Report NEP-FIN-2006-07-28

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Adrien Verdelhan, 2006. "A Habit-Based Explanation of the Exchange Rate Risk Premium," Computing in Economics and Finance 2006 217, Society for Computational Economics. [Downloadable!]
• John Y. Campbell & Jens Hilscher & Jan Szilagyi, 2006. "In Search of Distress Risk," NBER Working Papers 12362, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Tigran Poghosyan & Evzen Kocenda, 2006. "Foreign Exchange Risk Premium Determinants: Case of Armenia," CERGE-EI Working Papers wp297, The Center for Economic Research and Graduate Education - Economic Institute, Prague. [Downloadable!]
• Carlos Bernadell & Joachim Coche & Ken Nyholm, 2006. "A factor risk model with reference returns for the US dollar and Japanese yen bond markets," Working Paper Series 641, European Central Bank. [Downloadable!]
• Reint Gropp & Marco Lo Duca & Jukka Vesala, 2006. "Cross-border bank contagion in Europe," Working Paper Series 662, European Central Bank. [Downloadable!]
• Annalisa Ferrando & Rozália Pál, 2006. "Financing constraints and firms’ cash policy in the euro area," Working Paper Series 642, European Central Bank. [Downloadable!]
• Sophie Claeys & Christa Hainz, 2006. "Acquisition versus greenfield - the impact of the mode of foreign bank entry on information and bank lending rates," Working Paper Series 653, European Central Bank. [Downloadable!]
• George J. Mailath & Georg Noldeke, 2006. "Extreme Adverse Selection, Competitive Pricing, and Market Breakdown," Cowles Foundation Discussion Papers 1573, Cowles Foundation, Yale University. [Downloadable!]
• Kazuhiko Nishina & Nabil Maghrebi & Mark J. Holmes, 2006. "Are Volatility Expectations Characterized By Regime Shifts? Evidence From Implied Volatility Indices," Discussion Papers in Economics and Business 06-20, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP). [Downloadable!]
• Suleyman Basak & David Cass & Juan Manuel Licari & Anna Pavlova, 2006. "Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version," PIER Working Paper Archive 06-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 17 Jul 2006. [Downloadable!]
• Jonathan Lewellen & Stefan Nagel & Jay Shanken, 2006. "A Skeptical Appraisal of Asset-Pricing Tests," NBER Working Papers 12360, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Morten Bennedsen & Kasper M. Nielsen & Francisco Pérez-González & Daniel Wolfenzon, 2006. "Inside the Family Firm: The Role of Families in Succession Decisions and Performance," NBER Working Papers 12356, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Yingjin Hila Gan & Christopher Mayer, 2006. "Agency Conflicts, Asset Substitution, and Securitization," NBER Working Papers 12359, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Sumru G. Altug & Murta Usman, 2006. " Bank Lending with Imperfect Competition and Spillover Effects," CDMA Working Paper Series 0608, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
• Catherine Fuss & Philip Vermeulen, 2006. "The response of firms‘ investment and financing to adverse cash flow shocks - the role of bank relationships," Working Paper Series 658, European Central Bank. [Downloadable!]
• Eric Hillebrand & Gunther Schnabl, 2006. "A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility," Working Paper Series 650, European Central Bank. [Downloadable!]
• Roberto A. De Santis & Melanie Lührmann, 2006. "On the determinants of external imbalances and net international portfolio flows - a global perspective," Working Paper Series 651, European Central Bank. [Downloadable!]
• Irena Grosfeld, 2006. "Ownership concentration and firm performance: Evidence from an emerging market," PSE Working Papers 2006-18, PSE (Ecole normale supérieure). [Downloadable!]
• Christoph Thoenissen, 2006. " Real Exchange Rate Volatility and Asset Market Structure," CDMA Working Paper Series 0609, Centre for Dynamic Macroeconomic Analysis, revised Oct 2006. [Downloadable!]
• Viera Chemlarova & Gunter Schnabl, 2006. "Exchange rate stabilization in developed and underdeveloped capital markets," Working Paper Series 636, European Central Bank. [Downloadable!]
• Mari Maunula, 2006. "The Perceived Value-added of Venture Capital Investors. Evidence from Finnish Biotechnology Industry," Discussion Papers 1030, The Research Institute of the Finnish Economy. [Downloadable!]
• Claus Brand & Daniel Buncic & Jarkko Turunen, 2006. "The impact of ECB monetary policy decisions and communication on the yield curve," Working Paper Series 657, European Central Bank. [Downloadable!]
• Jansen, Pieter W., 2006. "Did capital market convergence lower the effectiveness of the interest rate as a monetary policy tool?," Serie Research Memoranda 0010, Free University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
• Peter Rowland, . "The 90-Day DTF Interest Rate: Why Does It Remain Constant?," Borradores de Economia 371, Banco de la Republica de Colombia. [Downloadable!]
• Patrick Lunnemann & Ladislav Wintr, 2006. "Are internet prices sticky?," Working Paper Series 645, European Central Bank. [Downloadable!]
• Domenico Giannone & Lucrezia Reichlin, 2006. "Does information help recovering structural shocks from past observations?," Working Paper Series 632, European Central Bank. [Downloadable!]
• Jukka Lempa, 2006. "On Infinite Horizon Optimal Stopping of General Random Walk," Discussion Papers 3, Aboa Centre for Economics. [Downloadable!]
• Yongfu Huang, 2006. "Private investment and financial development in a globalized world," Bristol Economics Discussion Papers 06/589, Department of Economics, University of Bristol, UK. [Downloadable!]
• Richhild Moessner, 2006. "Optimal monetary policy with uncertainty about financial frictions," Working Paper Series 639, European Central Bank. [Downloadable!]
• Joshua Aizenman & Daniel Riera-Crichton, 2006. "Real Exchange Rate and International Reserves in the Era of Growing Financial and Trade Integration," NBER Working Papers 12363, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

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