Report NEP-FMK-2005-07-18

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The following items were anounced in this report:

• Alexander K. Koch & Albrecht Morgenstern, 2005. "From Team Spirit to Jealousy: The Pitfalls of Too Much Transparency," IZA Discussion Papers 1661, Institute for the Study of Labor (IZA). [Downloadable!]
• Kris James Mitchener & Marc D. Weidenmier, 2005. "Supersanctions and Sovereign Debt Repayment," NBER Working Papers 11472, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Francis X. Diebold & Canlin Li, 2004. "Forecasting the Term Structure of Government Bond Yields," CFS Working Paper Series 2004/09, Center for Financial Studies. [Downloadable!]
• HE Shu-Quan, 2004. "Analysis on Major Issues in International Investment Agreements and Future Options," SHU Economics Working Papers 2004002, Department of Economics, Shanghai University.
• Joreg Bibow, 2005. "Refocusing the ECB on Output Stabilization and Growth through Inflation Targeting?," Macroeconomics 0507017, EconWPA. [Downloadable!]
• John Christensen & Mark Hampton, 2005. "Exploring the relationship between tourism and offshore finance in small island economies: lessons from Jersey," International Finance 0507006, EconWPA. [Downloadable!]
• Luis Fernando Melo Velandia & Oscar reinaldo Becerra Camargo, . "Medidas de Riesgo, Características y Técnicas de Medición: Una Aplicación del VAR y el ES a la Tasa Interbancaria de Colombia," Borradores de Economia 343, Banco de la Republica de Colombia. [Downloadable!]
• Item repec:col:000070:001099 is not listed on IDEAS anymore

• William N. Goetzmann & Jeffrey D. Fisher, 2005. "The Performance of Real Estate Portfolios: A Simulation Approach," Yale School of Management Working Papers ysm456, Yale School of Management. [Downloadable!]
• Sean D. Campbell & Francis X. Diebold, 2004. "Weather Forecasting for Weather Derivatives," CFS Working Paper Series 2004/10, Center for Financial Studies. [Downloadable!]
• Eberhard Feess & Ulrich Hege, 2004. "The Basel II Accord: Internal Ratings and Bank Differentiation," CFS Working Paper Series 2004/25, Center for Financial Studies. [Downloadable!]
• Richard T. Baillie & Rehim Kilic, 2005. "Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly?," Working Papers 543, Queen Mary, University of London, Department of Economics. [Downloadable!]
• Manuel Ammann & Axel Kind & Christian Wilde, 2005. "Simulation-Based Pricing of Convertible Bonds," Finance 0507015, EconWPA. [Downloadable!]
• Yonghyup Oh, 2004. "International Capital Market Imperfections: Evidence from Geographical Features of International Consumption Risk Sharing," Finance Working Papers 351, East Asian Bureau of Economic Research. [Downloadable!]
• Peter F. Christoffersen & Francis X. Diebold, 2004. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," CFS Working Paper Series 2004/08, Center for Financial Studies. [Downloadable!]
• Lenno Uusküla & Peeter Luikmel & Jana Kask, 2005. "Critical Levels of Debt?," Bank of Estonia Working Papers 2005-3, Bank of Estonia, revised 10 Oct 2005. [Downloadable!]
• HE Shu-Quan, 2004. "National Key FDI Policies and International Investment Agreements Development," SHU Economics Working Papers 2004001, Department of Economics, Shanghai University.
• Gabor Vadas, 2005. "Modelling Households' Savings and Dwellings Investment - A Portfolio Choice Approach," Macroeconomics 0507013, EconWPA. [Downloadable!]
• Sydney C. Ludvigson & Serena Ng, 2005. "The Empirical Risk-Return Relation: A Factor Analysis Approach," NBER Working Papers 11477, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Andreas Jobst, 2004. "The Basle Securitisation Framework Explained: The Regulatory Treatment of Asset Securitisation," CFS Working Paper Series 2004/21, Center for Financial Studies. [Downloadable!]
• Patric H. Hendershott & Gwilym Pryce, 2005. "The Sensitivity of Homeowner Leverage to the Deductibility of Home Mortgage Interest," NBER Working Papers 11489, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Janek Uiboupin, 2005. "Short-Term Effects of Foreign Bank Entry on Bank Performance in Selected CEE Countries," Bank of Estonia Working Papers 2005-4, Bank of Estonia, revised 10 Oct 2005. [Downloadable!]
• Daniel Schmidt, 2004. "Private equity-, stock- and mixed asset-portfolios: A bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio allocations," CFS Working Paper Series 2004/12, Center for Financial Studies. [Downloadable!]
• Genevieve Verdier, 2005. "The (Much Understated) Quantitative Role of Capital Accumulation and Saving," Macroeconomics 0507015, EconWPA. [Downloadable!]
• Hadi Soesastro, 2005. "Accelerating ASEAN Economic Integration: Moving Beyond AFTA," Macroeconomics Working Papers 526, East Asian Bureau of Economic Research. [Downloadable!]
• René Lalonde, 2005. "Endogenous Central Bank Credibility in a Small Forward-Looking Model of the U.S. Economy," Working Papers 05-16, Bank of Canada. [Downloadable!]
• Shubhasis Dey, 2005. "Lines of Credit and Consumption Smoothing: The Choice between Credit Cards and Home Equity Lines of Credit," Working Papers 05-18, Bank of Canada. [Downloadable!]
• Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005. "Modeling Bond Yields in Finance and Macroeconomics," CFS Working Paper Series 2005/03, Center for Financial Studies. [Downloadable!]
• Item repec:pqs:wpaper:0282005 is not listed on IDEAS anymore

• Gianfranco Atzeni & Claudio Piga, 2005. "R&D investment, Credit Rationing and Sample Selection," Discussion Paper Series 2005_6, Department of Economics, Loughborough University, revised Jun 2005. [Downloadable!]
• Michael W. Brandt & Francis X. Diebold, 2004. "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," CFS Working Paper Series 2004/07, Center for Financial Studies. [Downloadable!]
• Mauricio Avella Gómez, . "The Shock- Absorber Role of the Internal Public Debt in Colombia, 1923-2003," Borradores de Economia 342, Banco de la Republica de Colombia. [Downloadable!]
• Elena Carletti & Vittoria Cerasi & Sonja Daltung, 2004. "Multiple-bank lending: diversification and free-riding in monitoring," CFS Working Paper Series 2004/18, Center for Financial Studies. [Downloadable!]
• Ladislav Wintr & Paolo Guarda & Abdelaziz Rouabah, 2005. "Estimating the natural interest rate for the euro area and Luxembourg," BCL working papers cahier_etude_15, Central Bank of Luxembourg. [Downloadable!]
• Federico Agustín Alcalde Bessia & María Teresa Casparri, 2005. "Extreme Value Theory: the bivariate case and an application for assesing risks," Risk and Insurance 0507003, EconWPA. [Downloadable!]
• Item repec:col:000070:001098 is not listed on IDEAS anymore

• Günter Franke & Jan Pieter Krahnen, 2005. "Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations," CFS Working Paper Series 2005/06, Center for Financial Studies. [Downloadable!]
• Markus Haas & Stefan Mittnik & Bruce Mizrach, 2005. "Assessing Central Bank Credibility During the ERM Crises: Comparing Option and Spot Market-Based Forecasts," CFS Working Paper Series 2005/09, Center for Financial Studies. [Downloadable!]
• Niloy Bose & Rebecca Neumann, 2005. "Explaining the Trend and the Diversity in the Evolution of the Stock Market," Center for European, Governance and Economic Development Research (cege) Discussion Papers 47, Center for European, Governance and Economic Development Research, University of Goettingen (Germany).. [Downloadable!]
• William N. Goetzmann & Ravi Dhar, 2005. "Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty," Yale School of Management Working Papers ysm457, Yale School of Management. [Downloadable!]
• Cesare Imbriani, Antonio Lopes, 2005. "Banking System Efficiency and the Dualistic Development of the Italian Economy in the Nineties," CELPE Discussion Papers 92, CELPE (Centre of Labour Economics and Economic Policy), University of Salerno, Italy. [Downloadable!]
• Michael Greenstone & Paul Oyer & Annette Vissing-Jorgensen, 2005. "Mandated Disclosure, Stock Returns, and the 1964 Securities Acts Amendments," NBER Working Papers 11478, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Marco Arena, 2005. "Bank Failures and Bank Fundamentals: A Comparative Analysis of Latin America and East Asia during the Nineties using Bank-Level Data," Working Papers 05-19, Bank of Canada. [Downloadable!]
• Lars Peter Hansen & John Heaton & Nan Li, 2005. "Consumption Strikes Back?: Measuring Long-Run Risk," NBER Working Papers 11476, National Bureau of Economic Research, Inc.
• Dirk Krueger & Harald Uhlig, 2005. "Competitive Risk Sharing Contracts with One-Sided Commitment," CFS Working Paper Series 2005/07, Center for Financial Studies. [Downloadable!]
• Fernando Rubio, 2005. "Caso Soros," Finance 0507013, EconWPA. [Downloadable!]
• Shin-ichi Fukuda & Satoshi Koibuchi, 2005. "The Impacts of "Shock Therapy" under a Banking Crisis : Experiences from Three Large Bank Failures in Japan," CIRJE F-Series CIRJE-F-351, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Zheng Liu & Evi Pappa, . "Gains from Coordination in a Multi-Sector Open Economy: Does it Pay to be Different?," Working Papers 296, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2004. "Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets," CFS Working Paper Series 2004/19, Center for Financial Studies. [Downloadable!]
• Lars Norden & Martin Weber, 2004. "The comovement of credit default swap, bond and stock markets: an empirical analysis," CFS Working Paper Series 2004/20, Center for Financial Studies. [Downloadable!]
• Laura X.L. Liu & Jerold B. Warner & Lu Zhang, 2005. "Momentum Profits and Macroeconomic Risk," NBER Working Papers 11480, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," CFS Working Paper Series 2005/02, Center for Financial Studies. [Downloadable!]
• Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Volatility Forecasting," CFS Working Paper Series 2005/08, Center for Financial Studies. [Downloadable!]
• M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005. "Global Business Cycles and Credit Risk," NBER Working Papers 11493, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Chang-Soo Lee, 2003. "The Effect of Labor Market Institutions on FDI Inflows," Labor Economics Working Papers 343, East Asian Bureau of Economic Research. [Downloadable!]
• Fan Wang, 2005. "Beat The Market," Game Theory and Information 0507006, EconWPA. [Downloadable!]
• Anat Bracha & Jeremy Gray & Rustam Ibragimov & Boaz Nadler & Dmitry Shapiro & Glena Ames & Donald J. Brown, 2005. "Randomized Sign Test for Dependent Observations on Discrete Choice under Risk," Cowles Foundation Discussion Papers 1526, Cowles Foundation, Yale University. [Downloadable!]
• Günter Coenen & Volker Wieland, 2004. "Exchange-Rate Policy and the Zero Bound on Nominal Interest," CFS Working Paper Series 2004/14, Center for Financial Studies. [Downloadable!]
• Yung Chul Park & Wonho Song & Yunjong Wang, 2003. "Finance and Economic Development in East Asia," Finance Working Papers 366, East Asian Bureau of Economic Research. [Downloadable!]
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin (Ginger) Wu, 2005. "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk," CFS Working Paper Series 2005/04, Center for Financial Studies. [Downloadable!]
• Yung Chul Park & Wonho Song & Yunjong Wang, 2005. "Finance and Economic Development in Korea," Finance Working Papers 530, East Asian Bureau of Economic Research. [Downloadable!]
• Heather Montgomery & Satoshi Shimizutani, 2005. "The Effectiveness of Bank Recapitalization in Japan," Hi-Stat Discussion Paper Series d05-105, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
• Item repec:tky:fseres:2005cj135 is not listed on IDEAS anymore

• Jessica Holmes & Jonathan Isham & Ryan Petersen & Paul Sommers, 2005. "Does Relationship Lending Still Matter in the Consumer Banking Sector? Evidence from Two Financial Service Organizations in Vermont," Middlebury College Working Paper Series 0511, Middlebury College, Department of Economics. [Downloadable!]
• Baris Serifsoy, 2007. "Stock Exchange Business Models and Their Operative Performance - Empirical Evidence," Working Paper Series: Finance and Accounting 158, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2004. "Realized Beta: Persistence and Predictability," CFS Working Paper Series 2004/16, Center for Financial Studies. [Downloadable!]
• Francois-Éric Racicot & Raymond Théoret, 2005. "Calibrage économétrique de processus stochastiques avec applications aux données boursières, bancaires et cambiales canadiennes," RePAd Working Paper Series UQO-DSA-wp0292005, Département des sciences administratives, UQO. [Downloadable!]
• Mahito Okura & Norihiro Kasuga, 2005. "Financial Instability and Life Insurance Demand," Risk and Insurance 0507002, EconWPA. [Downloadable!]
• Ari A. Perdana, 2005. "Risk Management for the Poor and Vulnerable," Macroeconomics Working Papers 527, East Asian Bureau of Economic Research. [Downloadable!]
• Tom Downes & Shane Greenstein, 2005. "Understanding Why Universal Service Obligations May Be Unnecessary: The Private Development of Local Internet Access Markets," Discussion Papers Series, Department of Economics, Tufts University 0516, Department of Economics, Tufts University. [Downloadable!]

This page was last updated on 2008-7-20.