Report NEP-FIN-2005-10-04

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• John Knight & Stephen Satchell, 2005. "Exact Properties of Measures of Optimal Investment for Institutional Investors," Birkbeck Working Papers in Economics and Finance 0513, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]
• Darcey McVanel, 2005. "The Impact of Unanticipated Defaults in Canada's Large Value Transfer System," Working Papers 05-25, Bank of Canada. [Downloadable!]
• Samuel Hanson & M. Hashem Pesaran & Til Schuermann, 2005. "Firm Heterogeneity and Credit Risk Diversification," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Richard Disney, 2005. "Household Saving Rates and the Design of Social Security Programmes: Evidence from a Country Panel," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Clara Graziano & Annalisa Luporini, 2005. "Ownership Concentration, Monitoring and Optimal Board Structure," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005. "Global Business Cycles and Credit Risk," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Cooper, Ian & Nyborg, Kjell G, 2005. "The Value of Tax Shields IS Equal to the Present Value of Tax Shields," CEPR Discussion Papers 5182, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Menkhoff, Lukas & Rebitzky, Rafael & Schröder, Michael, 2005. "Do Dollar Forecasters Believe too Much in PPP?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-321, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
• Andrea Beltratti & Claudio Morana, 2005. "Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios," ICER Working Papers 23-2005, ICER - International Centre for Economic Research. [Downloadable!]
• Nina Smith & Valdemar Smith & Mette Verner, 2005. "Do Women in Top Management Affect Firm Performance? A Panel Study of 2500 Danish Firms," CIE Discussion Papers 2005-03, University of Copenhagen. Department of Economics. Centre for Industrial Economics. [Downloadable!]
• Marc Henrard, 2005. "Convexity adjustment and delivery option in Australian dollar 90 Day Bills Futures," Finance 0509027, EconWPA. [Downloadable!]
• Nigel Driffield & Vidya Mahambare & Sarmistha Pal, 2005. "How Ownership Structure Affects Capital Structure and Firm Performance? Recent Evidence from East Asia," Finance 0509028, EconWPA. [Downloadable!]
• Yanhua ZHANG, 2005. "Collusion and Commitment in Bank Bailout," Industrial Organization 0509011, EconWPA. [Downloadable!]
• Maria-Teresa Marchica, . "Debt Maturity and the Characteristics of Ownership Structure: An Empirical Investigation of UK Firms," Discussion Papers 05/29, Department of Economics, University of York. [Downloadable!]
• Kadri Männasoo & David G Mayes, 2005. "Investigating the Early Signals of Banking Sector Vulnerabilities in Central and East European Emerging Markets," Bank of Estonia Working Papers 2005-08, Bank of Estonia, revised 10 Oct 2005. [Downloadable!]
• Bernd Kaltenhaeuser, 2003. "Country and sector-specific spillover effects in the euro area, the United States and Japan," Working Paper Series 286, European Central Bank. [Downloadable!]
• Elena Carletti & Philipp Hartmann & Giancarlo Spagnolo, 2003. "Bank mergers, competition and liquidity," Working Paper Series 292, European Central Bank. [Downloadable!]
• Reint Gropp & Gerard Moerman, 2003. "Measurement of contagion in banks’ equity prices," Working Paper Series 297, European Central Bank. [Downloadable!]
• Xavier Freixas & Bruno M. Parigi & Jean-Charles Rochet, 2003. "The lender of last resort - a 21st century approach," Working Paper Series 298, European Central Bank. [Downloadable!]
• Michele Manna, 2004. "Developing statistical indicators of the integration of the euro area banking system," Working Paper Series 300, European Central Bank. [Downloadable!]
• Reint Gropp & Jukka Vesala, 2004. "Deposit insurance, moral hazard and market monitoring," Working Paper Series 302, European Central Bank. [Downloadable!]
• António Afonso & Rolf Strauch, 2004. "Fiscal policy events and interest rate swap spreads - evidence from the EU," Working Paper Series 303, European Central Bank. [Downloadable!]
• Gabe de Bondt & David Marqués, 2004. "The high-yield segment of the corporate bond market: a diffusion modelling approach for the United States, the United Kingdom and the euro area," Working Paper Series 313, European Central Bank. [Downloadable!]
• Alexis Derviz, 2004. "Exchange rate risks and asset prices in a small open economy," Working Paper Series 314, European Central Bank. [Downloadable!]
• Sami Vähämaa, 2004. "Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB," Working Paper Series 315, European Central Bank. [Downloadable!]
• Cornelia Holthausen & Thomas Rønde, 2004. "Cooperation in international banking supervision," Working Paper Series 316, European Central Bank. [Downloadable!]
• Thorsten V. Köppl, 2004. "Risk sharing through financial markets with endogenous enforcement of trades," Working Paper Series 319, European Central Bank. [Downloadable!]
• Philipp Hartmann & Stefan Straetmans & Caspar G. de Vries, 2004. "Fundamentals and joint currency crises," Working Paper Series 324, European Central Bank. [Downloadable!]
• Gerard A. Moerman, 2004. "Diversification in euro area stock markets: country versus industry," Working Paper Series 327, European Central Bank. [Downloadable!]
• Michael Ehrmann & Marcel Fratzscher, 2004. "Taking stock: monetary policy transmission to equity markets," Working Paper Series 354, European Central Bank. [Downloadable!]
• Peter Christoffersen & Stefano Mazzotta, 2004. "The information content of over-the-counter currency options," Working Paper Series 366, European Central Bank. [Downloadable!]
• Kerstin Bernoth & Jürgen von Hagen & Ludger Schuknecht, 2004. "Sovereign risk premia in the European government bond market," Working Paper Series 369, European Central Bank. [Downloadable!]
• Thorsten V. Koeppl & Cyril Monnet, 2004. "Guess what: it's the settlements!," Working Paper Series 375, European Central Bank. [Downloadable!]
• Cornelia Holthausen & Jens Tapking, 2004. "Raising rival's costs in the securities settlement industry," Working Paper Series 376, European Central Bank. [Downloadable!]
• Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla, 2004. "Liquidity, information, and the overnight rate," Working Paper Series 378, European Central Bank. [Downloadable!]
• Olli Castrén, 2004. "Do financial market variables show (symmetric) indicator properties relative to exchange rate returns?," Working Paper Series 379, European Central Bank. [Downloadable!]
• Albert J. Menkveld & Yiu C. Cheung & Frank de Jong, 2004. "Euro area sovereign yield dynamics - the role of order imbalance," Working Paper Series 385, European Central Bank. [Downloadable!]
• Jens Tapking & Jing Yang, 2004. "Horizontal and vertical integration and securities trading and settlement," Working Paper Series 387, European Central Bank. [Downloadable!]
• Astrid Van Landschoot, 2004. "Determinants of euro term structure of credit spreads," Working Paper Series 397, European Central Bank. [Downloadable!]
• Yener Altunbas & David Marqués Ibáñez, 2004. "Mergers and acquisitions and bank performance in Europe: the role of strategic similarities," Working Paper Series 398, European Central Bank. [Downloadable!]
• Leo Kaas, 2004. "Financial market integration and loan competition: when is entry deregulation socially beneficial?," Working Paper Series 403, European Central Bank. [Downloadable!]
• Giulia Iori, 2004. "An analysis of systemic risk in alternative securities settlement architectures," Working Paper Series 404, European Central Bank. [Downloadable!]
• El?d Takáts, 2004. "Banking consolidation and small business lending," Working Paper Series 407, European Central Bank. [Downloadable!]
• Francis Breedon & Paolo Vitale, 2004. "An empirical study of liquidity and information effects of order flow on exchange rates," Working Paper Series 424, European Central Bank. [Downloadable!]
• Paul Ehling & Sofia Brito Ramos, 2005. "Geographic versus industry diversification - constraints matter," Working Paper Series 425, European Central Bank. [Downloadable!]
• Darius P. Miller & John J. Puthenpurackal, 2005. "Security fungibility and the cost of capital - evidence from global bonds," Working Paper Series 426, European Central Bank. [Downloadable!]
• Karlo Kauko, 2005. "Interlinking securities settlement systems - a strategic commitment?," Working Paper Series 427, European Central Bank. [Downloadable!]
• Vicente Pons-Sanz, 2005. "Who benefits from IPO underpricing? Evidence form hybrid bookbuilding offerings," Working Paper Series 428, European Central Bank. [Downloadable!]
• Claudia M. Buch & John C. Driscoll & Charlotte Ostergaard, 2005. "Cross-border diversification in bank asset portfolios," Working Paper Series 429, European Central Bank. [Downloadable!]
• Marco Da Rin & Giovanna Nicodano & Alessandro Sembenelli, 2005. "Public policy and the creation of active venture capital markets," Working Paper Series 430, European Central Bank. [Downloadable!]
• Giacomo Calzolari & Gyöngyi Lóránth, 2005. "Regulation of multinational banks - a theoretical inquiry," Working Paper Series 431, European Central Bank. [Downloadable!]
• Lorenzo Cappiello & Stéphane Guéné, 2005. "Measuring market and inflation risk premia in France and in Germany," Working Paper Series 436, European Central Bank. [Downloadable!]
• Elias Papaioannou, 2005. "What drives international bank flows? Politics, institutions and other determinants," Working Paper Series 437, European Central Bank. [Downloadable!]
• Olli Castrén, 2005. "Estimating and analysing currency options implied risk-neutral density functions for the largest new EU member states," Working Paper Series 440, European Central Bank. [Downloadable!]
• Cyril Monnet & Erwan Quintin, 2005. "Why do financial systems differ? History matters," Working Paper Series 442, European Central Bank. [Downloadable!]
• Simonetta Rosati & Stefania Secola, 2005. "Explaining cross-border large-value payment flows - evidence from TARGET and EURO 1 data," Working Paper Series 443, European Central Bank. [Downloadable!]
• Olli Castrén & Stefano Mazzotta, 2005. "Foreign exchange option and returns based correlation forecasts - evaluation and two applications," Working Paper Series 447, European Central Bank. [Downloadable!]
• Michael Ehrmann & Marcel Fratzscher, 2005. "Transparency, disclosure and the Federal Reserve," Working Paper Series 457, European Central Bank. [Downloadable!]
• Marcus Miller & Olli Castrén & Lei Zhang, 2005. "Capital flows and the US ‘New Economy’ - consumption smoothing and risk exposure," Working Paper Series 459, European Central Bank. [Downloadable!]
• Anete Pajuste, 2005. "Determinants and consequences of the unification of dual-class shares," Working Paper Series 465, European Central Bank. [Downloadable!]
• Michael Ehrmann & Marcel Fratzscher, 2005. "Communication and decision-making by central bank committees - different strategies, same effectiveness?," Working Paper Series 488, European Central Bank. [Downloadable!]
• Katrin Tinn, 2005. "Optimal research in financial markets with heterogeneous private information a rational expectations model," Working Paper Series 493, European Central Bank. [Downloadable!]
• Mariassunta Giannetti & Steven Ongena, 2005. "Financial integration and entrepreneurial activity - evidence from foreign bank entry in emerging markets," Working Paper Series 498, European Central Bank. [Downloadable!]
• Lorenzo Cappiello & Bruno Gérard & Simone Manganelli, 2005. "Measuring comovements by regression quantiles," Working Paper Series 501, European Central Bank. [Downloadable!]
• Bjørn-Roger Wilhelmsen & Andrea Zaghini, 2005. "Monetary policy predictability in the euro area: an international comparison," Working Paper Series 504, European Central Bank. [Downloadable!]
• Wilko Bolt & David Humphrey, 2005. "Public good issues in TARGET - natural monopoly, scale economies, network effects and cost allocation," Working Paper Series 505, European Central Bank. [Downloadable!]
• Henri Pagès & David Humphrey, 2005. "Settlement finality as a public good in large-value payment systems," Working Paper Series 506, European Central Bank. [Downloadable!]
• Alain Durré & Pierre Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Series 515, European Central Bank. [Downloadable!]
• Patrick Van Roy, 2005. "Credit ratings and the standardised approach to credit risk in Basel II," Working Paper Series 517, European Central Bank. [Downloadable!]
• Gabe de Bondt & Benoit Mojon & Natacha Valla, 2005. "Term structure and the sluggishness of retail bank interest rates in euro area countries," Working Paper Series 518, European Central Bank. [Downloadable!]
• Livio Stracca, 2005. "Delegated portfolio management: a survey of the theoretical literature," Working Paper Series 520, European Central Bank. [Downloadable!]
• Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2004. "International equity flows and returns: A quantitative equilibrium approach," Working Paper Series 310, European Central Bank. [Downloadable!]
• Cornelia Holthausen & Jean-Charles Rochet, 2005. "Incorporating a “public good factor” into the pricing of large-value payment systems," Working Paper Series 507, European Central Bank. [Downloadable!]
• Peter Galos & Kimmo Soramäki, 2005. "Systemic risk in alternative payment system designs," Working Paper Series 508, European Central Bank. [Downloadable!]

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