rp149, International Center for Financial Asset Management and Engineering. [Downloadable!]
• Michael Rockinger & Maria Semenova, 2005. "Estimation of Jump-Diffusion Process vis Empirical Characteristic Function," FAME Research Paper Series rp150, International Center for Financial Asset Management and Engineering. [Downloadable!]
• Philippe Gaud & Martin HOesli & André Bender, 2005. "Debt Equity Choice in Europe," FAME Research Paper Series rp152, International Center for Financial Asset Management and Engineering. [Downloadable!]
• Nicoletta Ferro, 2005. "Value Through Diversity: Microfinance and Islamic Finance and Global Banking," Working Papers 2005.87, Fondazione Eni Enrico Mattei. [Downloadable!]
• Thorsten Beck & Asli Demirguc-Kunt & Ross Levine, 2005. "Bank Supervision and Corruption in Lending," NBER Working Papers 11498, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Luc Laeven & Ross Levine, 2005. "Is There a Diversification Discount in Financial Conglomerates?," NBER Working Papers 11499, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Thorsten Beck & Asli Demirguc-Kunt & Ross Levine, 2005. "Bank Concentration and Fragility: Impact and Mechanics," NBER Working Papers 11500, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Jean Helwege & Christo Pirinsky & René M. Stulz, 2005. "Why Do Firms Become Widely Held? An Analysis of the ynamics of Corporate Ownership," NBER Working Papers 11505, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Leonid Kogan & Dmitry Livdan & Amir Yaron, 2005. "Futures Prices in a Production Economy with Investment Constraints," NBER Working Papers 11509, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Andrea Frazzini & Owen A. Lamont, 2005. "Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns," NBER Working Papers 11526, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Bruce N. Lehmann, 2005. "Notes for a Contingent Claims Theory of Limit Order Markets," NBER Working Papers 11533, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Torsten Sløk & Mike Kennedy, 2004. "Factors Driving Risk Premia," OECD Economics Department Working Papers 385, OECD, Economics Department. [Downloadable!]
• Kwang-Yeol Yoo & Alain de Serres, 2004. "Tax Treatment of Private Pension Savings in OECD Countries and the Net Tax Cost Per Unit of Contribution to Tax-Favoured Schemes," OECD Economics Department Working Papers 406, OECD, Economics Department. [Downloadable!]
• William Tompson, 2004. "Banking Reform in Russia: Problems and Prospects," OECD Economics Department Working Papers 410, OECD, Economics Department. [Downloadable!]
• Nicola Brandt, 2004. "Business Dynamics in Europe," OECD Science, Technology and Industry Working Papers 2004/1, OECD, Directorate for Science, Technology and Industry. [Downloadable!]
• Carlos F. alves & Victor Mendes, 2005. "Institutional Investor Activism: Does the Portfolio Management Skill Matter?," FEP Working Papers 184, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
• Gary S. Shea, 2005. " Financial Market Analysis Can Go Mad (in the search for irrational behaviour during the South Sea Bubble)," CDMA Working Paper Series 0508, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
• Martin Smid, 2005. "Forecasting in Continuous Double Auction," Econometrics 0508002, EconWPA, revised 31 Dec 2005. [Downloadable!]
• Silvio John Camilleri, 2005. "An Analysis of the Profitability, Risk and Growth Indicators of Banks Operating In Malta," Finance 0507021, EconWPA. [Downloadable!]
• Theodore Panagiotidis, 2005. "Market Efficiency and the Euro: The case of the Athens Stock Exchange," Finance 0507022, EconWPA. [Downloadable!]
• Bernard Paranque & Walter Baets & Henry Pruden, 2005. "Agent Behaviour, Financial Market and Welfare Theory," Finance 0508001, EconWPA, revised 02 Aug 2005. [Downloadable!]
• Loukas Spanos & Demetrios Papoulias, 2005. "Corporate Governance as an instrument of change state owned Corporate Governance as an instrument of change state owned companies: The case of the Hellenic Telecommunications Organization," Finance 0508004, EconWPA. [Downloadable!]
• Cornelis A. Los, 2005. "The Degree of Stability of Price Diffusion," Finance 0508006, EconWPA. [Downloadable!]
• J.Ramon Martinez-Resano, 2005. "Size And Heterogeneity Matter. A Microstructure-Based Analysis Of Regulation Of Secondary Markets For Government Bonds," Finance 0508007, EconWPA. [Downloadable!]
• Panayotis Dessyllas & Alan Hughes, 2005. "R&D and Patenting Activity and the Propensity to Acquire in High Technology Industries," Industrial Organization 0507008, EconWPA. [Downloadable!]
• Panayotis Dessyllas & Alan Hughes, 2005. "The Revealed Preferences of High Technology Acquirers: An Analysis of the Characteristics of their Targets," Industrial Organization 0507009, EconWPA. [Downloadable!]
• Fatih Guvenen, 2005. "Do Stockholders Share Risk More Effectively Than Non- stockholders?," Macroeconomics 0508006, EconWPA. [Downloadable!]
• Chakriya Bowman, 2005. "Effective Cross-Hedging for Commodity Currencies," International and Development Economics Working Papers idec05-6, International and Development Economics. [Downloadable!]
• Nava Ashraf & Dean S. Karlan & Wesley Yin, 2005. "Tying Odysseus to the Mast: Evidence from a Commitment Savings Product in the Philippines," Working Papers 917, Economic Growth Center, Yale University. [Downloadable!]
• Thibault Biebuyck & Ariane Chapelle & Ariane Szafarz, 2005. "Les leviers de contrôle des actionnaires majoritaires," Working Papers DULBEA 05-03.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA). [Downloadable!]
• Pierre-Guillaume Méon & Laurent Weill, 2005. "Can Mergers in Europe Help Banks Hedge Against Macroeconomic Risk?," Working Papers DULBEA 05-08.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA). [Downloadable!]
• Michel Beine & Oscar Bernal, 2005. "Why do central banks intervene secretly? Preliminary evidence from the BoJ," Working Papers DULBEA 05-09.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA). [Downloadable!]
• Ariane Chapelle & Ariane Szafarz, 2005. "Controlling Firms through the Majority Voting Rule," Working Papers DULBEA 05-05.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA). [Downloadable!]
• Prasad V. Bidarkota, 2005. "Risk Premia in Forward Foreign Exchange Markets: A Comparison of Signal Extraction and Regression Methods," Working Papers 0501, Florida International University, Department of Economics. [Downloadable!]
• Prasad V. Bidarkota & Brice V. Dupoyet, 2004. "The Impact of Fat Tails on Equilibrium Rates of Return and Term Premia," Working Papers 0411, Florida International University, Department of Economics. [Downloadable!]
• Prasad Bidarkota & Khurshid M. Kiani, 2004. "No Predictable Components in G7 Stock Returns," Working Papers 0416, Florida International University, Department of Economics. [Downloadable!]
• Albert E. DePrince, 2005. "Impact of the IBBEA on the Structure of the U.S. Bank System: 1993-2003," Working Papers 200501, Middle Tennessee State University, Department of Economics and Finance. [Downloadable!]

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