Report NEP-FIN-2005-10-29

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• José De Gregorio, 2005. "Global Imbalances and Exchange Rate Adjustment," Economic Policy Papers Central Bank of Chile 15, Central Bank of Chile. [Downloadable!]
• Jong, C. de, 2005. "The Nature of Power Spikes: a regime-switch approach," Research Paper ERS-2005-052-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
• Charles Grant & Winfried Koeniger, 2005. "Redistributive Taxation and Personal Bankruptcy in US States," IZA Discussion Papers 1805, Institute for the Study of Labor (IZA). [Downloadable!]
• Ray Barrell & Olga Pomerantz & E.Philip Davis, 2004. "Costs of Financial Instability, Household-Sector Balance Sheets and Consumption," NIESR Discussion Papers 243, National Institute of Economic and Social Research. [Downloadable!]
• Stephen E. Haynes & Avik Chakraborty, 2005. "Econometrics of the forward premium puzzle," University of Oregon Economics Department Working Papers 2005-18, University of Oregon Economics Department. [Downloadable!]
• Ana Fernandes, 2005. "Knowledge, Technology Adoption and Financial Innovation," Diskussionsschriften dp0513, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]
• Nicola Bruti-Liberati & Eckhard Platen, 2005. "On the Strong Approximation of Pure Jump Processes," Research Paper Series 164, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
• Andres Gonzalez & Timo Terasvirta & Dick van Dijk, 2005. "Panel Smooth Transition Regression Models," Research Paper Series 165, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
• Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2005. "Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework," Research Paper Series 166, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
• Carl Chiarella & Christina Nikitopoulos-Sklibosios & Erik Schlogl, 2005. "A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps," Research Paper Series 167, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
• Carolyn Currie, 2005. "A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks," Working Paper Series 143, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
• Martin Gervais & Manish Pandey, 2005. "Who Cares about Mortgage Interest Deductibility?," University of Western Ontario, RBC Financial Group Economic Policy Research Institute Working Papers 20059, University of Western Ontario, RBC Financial Group Economic Policy Research Institute. [Downloadable!]
• Alessandro Sansone & Giuseppe Garofalo, 2005. "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Finance 0510026, EconWPA. [Downloadable!]
• Stefano Galluccio & Yann Le Cam, 2005. "Implied Calibration of Stochastic Volatility Jump Diffusion Models," Finance 0510028, EconWPA. [Downloadable!]
• Sascha Mergner & Jan Bulla, 2005. "Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques," Finance 0510029, EconWPA. [Downloadable!]
• Leonel Pérez-Hernández, . "On the Existence of Efficient Hedge for an American Contingent Claim: Discrete Time Market," School of Economics Working Papers EC200505, Universidad de Guanajuato. [Downloadable!]
• Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang, 2005. "The Emerging Market Crisis and Stock Market Linkages: Further Evidence," IEPR Working Papers 05.27, Institute of Economic Policy Research (IEPR). [Downloadable!]
• Ingolf Dittmann & Christian Weiner, 2005. "Selecting Comparables for the Valuation of European Firms," SFB 649 Discussion Papers SFB649DP2005-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Dirk Krueger & Harald Uhlig, 2005. "Competitive Risk Sharing Contracts with One-Sided Commitment," SFB 649 Discussion Papers SFB649DP2005-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Matthias Fengler & Wolfgang Härdle & Enno Mammen, 2005. "A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics," SFB 649 Discussion Papers SFB649DP2005-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago, 2005. "Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach," SFB 649 Discussion Papers SFB649DP2005-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Alexander Schied & Ching-Tang Wu, 2005. "Duality theory for optimal investments under model uncertainty," SFB 649 Discussion Papers SFB649DP2005-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Sep 2005. [Downloadable!]
• Raouf Ghomrasni, 2005. "On Local Times of Ranked Continuous Semimartingales;Application to Portfolio Generating Functions," SFB 649 Discussion Papers SFB649DP2005-043, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Alexander Schied, 2005. "Optimal Investments for Risk- and Ambiguity-Averse Preferences: A Duality Approach," SFB 649 Discussion Papers SFB649DP2005-051, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Aug 2006. [Downloadable!]
• Item repec:stn:sotoec:0504 is not listed on IDEAS anymore

• Bruno Parigi & Loriana Pelizzon, 2005. "Diversification and ownership concentration," "Marco Fanno" Working Papers 0005, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
• Antonio Nicolo' & Loriana Pelizzon, 2005. "Credit Derivatives: Capital Requirements and Strategic Contracting," "Marco Fanno" Working Papers 0006, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
• Carolin Häussler, 2004. "Does Partnering Pay Off? - Stock Market Reactions to Inter-Firm Collaboration Announcements in Germany," Discussion Papers 14, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
• Thierry Foucault & Sophie Moinas & Erik Theissen, 2004. "Does Anonymity Matter in Electronic Limit Order Markets?," Discussion Papers 3, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
• Roland Strausz, 2005. "Optimal Information Revelation by Informed Investors," Discussion Papers 34, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
• Georg Nöldeke & Thomas Tröger, 2005. "A Characterization of the Distributions That Imply Existence of Linear Equilibria in the Kyle-Model," Discussion Papers 43, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
• François Ortalo-Magné & Sven Rady, 2005. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraint," Discussion Papers 50, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
• Mathias Drehmann & Jörg Oechssler & Andreas Roider, 2004. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Discussion Papers 7, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
• Hendrik Hakenes & Isabel Schnabel, 2004. "Banks without Parachutes - Competitive Effects of Government Bail-out Policies," Discussion Papers 8, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
• Allard Bruinshoofd & Clemens J.M. Kool, 2004. "Dutch Corporate Liquidity Management: New Evidence on Aggregation," Working Papers 04-05, Utrecht School of Economics. [Downloadable!]
• Jan Renaud, 2004. "The determination of optimal value of the firm in the short and long run by fine tuning the debt ratio and payout ratio under the new Dutch income tax code," Working Papers 04-07, Utrecht School of Economics. [Downloadable!]
• Michael Koetter, 2004. "The Stability of Efficiency Rankings when Risk-Preferences are different," Working Papers 04-08, Utrecht School of Economics. [Downloadable!]
• Christoph van der Elst, 2004. "Industry-specificities and Size of Corporations: Determinants of Ownership Structures," Working Papers 04-19, Utrecht School of Economics. [Downloadable!]
• Maarten C.J. van Rooij & Clemens J.M. Kool & Henriette M. Prast, 2004. "Risk-return preferences in the pension domain: are people able to choose?," Working Papers 05-04, Utrecht School of Economics. [Downloadable!]
• Sara B. Moeller & Frederik P. Schlingemann & Rene M. Schultz, 2004. "Do Acquirers With More Uncertain Growth Prospects Gain Less From Acquisitions?," Working Papers 05-17, Utrecht School of Economics. [Downloadable!]
• Marc Goergen & Marina Martynova & Luc Renneboog, 2005. "Corporate Governance Convergence: Evidence From Takeover Regulation Reforms in Europe," Working Papers 05-19, Utrecht School of Economics. [Downloadable!]
• Stephanie Rosenkranz & Utz Weitzel, 2005. "Bargaining in Mergers: The Role of Outside Options and Termination Provisions," Working Papers 05-32, Utrecht School of Economics. [Downloadable!]

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