NEP-FIN-2006-05-13

This file is part of IDEAS, which uses RePEc data

Report NEP-FIN-2006-05-13

This is the archive for NEP-FIN, a report on new working papers in the area of Finance. Philip Yu issued this report. It is usually issued weekly.

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

Lilia Filipova, 2006. "Endogenous Information and Privacy in Automobile Insurance Markets," Discussion Paper Series 284, Universitaet Augsburg, Institute for Economics. [Downloadable!]
Diana Marina Del COlle, & Paolo Finaldi Russo & Andrea Generale, 2006. "The Causes and Consequences of Venture Capital Financing. An Analysis based on a Sample of Italian Firms," Temi di discussione (Economic working papers) 584, Bank of Italy, Economic Research Department. [Downloadable!]
Marcello Pericoli & Massimo Sbracia, 2006. "The CAPM and the risk appetite index; theoretical differences and empirical similarities," Temi di discussione (Economic working papers) 586, Bank of Italy, Economic Research Department. [Downloadable!]
Michael Fritsch & Dirk Schilder, 2006. "Does Venture Capital Investment Really Require Spatial Proximity? An Empirical Investigation," Papers on Entrepreneurship, Growth and Public Policy 2006-14, Max Planck Institute of Economics, Entrepreneurship, Growth and Public Policy Group. [Downloadable!]
Georges Dionne & Sadok Laajimi & Sofiane Mejri & Madalina Petrescu, 2006. "Estimation of the Default Risk of Publicly Traded Canadian Companies," Cahiers de recherche 0613, CIRPEE. [Downloadable!]
Alexei Karas & William Pyle & Koen Schoors, 2006. "Sophisticated Discipline in Nascent Deposit Markets: Evidence from Post-Communist Russia," Middlebury College Working Paper Series 0607, Middlebury College, Department of Economics. [Downloadable!]
Long Chen & Ralitsa Petkova & Lu Zhang, 2006. "The Expected Value Premium," NBER Working Papers 12183, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Eiji Ogawa & Junko Shimizu, 2006. "Stabilization of Effective Exchange Rates Under Common Currency Basket Systems," NBER Working Papers 12198, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Justin Wolfers & Eric Zitzewitz, 2006. "Interpreting Prediction Market Prices as Probabilities," NBER Working Papers 12200, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Andrew Ang & Li Gu & Yael V. Hochberg, 2006. "Is IPO Underperformance a Peso Problem?," NBER Working Papers 12203, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
John Y. Campbell & Yves Nosbusch, 2006. "Intergenerational Risksharing and Equilibrium Asset Prices," NBER Working Papers 12204, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Márcio Gomes Pinto Garcia & Juliana Salomão, 2006. "Alongamento dos títulos de renda fixa no Brasil," Textos para discussÃ£o 515, Department of Economics PUC-Rio (Brazil). [Downloadable!]
Márcio Gomes Pinto Garcia & Bernando S. de M. Carvalho, 2006. "Ineffective controls on capital inflows under sophisticated financial markets: Brazil in the nineties," Textos para discussÃ£o 516, Department of Economics PUC-Rio (Brazil). [Downloadable!]
Horst Entorf & Jochen Moebert & Katja Sonderhof, 2006. "The Foreign Exchange Rate Exposure of Nations," Darmstadt Discussion Papers in Economics 169, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
Antony Unwin & Martin Theus & Wolfgang Härdle, 2006. "Exploratory Graphics of a Financial Dataset," SFB 649 Discussion Papers SFB649DP2006-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Jörg Polzehl & Vladimir Spokoiny, 2006. "Varying coefficient GARCH versus local constant volatility modeling. Comparison of the predictive power," SFB 649 Discussion Papers SFB649DP2006-033, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Denis Belomestny & Markus Reiß, 2006. "Spectral calibration of exponential Lévy Models [1]," SFB 649 Discussion Papers SFB649DP2006-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Denis Belomestny & Markus Reiß, 2006. "Spectral calibration of exponential Lévy Models [2]," SFB 649 Discussion Papers SFB649DP2006-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Denis Belomestny & John Schoenmakers, 2006. "A jump-diffusion Libor model and its robust calibration," SFB 649 Discussion Papers SFB649DP2006-037, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Denis Belomestny & Grigori Milstein, 2006. "Adaptive Simulation Algorithms for Pricing American and Bermudian Options by Local Analysis of Financial Market," SFB 649 Discussion Papers SFB649DP2006-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Marco CUCCULELLI & Giacinto MICUCCI, 2006. "Entrepreneurship, Inherited Control and Firm Performance in Italian SMEs," Working Papers 258, Universita' Politecnica delle Marche (I), Dipartimento di Economia. [Downloadable!]

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

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