Report NEP-FIN-2006-04-22

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Hernando Vargas & Rocío Betnacourt, . "Pension Fund Managers Behavior In The Foreign Exchange Market," Borradores de Economia 391, Banco de la Republica de Colombia. [Downloadable!]
• Peter Toth & Petr Zemcik, 2006. "What Makes Firms in Emerging Markets Attractive to Foreign Investors? Micro-evidence from the Czech Republic," CERGE-EI Working Papers wp294, The Center for Economic Research and Graduate Education - Economic Institute, Prague. [Downloadable!]
• Guonan Ma, 2006. "Who Pays China’s Bank Restructuring Bill?," Working Papers 2006-04, CEPII research center. [Downloadable!]
• Item repec:col:001043:002462 is not listed on IDEAS anymore

• Meenagh, David & Minford, Patrick & Peel, David, 2006. "Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency," CEPR Discussion Papers 5614, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Renneboog, L.D.R. & Szilagy, Peter G., 2006. "Corporate Restructuring and Bondholder Wealth," Discussion Paper 7, Tilburg University, Tilburg Law and Economic Center. [Downloadable!]
• Frits Bijleveld & Jacques Commandeur & Phillip Gould & Siem Jan Koopman, 2005. "Model-based Measurement of Latent Risk in Time Series with Applications," Tinbergen Institute Discussion Papers 05-118/4, Tinbergen Institute. [Downloadable!]
• Arnoud W.A. Boot & Radhakrishnan Gopaian & Anjan V. Thakor, 2006. "Market Liquidity, Investor Participation and Managerial Autonomy: Why do Firms go Private?," Tinbergen Institute Discussion Papers 06-011/2, Tinbergen Institute. [Downloadable!]
• Arnoud W.A. Boot & Matej Marinc, . "Competition and Entry in Banking: Implications for Stability and Capital Regulation," Tinbergen Institute Discussion Papers 06-015/2, Tinbergen Institute. [Downloadable!]
• Andre Monteiro & Georgi V. Smirnov & Andre Lucas, 2006. "Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk," Tinbergen Institute Discussion Papers 06-024/2, Tinbergen Institute, revised 27 Mar 2006. [Downloadable!]
• Cars Hommes, 2006. "Interacting Agents in Finance," Tinbergen Institute Discussion Papers 06-029/1, Tinbergen Institute. [Downloadable!]
• Jacob Bikker & Laura Spierdijk & Roy Hoevenaars & Pieter Jelle van der Sluis, 2006. "Forecasting Market Impact Costs and Identifying Expensive Trades," DNB Working Papers 095, Netherlands Central Bank, Research Department. [Downloadable!]
• Jan Willem van den End, 2006. "Indicator and boundaries of financial stability," DNB Working Papers 097, Netherlands Central Bank, Research Department. [Downloadable!]
• Brännäs, Kurt & Lönnbark, Carl, 2006. "Effects of Explanatory Variables in Count Data Moving Average Models," UmeÃ¥ Economic Studies 679, Umeå University, Department of Economics. [Downloadable!]
• Quoreshi, Shahiduzzaman, 2006. "LongMemory, Count Data, Time Series Modelling for Financial Application," UmeÃ¥ Economic Studies 673, Umeå University, Department of Economics. [Downloadable!]
• Quoreshi, Shahiduzzaman, 2006. "A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data," UmeÃ¥ Economic Studies 674, Umeå University, Department of Economics. [Downloadable!]
• Quoreshi, Shahiduzzaman, 2006. "Time Series Modelling Of High Frequency Stock Transaction Data," UmeÃ¥ Economic Studies 675, Umeå University, Department of Economics. [Downloadable!]
• Angelov, Nikolay, 2006. "Modelling firm mergers as a roommate problem," Working Paper Series 2006:10, Uppsala University, Department of Economics. [Downloadable!]
• Pau Olivella & Marcos Vera-Hernandez, 2006. "Testing for adverse selection into private medical insurance," IFS Working Papers W06/02, Institute for Fiscal Studies. [Downloadable!]
• Dirk Baur & Brian M. Lucey, 2006. "Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations," The Institute for International Integration Studies Discussion Paper Series iiisdp122, IIIS. [Downloadable!]
• Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty, 2006. "The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests," The Institute for International Integration Studies Discussion Paper Series iiisdp123, IIIS. [Downloadable!]
• Michael B. Devereux & Makoto Saito, 2006. "A Portfolio Theory of International Capital Flows," The Institute for International Integration Studies Discussion Paper Series iiisdp124, IIIS. [Downloadable!]
• Philip R. Lane & Gian Maria Milesi-Ferretti, 2006. "The External Wealth of Nations Mark II: Revised and Extended Estimates of Foreign Assets and Liabilities,1970–2004," The Institute for International Integration Studies Discussion Paper Series iiisdp126, IIIS. [Downloadable!]
• Seppo Pynnönen & Warren P. Hogan & Jonathan A. Batten, 2006. "Dynamic equilibrium correction modelling of yen Eurobond credit spreads," The Institute for International Integration Studies Discussion Paper Series iiisdp127, IIIS. [Downloadable!]
• Simeon Schudy, 2006. "Jüngere Entwicklungen auf dem Risikokapitalmarkt für Biotechnologie in Deutschland," Kiel Working Papers 1270, Kiel Institute for the World Economy. [Downloadable!]
• Philipp Paulus, 2006. "Brüssel, Frankfurt oder Basel - Wo muss das Problem steigender Staatsschulden in der Europäischen Währungsunion gelöst werden?," Otto-Wolff-Institut Discussion Paper Series 01/2006, Otto-Wolff-Institut für Wirtschaftsordnung, Köln, Deutschland. [Downloadable!]
• Mario JAMETTI & Thomas VON UNGERN-STERNBERG, 2006. "Risk Selection in Natural Disaster Insurance -The Case of France," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 06.02, Université de Lausanne, Faculté des HEC, DEEP. [Downloadable!]
• Ricardo J. Caballero & Takeo Hoshi & Anil K. Kashyap, 2006. "Zombie Lending and Depressed Restructuring in Japan," NBER Working Papers 12129, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• John B. Shoven & Sita N. Slavov, 2006. "Political Risk Versus Market Risk in Social Security," NBER Working Papers 12135, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Eugene N. White, 2006. "Bubbles and Busts: The 1990s in the Mirror of the 1920s," NBER Working Papers 12138, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Jules H. van Binsbergen & Michael W. Brandt & Ralph S.J. Koijen, 2006. "Optimal Decentralized Investment Management," NBER Working Papers 12144, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Clemens Sialm, 2006. "Investment Taxes and Equity Returns," NBER Working Papers 12146, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• John Y. Campbell, 2006. "Household Finance," NBER Working Papers 12149, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Ravi Jagannathan & Ann E. Sherman, 2006. "Why Do IPO Auctions Fail?," NBER Working Papers 12151, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Robert Engle & Robert Ferstenberg, 2006. "Execution Risk," NBER Working Papers 12165, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Michael Bleaney & R. Todd Smith, . "Closed-End Fund Betas," Discussion Papers 06/04, University of Nottingham, School of Economics. [Downloadable!]
• Francois-Éric Racicot & Raymond Théoret, 2006. "La simulation de Monte Carlo: forces et faiblesses (avec applications Visual Basic et Matlab et présentation d’une nouvelle méthode QMC)," RePAd Working Paper Series UQO-DSA-wp052006, Département des sciences administratives, UQO. [Downloadable!]
• Pierre-Cyrille Hautcoeur, 2006. "Why and how to measure stock market fluctuations? The early history of stock market indices, with special reference to the French case," PSE Working Papers 2006-10, PSE (Ecole normale supérieure). [Downloadable!]
• Larry Epstein & Martin Schneider, 2006. "Learning Under Ambiguity," RCER Working Papers 527, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
• Centre for the Study of Living Standards, 2005. "What Explains the Canada-US ICT Investment Intensity Gap?," CSLS Research Reports 2005-06, Centre for the Study of Living Standards. [Downloadable!]
• Alessandro Bucciol & Raffaele Miniaci, 2006. "Optimal asset allocation based on utility maximization in the presence of market frictions," "Marco Fanno" Working Papers 0012, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
• Mika Pajarinen & Pekka Ylä-Anttila, 2006. "Omistajuus ja yritysten menestyminen: analyysia suomalaisella aineistolla," Discussion Papers 1007, The Research Institute of the Finnish Economy. [Downloadable!]
• André Farber & Van Huu Nguyen & Quan Hoang Vuong, 2006. "A new proposition on the martingale representation theorem and on the approximate hedging of contingent claim in mean-variance criterion," Working Papers CEB 06-004.RS, Université Libre de Bruxelles, Solvay Business School, Centre Emile Bernheim (CEB). [Downloadable!]
• Alessandro Bucciol & Raffaele Miniaci, 2006. "Optimal Asset Allocation Based on Utility Maximization in the Presence of Market Frictions," Working Papers ubs0605, University of Brescia, Department of Economics. [Downloadable!]
• Paolo Panteghini, 2006. "The Capital Structure of Multinational Companies Under Tax Competition," Working Papers ubs0606, University of Brescia, Department of Economics. [Downloadable!]
• Enrico Minelli & Salvatore Modica, 2006. "Credit Market Failures and Policy," Working Papers ubs0607, University of Brescia, Department of Economics. [Downloadable!]
• Donald Lien & David A. Hennessy, 2005. "Evaluating the Saskatchewan Short-Term Hog Loan Program," Center for Agricultural and Rural Development (CARD) Publications 05-wp385, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
• David A. Hennessy, 2005. "Feeding and the Equilibrium Feeder Animal Price-Weight Schedule," Center for Agricultural and Rural Development (CARD) Publications 05-wp395, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]

This page was last updated on 2008-10-5.