Report NEP-FIN-2005-12-09

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Piotr Wdowinski, 2005. "Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Piotr Wdowinski & Aneta Zglinska-Pietrzak, 2005. "The Warsaw Stock Exchange Index WIG: Modelling and Forecasting," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Jan-Egbert Sturm & Barry Williams, 2005. "What Determines Differences in Foreign Bank Efficiency? Australian Evidence," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Kazuo Ogawa & Elmer Sterken & Ichiro Tokutsu, 2005. "Bank Control and the Number of Bank Relations of Japanese Firms," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Bruno Maria Parigi & Loriana Pelizzon, 2005. "Diversification and Ownership Concentration," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Charles Ka Yui Leung, 2005. "Equilibrium Correlation of Asset Price and Return," Departmental Working Papers _175, Chinese University of Hong Kong, Department of Economics. [Downloadable!]
• Bacchetta, Philippe & van Wincoop, Eric, 2005. "Rational Inattention: A Solution to the Forward Discount Puzzle," CEPR Discussion Papers 5261, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Huizinga, Harry, 2005. "The EU Deposit Insurance Directive: Does One Size Fit All?," CEPR Discussion Papers 5277, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Pesaran, M Hashem & Zaffaroni, Paolo, 2005. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management," CEPR Discussion Papers 5279, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Chen, Zhaohui & Wilhelm Jr, William J, 2005. "The Industrial Organization of Financial Market Information Production," CEPR Discussion Papers 5314, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Inderst, Roman & Mueller, Holger M, 2005. "Keeping the Board in the Dark: CEO Compensation and Entrenchment," CEPR Discussion Papers 5315, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Kim, Don H. & Orphanides, Athanasios, 2005. "Term Structure Estimation with Survey Data on Interest Rate Forecasts," CEPR Discussion Papers 5341, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Schotman, Peter C & Zalewska, Ania, 2005. "Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets," CEPR Discussion Papers 5352, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Lettau, Martin & van Nieuwerburgh, Stijn, 2005. "Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability," CEPR Discussion Papers 5355, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Berrebi, Claude & Klor, Esteban F, 2005. "The Impact of Terrorism Across Industries: An Empirical Study," CEPR Discussion Papers 5360, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Fernandez, Pablo, 2005. "Financial literature about discounted cash flow valuation," IESE Research Papers D/606, IESE Business School. [Downloadable!]
• Fernandez, Pablo, 2005. "The value of tax shields with a fixed book-value leverage ratio," IESE Research Papers D/612, IESE Business School. [Downloadable!]
• Fernandez, Pablo, 2005. "The value of tax shields depends only on the net increases of debt," IESE Research Papers D/613, IESE Business School. [Downloadable!]
• Ed Hopkins & Tatiana Kornienko, 2005. "Methods of Comparison in Games of Status," ESE Discussion Papers 138, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
• Jorge Miguel Ventura Bravo & Carlos Manuel Pereira da Silva, 2005. "Immunization Using a Parametric Model of the Term Structure," Economics Working Papers 19_2005, University of Évora, Department of Economics (Portugal). [Downloadable!]
• Bernardo Bortolotti, 2005. "Italy’s Privatization Process and Its Implications for China," Working Papers 2005.118, Fondazione Eni Enrico Mattei. [Downloadable!]
• Michael McAleer & Riaz Shareef & Bernardo da Veiga, 2005. "Risk Management of Daily Tourist Tax Revenues for the Maldives," Working Papers 2005.137, Fondazione Eni Enrico Mattei. [Downloadable!]
• Hind Sami, 2005. "Financial Distress and Reputational Concerns," Working Papers 0509, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure. [Downloadable!]
• Gaspar, Raquel M. & Schmidt, Thorsten, 2005. "Quadratic Portfolio Credit Risk models with Shot-noise Effects," Working Paper Series in Economics and Finance 616, Stockholm School of Economics. [Downloadable!]
• Ekholm, Karolina & Hakkala, Katariina, 2005. "The Effect of Offshoring on Labor Demand: Evidence from Sweden," Working Paper Series 654, Research Institute of Industrial Economics. [Downloadable!]
• Georges Dionne & Geneviève Gauthier & Khemais Hammami & Mathieu Maurice & Jean-Guy Simonato, 2005. "Default Risk in Corporate Yield Spreads," Cahiers de recherche 0532, CIRPEE. [Downloadable!]
• Thomas Papon, 2004. "The effect of precommitment and past-experience on insurance choices : an experimental study," Cahiers de la Maison des Sciences Economiques b04083, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
• Gunther Capelle-Blancard & Jézabel Couppey-Soubeyran & Laurent Soulat, 2005. "The measurement of financial intermediation in Japan," Cahiers de la Maison des Sciences Economiques bla05080, Université Panthéon-Sorbonne (Paris 1), revised Nov 2005. [Downloadable!]
• Frederic S. Mishkin, 2005. "How Big a Problem is Too Big to Fail?," NBER Working Papers 11814, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Tano Santos & Pietro Veronesi, 2005. "Cash-Flow Risk, Discount Risk, and the Value Premium," NBER Working Papers 11816, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Andrew Ang & Joseph Chen & Yuhang Xing, 2005. "Downside Risk," NBER Working Papers 11824, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Stephen G. Cecchetti & Lianfi Li, 2005. "Do Capital Adequacy Requirements Matter for Monetary Policy?," NBER Working Papers 11830, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Francois-Éric Racicot & Raymond Théoret, 2005. "L'assurance de portefeuille: Simulations en Visual Basic de portefeuilles visant à reproduire les flux monétaires de stratégies d'options," RePAd Working Paper Series UQO-DSA-wp0332005, Département des sciences administratives, UQO. [Downloadable!]
• Wing-Keung Wong & Jun Du & Terence Tai-Leung Chong, 2005. "Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan," SCAPE Policy Research Working Paper Series 0512, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
• Oskar Kowalewski & Krzysztof Jackowicz, 2005. "Why Companies Go Private in Emerging Markets? Evidence from Poland," Finance 0511013, EconWPA. [Downloadable!]
• Martina Nardon, 2005. "Valuing defaultable bonds: an excursion time approach," Finance 0511015, EconWPA. [Downloadable!]
• Marc Henrard, 2005. "Libor Market Model and Gaussian HJM explicit approaches to option on composition," Finance 0511016, EconWPA, revised 07 Dec 2005. [Downloadable!]
• Daniela Russo & Terry L. Hart & M. C. Malaguti & Chryssa Papathanassiou, 2004. "Governance of securities clearing and settlement systems," Occasional Paper Series 21, European Central Bank. [Downloadable!]
• Michael Ehrmann & Marcel Fratzscher, 2005. "How should central banks communicate?," Working Paper Series 557, European Central Bank. [Downloadable!]
• José Fajardo & Ernesto Mordecki, 2005. "Duality and Derivative Pricing with Lévy Processes," IBMEC RJ Economics Discussion Papers 2005-01, Economics Research Group, IBMEC Business School - Rio de Janeiro. [Downloadable!]
• José Fajardo, 2005. "Equivalent Martingale Measures and Lévy Processes," IBMEC RJ Economics Discussion Papers 2005-07, Economics Research Group, IBMEC Business School - Rio de Janeiro. [Downloadable!]
• Daniel Ferreira & Emanuel Ornelas & John L. Turner, 2005. "Ownership Structure and the Market for Corporate Control," IBMEC RJ Economics Discussion Papers 2005-09, Economics Research Group, IBMEC Business School - Rio de Janeiro. [Downloadable!]
• José Fajardo & Ernesto Mordecki, 2005. "Duality and Derivative Pricing with Time-Changed Lévy Processes," IBMEC RJ Economics Discussion Papers 2005-12, Economics Research Group, IBMEC Business School - Rio de Janeiro. [Downloadable!]
• Chaiki Hara & Atsushi Kajii, 2004. "Risk-Free Bond Prices in Incomplete Markets with Recursive Utility Functions and Multiple Beliefs," KIER Working Papers 590, Kyoto University, Institute of Economic Research. [Downloadable!]
• Ettore Andreani & Doris Neuberger, 2004. "Relationship Finance by Banks and Non-Bank Institutional Investors: A Review within the Theory of the Firm," Thuenen-Series of Applied Economic Theory 46, University of Rostock, Institute of Economics, Germany. [Downloadable!]
• Doris Neuberger & Christoph Schacht, 2005. "The Number of Bank Relationships of SMEs: A Disaggregated Analysis for the Swiss Loan Market," Thuenen-Series of Applied Economic Theory 52, University of Rostock, Institute of Economics, Germany. [Downloadable!]

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