Report NEP-FIN-2006-05-27

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Antonio Scalia, 2006. "Is foreign exchange intervention effective? Some micro-analytical evidence from the Czech Republic," Temi di discussione (Economic working papers) 579, Bank of Italy, Economic Research Department. [Downloadable!]
• Marcello Pericoli & Marco Taboga, 2006. "Canonical term-structure models with observable factors and the dynamics of bond risk premiums," Temi di discussione (Economic working papers) 580, Bank of Italy, Economic Research Department. [Downloadable!]
• John Armour, 2006. "Should we redistribute in insolvency," ESRC Centre for Business Research - Working Papers wp319, ESRC Centre for Business Research. [Downloadable!]
• John Armour, 2006. "Legal capital: an outdated concept," ESRC Centre for Business Research - Working Papers wp320, ESRC Centre for Business Research. [Downloadable!]
• Massimo Guidolin & Stuart Hyde, 2007. "What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model," Working Papers 2006-029, Federal Reserve Bank of St. Louis. [Downloadable!]
• Mariano Selvaggi & Thomas Kirchmaier, 2006. "The Dark Side of Good Corporate Governance:," FMG Discussion Papers dp559, Financial Markets Group. [Downloadable!] (restricted)
• Paola Robotti, 2006. "Hedge Funds and Financial Stability: Explaining the Debate at the Financial Stability Forum," FMG Discussion Papers dp560, Financial Markets Group. [Downloadable!] (restricted)
• Jean-Pierre Zigrand & Jon Danielsson, 2006. "Equilibrium Asset Pricing with Systemic Risk," FMG Discussion Papers dp561, Financial Markets Group. [Downloadable!] (restricted)
• Viviana Fernandez & Brian M. Lucey, 2006. "Portfolio management implications of volatility shifts: Evidence from simulated data," The Institute for International Integration Studies Discussion Paper Series iiisdp131, IIIS. [Downloadable!]
• Colm Kearney & Valerio Poti, 2006. "Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area," The Institute for International Integration Studies Discussion Paper Series iiisdp132, IIIS. [Downloadable!]
• Gregory Birg & Brian M. Lucey, 2006. "Integration Of Smaller European Equity Markets : A Time-Varying Integration Score Analysis," The Institute for International Integration Studies Discussion Paper Series iiisdp136, IIIS. [Downloadable!]
• Thomas Lagoarde-Segot & Brian M. Lucey, 2006. "Portfolio allocations in the Middle East and North Africa," The Institute for International Integration Studies Discussion Paper Series iiisdp141, IIIS. [Downloadable!]
• Ricardo Coehlo & Claire Gilmore & Brian M. Lucey, 2006. "The Evolution of Interdependence in World Equity Markets - Evidence from Minimum Spanning Trees," The Institute for International Integration Studies Discussion Paper Series iiisdp142, IIIS. [Downloadable!]
• Param Silvapulle & Xibin Zhang, 2006. "Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures," Monash Econometrics and Business Statistics Working Papers 9/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Alexander Ludwig & Alexander Zimper, 2004. "Investment Behavior under Ambiguity: The Case of Pessimistic Decision Makers," MEA discussion paper series 04060, Mannheim Research Institute for the Economics of Aging, University of Mannheim. [Downloadable!]
• Barbara Berkel, 2004. "Institutional Determinants of International Equity Portfolios - A Country-Level Analysis," MEA discussion paper series 04061, Mannheim Research Institute for the Economics of Aging, University of Mannheim. [Downloadable!]
• Michel Beine & Pierre-Yves Preumont & Ariane Szafarz, 2006. "Sector diversification during crises: A European perspective," Working Papers DULBEA 06-07.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA). [Downloadable!]
• Prasad Bidarkota & Brice Dupoyet, 2006. "Asset Pricing with Incomplete Information In a Discrete Time Pure Exchange Economy," Working Papers 0603, Florida International University, Department of Economics. [Downloadable!]
• Denis Belomestny & Pavel V. Gapeev, 2006. "An Iteration Procedure for Solving Integral Equations Related to Optimal Stopping Problems," SFB 649 Discussion Papers SFB649DP2006-043, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Henry Dannenberg, 2006. "Die Verlustverteilung des unternehmerischen Forderungsausfallrisikos – Eine simulationsbasierte Modellierung," IWH Discussion Papers 10-06, Halle Institute for Economic Research. [Downloadable!]
• Chiaki Hara & James Huang & Christoph Kuzmics, 2006. "Representative Consumerfs Risk Aversion and Efficient Risk-Sharing Rules," Working Papers 620, Kyoto University, Institute of Economic Research. [Downloadable!]
• Chiaki Hara & James Huang & Christoph Kuzmics, 2006. "Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks," Working Papers 621, Kyoto University, Institute of Economic Research. [Downloadable!]
• Jakob B Madsen & Costas Milas, 2005. "The price-dividend relationship in inflationary and deflationary regimes," Keele Economics Research Papers KERP 2005/09, Centre for Economic Research, Keele University. [Downloadable!]
• Tung Liu & Gary Santoni & Courtenay Cliff Stone, 2005. "Federal Securities Regulations and Stock Market Returns," Working Papers 200501, Ball State University, Department of Economics, revised Jan 2005. [Downloadable!]
• Deborah Cobb-Clark & Vincent A. Hildebrand, 2006. "The Wealth of Mexican Americans," Discussion Papers 519, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University. [Downloadable!]

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