Report NEP-FIN-2006-06-17

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Elisabeth Ledrut, 2006. "A tale of the water-supplying plumber: intraday liquidity provision in payment systems," DNB Working Papers 099, Netherlands Central Bank, Research Department. [Downloadable!]
• Casper G. de Vries & Mandira Sarma & Bjørn N. Jorgensen & Jean-Pierre Zigrand & Jon Danielsson, 2006. "Consistent Measures of Risk," FMG Discussion Papers dp565, Financial Markets Group. [Downloadable!] (restricted)
• Item repec:hal:papers:halshs-00079197_v1 is not listed on IDEAS anymore

• Vincent Bouvatier & Laetitia Lepetit, 2006. "Banks'procyclicality behavior : does provisioning matter ?," Cahiers de la Maison des Sciences Economiques bla06035, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
• Gunther Capelle-Blancard & Nicolas Couderc, 2005. "What drives the market value of firms in the Defense industry ?," Cahiers de la Maison des Sciences Economiques bla06037, Université Panthéon-Sorbonne (Paris 1), revised Apr 2006. [Downloadable!]
• Darmoul Mokhtar, 2006. "The impact of monetary policy signals on the intradaily Euro-dollar volatility," Cahiers de la Maison des Sciences Economiques bla06049, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
• Frédérique Savignac, 2006. "The impact of financial constraints on innovation : evidence from french manufacturing firms," Cahiers de la Maison des Sciences Economiques v06042, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
• Alessandro Beber & Michael W. Brandt, 2006. "Resolving Macroeconomic Uncertainty in Stock and Bond Markets," NBER Working Papers 12270, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Mihir A. Desai & C. Fritz Foley & James R. Hines Jr., 2006. "Capital Structure with Risky Foreign Investment," NBER Working Papers 12276, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Malcolm Baker & Stefan Nagel & Jeffrey Wurgler, 2006. "The Effect of Dividends on Consumption," NBER Working Papers 12288, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Hanming Fang & Michael P. Keane & Dan Silverman, 2006. "Sources of Advantageous Selection: Evidence from the Medigap Insurance Market," NBER Working Papers 12289, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Andrew B. Abel, 2006. "Equity Premia with Benchmark Levels of Consumption: Closed-Form Results," NBER Working Papers 12290, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Roger Gordon & Martin Dietz, 2006. "Dividends and Taxes," NBER Working Papers 12292, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Michelle Lowry & Micah S. Officer & G. William Schwert, 2006. "The Variability of IPO Initial Returns," NBER Working Papers 12295, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Vojislav Maksimovic & Gordon Phillips, 2006. "The Industry Life Cycle and Acquisitions and Investment: Does Firm Organization Matter?," NBER Working Papers 12297, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Clive G. Bowsher & Roland Meeks, 2006. "The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure," Economics Papers 2006-W05, Economics Group, Nuffield College, University of Oxford.
• Rudiger Ahrend & Pietro Catte & Robert Price, 2006. "Factors Behind Low Long-Term Interest Rates," OECD Economics Department Working Papers 490, OECD, Economics Department. [Downloadable!]
• Suleyman Basak & David Cass & Juan Manuel Licari & Anna Pavlova, 2006. "Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints," PIER Working Paper Archive 06-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
• Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2006. "Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence," PIER Working Paper Archive 06-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
• Francois-Éric Racicot & Raymond Théoret, 2006. "Simulations de la couverture delta et de la couverture delta-gamma d’un portefeuille dans le cadre du modèle de Black et Scholes," RePAd Working Paper Series UQO-DSA-wp122006, Département des sciences administratives, UQO. [Downloadable!]
• Krishna G. Iyer & Alicia N. Rambaldi & Kam Ki Tang, 2005. "Measuring Efficiency externalities from Trade and Alternative Forms of Foreign Investment," CEPA Working Papers Series WP042005, School of Economics, University of Queensland, Australia. [Downloadable!]
• Habib Ahmed & C. Paul Hallwood & Stephen M. Miller, 2006. "The Exchange Rate-Investment Nexus and Exchange Rate Instability: Another Reason for 'Fear of Floating'," Working papers 2006-15, University of Connecticut, Department of Economics, revised Jan 2009. [Downloadable!]
• Eckhard Platen, 2005. "Investments for the Short and Long Run," Research Paper Series 163, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
• Andrew J.Y. Yeh & Steven Lim & Ed Vos, 2006. "Path Dependence or Convergence? The Evolution of Corporate Ownership Around the World," Working Papers in Economics 06/07, University of Waikato, Department of Economics. [Downloadable!]
• Özlem Onaran, 2006. "Speculation-led growth and fragility in Turkey: Does EU make a difference or "can it happen again"?," Department of Economics Working Papers wuwp093, Vienna University of Economics and B.A., Department of Economics. [Downloadable!]
• Jedlicka, Lorenz & Jumah, Adusei, 2006. "The Austrian Insurance Industry: A Structure, Conduct and Performance Analysis," Economics Series 189, Institute for Advanced Studies. [Downloadable!]
• Marie Brière, 2006. "Market Reactions to Central Bank Communication Policies : Reading Interest Rate Options Smiles," Working Papers CEB 06-009.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
• Georg Stadtmann, 2006. "Frequent News and Pure Signals: The Case of a Publicly Traded Football Club," Working Papers 0603, International Association of Sports Economists. [Downloadable!]
• Aliprantis, C. D. & Tourky, Rabee, 2004. "Equilibria in Incomplete Assets Economies with Infinite Dimensional Spot Markets," Purdue University Economics Working Papers 1169, Purdue University, Department of Economics. [Downloadable!]

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