Report NEP-FMK-2005-08-05
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.Subscribe to this report: email or RSS
Other reports in NEP-FMK
The following items were announced in this report:
- Item repec:pse:psecon:2005-20 is not listed on IDEAS anymore
- Christian Calmès & Ying Liu, 2005. "Financial Structure Change and Banking Income: a Canada-U.S. Comparison," RePAd Working Paper Series UQO-DSA-wp0302005, Département des sciences administratives, UQO.
- Joel Fried, 2005. "Elimination of the Foreign Property Rule on Tax Deferred Savings Plans," University of Western Ontario, Economic Policy Research Institute Working Papers 20055, University of Western Ontario, Economic Policy Research Institute.
- Ana Cristina Silva & Gonzalo Chavez, 2004. "Trading Costs for Emerging Market Stocks," Working Papers Economia wp04-04, Instituto de Empresa, Area of Economic Environment.
- Lucio Vinhas de Souza, 2002. "Integrated monetary and exchange rate frameworks: are there empirical differences?," Bank of Estonia Working Papers 2002-2, Bank of Estonia, revised 12 Oct 2002.
- Chrysostomos Mantzavinos & Douglas C. North & Syed Shariq, 2003. "Learning, Institutions, and Economic Performance," Working Paper Series of the Max Planck Institute for Research on Collective Goods 2003_13, Max Planck Institute for Research on Collective Goods.
- Janet Mitchell, 2005. "Financial intermediation theory and implications for the sources of value in structured finance markets," Working Paper Document 71, National Bank of Belgium.
- Miroslav Verbic & Boris Majcen & Renger van Nieuwkoop, 2005. "Sustainability of the Slovenian Pension System: An Analysis with an Overlapping-generations General Equilibrium Model," GE, Growth, Math methods 0507010, EconWPA.
- Alex Trew, 2005. "Finance and Growth: A Critical Survey," CDMA Working Paper Series 200507, Centre for Dynamic Macroeconomic Analysis, revised 15 Apr 2006.
- Item repec:col:000138:001110 is not listed on IDEAS anymore
- Marcela Meirelles Aurelio, 2005. "Do we really know how inflation targeters set interest rates?," Research Working Paper RWP 05-02, Federal Reserve Bank of Kansas City.
- Andreas Freytag, 2002. "Accession to EMU and exchange rate policies in Central Europe - decision under institutional constraints," Bank of Estonia Working Papers 2002-1, Bank of Estonia, revised 12 Oct 2002.
- Item repec:col:000145:001112 is not listed on IDEAS anymore
- Lucio Valerio Spagnolo & Mario Cerrato, 2005. "No euro please, We’re British!," CELPE Discussion Papers 95, CELPE - Centre of Labour Economics and Economic Policy, University of Salerno, Italy.
- Paolo Angelini & Andrea Generale, 2005. "Firm Size Distribution: Do Financial Constraints Explain It All? Evidence From Survey Data," Temi di discussione (Economic working papers) 549, Bank of Italy, Economic Research and International Relations Area.
- Reimo Juks, 2004. "The importance of the bank-lending channel in Estonia: evidence from micro-economic data," Bank of Estonia Working Papers 2004-6, Bank of Estonia, revised 11 Nov 2004.
- Marit Hinnosaar, 2001. "Potential output estimates for Central and East European countries using production function method," Bank of Estonia Working Papers 2001-2, Bank of Estonia, revised 13 Oct 2001.
- Reimo Juks, 2003. "The relationship between REER and trade flows in the context of the equilibrium exchange rate," Bank of Estonia Working Papers 2003-9, Bank of Estonia, revised 11 Nov 2003.
- Rasmus Pikkani, 2000. "The monetary sector under a currency board arrangement : specification and estimation of a model with Estonian data," Bank of Estonia Working Papers 2000-4, Bank of Estonia, revised 13 Oct 2000.
- Christoph Engel, 2003. "Market Definition As a Social Construction (Marktabgrenzung als soziale Konstruktion)," Working Paper Series of the Max Planck Institute for Research on Collective Goods 2003_11, Max Planck Institute for Research on Collective Goods.
- Falko Fecht & Antoine Martin, 2005. "Banks, Markets, and Efficiency," Finance 0507017, EconWPA.
- Item repec:mpg:wpaper:2005_6 is not listed on IDEAS anymore
- Item repec:col:000116:001115 is not listed on IDEAS anymore
- Item repec:emp:wpaper:wp04-17 is not listed on IDEAS anymore
- Andres Vesilind & Ingrid Toming & Raoul Lättemäe, 2001. "Determinants of Estonian Sovereign Credit Rating," Bank of Estonia Working Papers 2001-03, Bank of Estonia, revised 12 Oct 2001.
- Roberto Torrini, 2005. "The profit share and return on capital in Italy: a tentative interpretation," Temi di discussione (Economic working papers) 551, Bank of Italy, Economic Research and International Relations Area.
- Yan Olszewski, 2005. "Building a Better Fund of Hedge Funds: A Fractal and Alpha - Stable Distribution Approach," Finance 0507018, EconWPA, revised 20 Jul 2005.
- Item repec:col:000125:001128 is not listed on IDEAS anymore
- Laura Marta Nuã‘Ez, 2004. "Do Moving Average Rules Make Profits? A Study Using The Madrid Stock Market," Working Papers Economia wp04-03, Instituto de Empresa, Area of Economic Environment.
- Chantal Dupasquier & Patrick N. Osakwe & Shandre M. Thangavelu, 2005. "Choice of Monetary and Exchange Regimes in ECOWAS: An Optimum Currency Area Analysis," SCAPE Policy Research Working Paper Series 0510, National University of Singapore, Department of Economics, SCAPE.
- Iika Korhonen & Mare Randveer, 2000. "Assessment of the Euro\'s implications for European economic development," Bank of Estonia Working Papers 2000-2, Bank of Estonia, revised 11 Oct 2000.
- Item repec:emp:wpaper:wp04-38 is not listed on IDEAS anymore
- Item repec:col:000107:001100 is not listed on IDEAS anymore
- Fernando Rubio, 2005. "Valuation Of Callable Bonds: The Salomon Brothers Aproach," Finance 0507019, EconWPA, revised 23 Jul 2005.
- Juan Santalo, 2004. "Determinants of corporate anti-takeover provisions," Working Papers Economia wp04-28, Instituto de Empresa, Area of Economic Environment.
- Marit Hinnosaar & Hannes Kaadu & Lenno Uusküla, 2005. "Estimating the equilibrium exchange rate of the Estonian kroon," Bank of Estonia Working Papers 2005-2, Bank of Estonia, revised 10 Oct 2005.
- Miguel A. Garcia Cestona & Jordi Surroca & Josep A. Tribo, 2005. "Evolucion de la relacion banca-industria en España," Documentos de Trabajo de EconomÃa de la Empresa db050101, Universidad Carlos III, Departamento de Economía de la Empresa.
- Fabio Filipozzi, 2000. "Equilibrium exchange rate of the Estonian kroon, its dynamics and impacts of deviations," Bank of Estonia Working Papers 2000-3, Bank of Estonia, revised 13 Oct 2005.
- Pavel Okunev, 2005. "Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model," Risk and Insurance 0507004, EconWPA.
- Item repec:col:000138:001123 is not listed on IDEAS anymore
- Laura Marta Nuã‘Ez, 2004. "The problem of variable selection for financial distress: applying GRASP methaeuristics," Working Papers Economia wp04-30, Instituto de Empresa, Area of Economic Environment.
- Zisimos Koustas & Jean-Francois Lamarche, 2005. "Policy-Induced Mean Reversion in the Real Interest Rate?," Working Papers 0503, Brock University, Department of Economics, revised Jul 2005.
- Yongfu Huang & Jonathan Temple, 2005. "Does external trade promote financial development?," Bristol Economics Discussion Papers 05/575, Department of Economics, University of Bristol, UK.
- Gerlinde Fellner & Matthias Sutter, 2005. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Papers on Strategic Interaction 2005-15, Max Planck Institute of Economics, Strategic Interaction Group.
- Andrea Monticini & Giacomo Vaciago, 2005. "Are Europe's Interest Rates led by FED Announcements?," Macroeconomics 0507022, EconWPA.
- Jose Manuel Esteves, 2004. "Implementing and improving the SEI risk management method in a university software project," Working Papers Economia wp04-29, Instituto de Empresa, Area of Economic Environment.
- Item repec:mpg:wpaper:2004_8 is not listed on IDEAS anymore
- Johan Devriese & Janet Mitchell, 2005. "Liquidity risk in securities settlement," Working Paper Research 72, National Bank of Belgium.
- Concepcion Martin, 2004. "Valoración de empresas tecnológicas mediante opciones reales," Working Papers Economia wpe04-05, Instituto de Empresa, Area of Economic Environment.
- Eirik S. Amundsen & Fridrik M. Baldursson & Jørgen Birk Mortensen, 2005. "Price Volatility and Banking in Green Certificate Markets," Discussion Papers 05-08, University of Copenhagen. Department of Economics.
- Item repec:emp:wpaper:wp04-25 is not listed on IDEAS anymore
- Item repec:col:000107:001108 is not listed on IDEAS anymore
- Balàzs Ègert, 2003. "Nominal and real convergence in Estonia: the Balassa-Samuelson (Dis)connection," Bank of Estonia Working Papers 2003-4, Bank of Estonia, revised 10 Oct 2003.
- Raoul Lättemäe, 2001. "Monetary transmission mechanism in Estonia - some theorethical considerations and stylized aspects," Bank of Estonia Working Papers 2001-4, Bank of Estonia, revised 13 Oct 2001.
- Ana Cristina Silva & Gonzalo Chavez, 2004. "Market segmentation and the relative cost of trading american depository receipts," Working Papers Economia wp04-06, Instituto de Empresa, Area of Economic Environment.
- Item repec:col:000107:001102 is not listed on IDEAS anymore
- John Fender, 2005. "The Reform of Local Taxation in the United Kingdom in the Light of The Balance of Funding Review Report," Discussion Papers 05-03, Department of Economics, University of Birmingham.
- Arie Melnik & Oz Shy & Rune Stenbacka, 2005. "Relative Market Share, Leadership and Competition in Concentrated Banking Markets," ICER Working Papers 14-2005, ICER - International Centre for Economic Research.
- Virmantas Kvedaras & Olivier Basdevant, 2002. "Testing the efficiency of emerging markets: the case of the Baltic States," Bank of Estonia Working Papers 2002-9, Bank of Estonia, revised 10 Oct 2002.
- Märten Kress, 2004. "Lending cycles in Estonia," Bank of Estonia Working Papers 2004-3, Bank of Estonia, revised 10 Oct 2004.
- Grand Nathalie & Dropsy Vincent, 2005. "Exchange Rate And Inflation Targeting In Morocco And Tunisia," Macroeconomics 0507018, EconWPA.
- Andres Vesilind & Toivo Kuus, 2005. "Application of investment models in foreign exchange reserve management in Eesti Pank," Bank of Estonia Working Papers 2005-6, Bank of Estonia, revised 10 Oct 2005.
- Julio Orlando De Castro, 2004. "The Fallacy of ´Only the Strong Survive´: The Effects of Extrinsic (...)," Working Papers Economia wp04-07, Instituto de Empresa, Area of Economic Environment.
- Hendrik Hakenes & Isabel Schnabel, 2004. "Banks without Parachutes – Competitive Effects of Government Bail-out Policies," Working Paper Series of the Max Planck Institute for Research on Collective Goods 2004_12, Max Planck Institute for Research on Collective Goods.
- Rasmus Pikkani, 2001. "Monetary transmission mechanism in Estonia - empirical model," Bank of Estonia Working Papers 2001-5, Bank of Estonia, revised 12 Oct 2001.
- Laura Ehrlich & Ülo Kaasik & Anu Randveer, 2002. "The impact of Scandinavian economies on Estonia via foreign trade and direct investments," Bank of Estonia Working Papers 2002-4, Bank of Estonia, revised 12 Nov 2002.
- Paula Albuquerque, 2005. "The interdealer market and the central bank intervention," Working Papers Department of Economics 2005/09, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
- Item repec:col:000116:001120 is not listed on IDEAS anymore
- Item repec:col:000107:001107 is not listed on IDEAS anymore
- Alvaro Aguiar & Manuel M. F. Martins, 2005. "Testing for Asymmetries in the Preferences of the Euro-Area Monetary Policymaker," FEP Working Papers 182, Universidade do Porto, Faculdade de Economia do Porto.
- J L Ford, David Kelsey and W Pang, 2005. "Ambiguity in Financial Markets: Herding and Contrarian Behaviour," Discussion Papers 05-11, Department of Economics, University of Birmingham.