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Report NEP-FMK-2005-08-13
This is the archive for NEP-FMK , a report on new working papers in the area of Financial Markets. Carolina Valiente issued this report. It is usually issued weekly.Subscribe to this report: email or RSS Other reports in NEP-FMK
The following items were anounced in this report:
Michael R. King & Rasmus Fatum, 2005.
"The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar ,"
Working Papers
05-21, Bank of Canada.
[Downloadable!] Steffen Huck & Kai A. Konrad & Wieland Müller, 2005.
"Merger without Cost Advantages ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Hui Huang & Yi Wang & Yiming Wang & John Whalley & Shunming Zhang, 2005.
"A Trade Model with an Optimal Exchange Rate Motivated by Current Discussion of a Chinese Renminbi Float ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Vesa Kanniainen & Seppo Kari & Jouko Ylä-Liedenpohja, 2005.
"The Start-Up and Growth Stages in Enterprise Formation: The New View of Dividend Taxation Reconsidered ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2005.
"What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Carsten Hefeker, 2005.
"Uncertainty, Wage Setting and Decision Making in a Monetary Union ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Ondrej Schneider & Jan Zápal, 2005.
"Fiscal Policy in New EU Member States – Go East, Prudent Man! ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Johannes Becker & Clemens Fuest, 2005.
"Does Germany Collect Revenue from Taxing Capital Income? ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Heikki Oksanen, 2005.
"Actuarial Neutrality across Generations Applied to Public Pensions under Population Ageing: Effects on Government Finances and National Saving ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Jesús Crespo-Cuaresma & Balázs Égert & Ronald MacDonald, 2005.
"Non-Linear Exchange Rate Dynamics in Target Zones: A Bumpy Road towards a Honeymoon - Some Evidence from the ERM, ERM2 and Selected New EU Member States ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Yin-Wong Cheung & Kon S. Lai, 2005.
"Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: Evidence from Dual Exchange Rates in Developing Countries ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Schabert, Andreas, 2005.
"Money Supply and the Implementation of Interest Rate Targets ,"
CEPR Discussion Papers
5094, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Dell''Ariccia, Giovanni & Marquez, Robert, 2005.
"Lending Booms and Lending Standards ,"
CEPR Discussion Papers
5095, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Canova, Fabio & Favero, Carlo A, 2005.
"Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey ,"
CEPR Discussion Papers
5101, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Bauer, Thomas & Sinning, Mathias, 2005.
"The Savings Behaviour of Temporary and Permanent Migrants in Germany ,"
CEPR Discussion Papers
5102, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Ju, Jiandong & Wei, Shang-Jin, 2005.
"Endowment Versus Finance: A Wooden Barrel Theory of International Trade ,"
CEPR Discussion Papers
5109, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Favero, Carlo A, 2005.
"Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns ,"
CEPR Discussion Papers
5110, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Sorensen, Bent E & Wu, Yi-Tsung & Yosha, Oved & Zhu, Yu, 2005.
"Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth ,"
CEPR Discussion Papers
5113, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Hurd, Matthew & Salmon, Mark & Schleicher, Christoph, 2005.
"Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index ,"
CEPR Discussion Papers
5114, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Pavlova, Anna & Rigobon, Roberto, 2005.
"Wealth Transfers, Contagion and Portfolio Constraints ,"
CEPR Discussion Papers
5117, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Boone, Jan & Goeree, Jacob K., 2005.
"Optimal Privatization Using Qualifying Auctions ,"
CEPR Discussion Papers
5118, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Li, Fei & Ueda, Masako, 2005.
"CEO-Firm Match and Principal-Agent Problem ,"
CEPR Discussion Papers
5119, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Laeven, Luc & Levine, Ross, 2005.
"Is There a Diversification Discount in Financial Conglomerates? ,"
CEPR Discussion Papers
5121, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Devriese, Johan & Mitchell, Janet, 2005.
"Liquidity Risk in Securities Settlement ,"
CEPR Discussion Papers
5123, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Flandreau, Marc & Jobst, Clemens, 2005.
"The Ties that Divide. A Network Analysis of the International Monetary System ,"
CEPR Discussion Papers
5129, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Asici, Ahmet Atil & Ivanova, Nadezhda & Wyplosz, Charles, 2005.
"How to Exit from Fixed Exchange Rate Regimes ,"
CEPR Discussion Papers
5141, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) DeMiguel, Victor & Garlappi, Lorenzo & Uppal, Raman, 2005.
"How Inefficient is the 1/N Asset-Allocation Strategy? ,"
CEPR Discussion Papers
5142, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Cerny, Ales & Miles, David K & Schmidt, Lubomir, 2005.
"The Impact of Changing Demographics and Pensions on The Demand for Housing and Financial Assets ,"
CEPR Discussion Papers
5143, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Schmitz, Patrick W., 2005.
"Allocating Control in Agency Problems with Limited Liability and Sequential Hidden Actions ,"
CEPR Discussion Papers
5145, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Garlappi, Lorenzo & Uppal, Raman & Wang, Tan, 2005.
"Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach ,"
CEPR Discussion Papers
5148, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Altissimo, Filippo & Benigno, Pierpaolo & Rodriguez Palenzuela, Diego, 2005.
"Long-Run Determinants of Inflation Differentials in a Monetary Union ,"
CEPR Discussion Papers
5149, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Huang, Yongfu & Temple, Jonathan, 2005.
"Does External Trade Promote Financial Development? ,"
CEPR Discussion Papers
5150, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Giannetti, Mariassunta & Ongena, Steven, 2005.
"Financial Integration and Entrepreneurial Activity: Evidence from Foreign Bank Entry in Emerging Markets ,"
CEPR Discussion Papers
5151, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Acharya, Viral V & Yorulmazer, Tanju, 2005.
"Cash-in-the-Market Pricing and Optimal Bank Bailout Policy ,"
CEPR Discussion Papers
5154, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Gersbach, Hans & Hahn, Volker, 2005.
"Voting Transparency in a Monetary Union ,"
CEPR Discussion Papers
5155, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Kraay, Aart & Ventura, Jaume, 2005.
"The Dot-Com Bubble, the Bush Deficits, and the US Current Account ,"
CEPR Discussion Papers
5157, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Steven A. Sass, 2004.
"Reforming The UK Retirement System: Privatization Plus A Safety Net ,"
Issues in Brief
gib3, Center for Retirement Research.
[Downloadable!] Ralf Brueggemann & Helmut Luetkepohl, 2004.
"A Small Monetary System for the Euro Area Based on German Data ,"
Economics Working Papers
ECO2004/24, European University Institute.
[Downloadable!] Alexis Anagnostopoulos, 2004.
"Consumption and Debt Dynamics with (Rarely Binding) Borrowing Constraints ,"
Economics Working Papers
ECO2004/34, European University Institute.
[Downloadable!] Alexis Anagnostopoulos, 2004.
"Potential Welfare Losses from Financial Autarky and Trade Sanctions ,"
Economics Working Papers
ECO2004/35, European University Institute.
[Downloadable!] Marcelo Resende, 2005.
"Mergers and Acquisitions Waves in the U.K.: a Markov-Switching Approach ,"
Economics Working Papers
ECO2005/04, European University Institute.
[Downloadable!] Ralf Brueggemann & Helmut Luetkepohl, 2005.
"Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe ,"
Economics Working Papers
ECO2005/08, European University Institute.
[Downloadable!] Martin Hoesli & Elion Jani & André Bender, 2005.
"Monte Carlo Simulations for Real Estate Valuation ,"
FAME Research Paper Series
rp148, International Center for Financial Asset Management and Engineering.
[Downloadable!] Martin Hoesli & Jon Lekander, 2005.
"Suggested vs. Actual Institutional Allocattion to Real Estate in Europe: A Matter of Size ,"
FAME Research Paper Series
rp149, International Center for Financial Asset Management and Engineering.
[Downloadable!] Philippe Gaud & Martin HOesli & André Bender, 2005.
"Debt Equity Choice in Europe ,"
FAME Research Paper Series
rp152, International Center for Financial Asset Management and Engineering.
[Downloadable!] Nicoletta Ferro, 2005.
"Value Through Diversity: Microfinance and Islamic Finance and Global Banking ,"
Working Papers
2005.87, Fondazione Eni Enrico Mattei.
[Downloadable!] John Krainer & Mark Spiegel & Nobuyoshi Yamori, 2005.
"Asset price declines and real estate market illiquidity: evidence from Japanese land values ,"
Working Paper Series
2004-16, Federal Reserve Bank of San Francisco.
[Downloadable!] Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005.
"Modeling bond yields in finance and macroeconomics ,"
Working Paper Series
2005-04, Federal Reserve Bank of San Francisco.
[Downloadable!] Andrew K. Rose & Mark M. Spiegel, 2005.
"Offshore financial centers: parasites or symbionts? ,"
Working Paper Series
2005-05, Federal Reserve Bank of San Francisco.
[Downloadable!] Michelle L. Barnes & Jose Lopez, 2005.
"Alternative measures of the Federal Reserve banks' cost of equity capital ,"
Working Paper Series
2005-06, Federal Reserve Bank of San Francisco.
[Downloadable!] Michele Cavallo & Kate Kisselev & Fabrizio Perri & Nouriel Roubini, 2005.
"Exchange rate overshooting and the costs of floating ,"
Working Paper Series
2005-07, Federal Reserve Bank of San Francisco.
[Downloadable!] Duffy, Michael, 2005.
"Comparing the Stock Market and Iowa Land Values: A Question of Timing ,"
Staff General Research Papers
12401, Iowa State University, Department of Economics.
[Downloadable!] Luca Bindelli, 2005.
"Systematic monetary policy and persistence ,"
Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)
05.07, Université de Lausanne, Faculté des HEC, DEEP.
[Downloadable!] Sanjit Dhami & Ali al-Nowaihi, 2005.
"Alice Through the Looking Glass: Strategic Monetary and Fiscal Policy Interaction in a Liquidity Trap ,"
Discussion Papers in Economics
05/17, Department of Economics, University of Leicester, revised Aug 2006.
[Downloadable!] Thorsten Beck & Asli Demirguc-Kunt & Ross Levine, 2005.
"Bank Supervision and Corruption in Lending ,"
NBER Working Papers
11498, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Luc Laeven & Ross Levine, 2005.
"Is There a Diversification Discount in Financial Conglomerates? ,"
NBER Working Papers
11499, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Thorsten Beck & Asli Demirguc-Kunt & Ross Levine, 2005.
"Bank Concentration and Fragility: Impact and Mechanics ,"
NBER Working Papers
11500, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Leonid Kogan & Dmitry Livdan & Amir Yaron, 2005.
"Futures Prices in a Production Economy with Investment Constraints ,"
NBER Working Papers
11509, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Menzie Chinn & Jeffrey Frankel, 2005.
"Will the Euro Eventually Surpass the Dollar as Leading International Reserve Currency? ,"
NBER Working Papers
11510, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Michael P. Dooley & David Folkerts-Landau & Peter M. Garber, 2005.
"Savings Gluts and Interest Rates: The Missing Link to Europe ,"
NBER Working Papers
11520, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Menzie D. Chinn, 2005.
"A Primer on Real Effective Exchange Rates: Determinants, Overvaluation, Trade Flows and Competitive Devaluation ,"
NBER Working Papers
11521, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams, 2005.
"Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models ,"
NBER Working Papers
11523, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Andrea Frazzini & Owen A. Lamont, 2005.
"Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns ,"
NBER Working Papers
11526, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Item repec:oec:dafaaa:1-en is not listed on IDEAS anymore
Item repec:oec:dafaaa:5-en is not listed on IDEAS anymore
Helmut Reisen & Marcelo Soto & Thomas Weithöner, 2004.
"Financing Global and Regional Public Goods Through ODA: Analysis and Evidence from the OECD Creditor Reporting System ,"
OECD Development Centre Working Papers
232, OECD, Development Centre.
[Downloadable!] Stefan Dercon & Tessa Bold & Joachim De Weerdt & Alula Pankhurst, 2004.
"Extending Insurance?: Funeral Associations in Ethiopia and Tanzania ,"
OECD Development Centre Working Papers
240, OECD, Development Centre.
[Downloadable!] Torsten Sløk & Mike Kennedy, 2004.
"Factors Driving Risk Premia ,"
OECD Economics Department Working Papers
385, OECD, Economics Department.
[Downloadable!] Anne-Marie Brook & Franck Sédillot & Patrice Ollivaud, 2004.
"Channels for Narrowing the US Current Account Deficit and Implications for Other Economies ,"
OECD Economics Department Working Papers
390, OECD, Economics Department.
[Downloadable!] Anne-Laure Baldi & Nanno Mulder, 2004.
"The Impact of Exchange Rate Regimes on Real Exchange Rates in South America, 1990-2002 ,"
OECD Economics Department Working Papers
396, OECD, Economics Department.
[Downloadable!] Peter Hoeller & Claude Giorno & Christine de la Maisonneuve, 2004.
"One Money, One Cycle?: Making Monetary Union a Smoother Ride ,"
OECD Economics Department Working Papers
401, OECD, Economics Department.
[Downloadable!] Francesca Colombo & Nicole Tapay, 2004.
"The Slovak Health Insurance System and The Potential Role for Private Health Insurance: Policy Challenges ,"
OECD Health Working Papers
11, OECD, Directorate for Employment, Labour and Social Affairs.
[Downloadable!] Thomas C. Buchmueller & Agnes Couffinhal, 2004.
"Private Health Insurance in France ,"
OECD Health Working Papers
12, OECD, Directorate for Employment, Labour and Social Affairs.
[Downloadable!] Francesca Colombo & Nicole Tapay, 2004.
"Private Health Insurance in OECD Countries: The Benefits and Costs for Individuals and Health Systems ,"
OECD Health Working Papers
15, OECD, Directorate for Employment, Labour and Social Affairs.
[Downloadable!] Carlos F. alves & Victor Mendes, 2005.
"Institutional Investor Activism: Does the Portfolio Management Skill Matter? ,"
FEP Working Papers
184, Universidade do Porto, Faculdade de Economia do Porto.
[Downloadable!] Gary S. Shea, 2005.
" Financial Market Analysis Can Go Mad (in the search for irrational behaviour during the South Sea Bubble) ,"
CDMA Working Paper Series
0508, Centre for Dynamic Macroeconomic Analysis.
[Downloadable!] Susan Thorp & George Milunovich, 2005.
"Asymmetric Risk and International Portfolio Choice ,"
Research Paper Series
160, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!] Silvio John Camilleri, 2005.
"An Analysis of the Profitability, Risk and Growth Indicators of Banks Operating In Malta ,"
Finance
0507021, EconWPA.
[Downloadable!] Theodore Panagiotidis, 2005.
"Market Efficiency and the Euro: The case of the Athens Stock Exchange ,"
Finance
0507022, EconWPA.
[Downloadable!] J.Ramon Martinez-Resano, 2005.
"Size And Heterogeneity Matter. A Microstructure-Based Analysis Of Regulation Of Secondary Markets For Government Bonds ,"
Finance
0508007, EconWPA.
[Downloadable!] Eric Thivant & Laid Bouzidi, 2005.
"The economics of Information Technologies Standards & ,"
Industrial Organization
0507007, EconWPA.
[Downloadable!] Fatih Guvenen, 2005.
"Do Stockholders Share Risk More Effectively Than Non- stockholders? ,"
Macroeconomics
0508006, EconWPA.
[Downloadable!] Özgür Kýbrýs & Serkan Küçükþenel, 2005.
"Trade rules for uncleared markets ,"
Microeconomics
0508002, EconWPA.
[Downloadable!] Bernard Paranque & Marcelline Grondin, 2005.
"Structure De Financement Et Comportement De Stockage Et D’Accumulation Des Firmes ,"
Microeconomics
0508003, EconWPA.
[Downloadable!] Nils Soguel & Simon Iogna-Prat & Toni Beutler, 2005.
"Comparatif des finances cantonales et communales / Comparison of Cantonal and Municipal Finances ,"
Public Economics
0507015, EconWPA, revised 05 Aug 2005.
[Downloadable!] Ryo Horii & Ryoji Ohdoi & Kazuhiro Yamamoto, 2005.
"Finance, Technology and Inequality in Economic Development ,"
Discussion Papers in Economics and Business
05-08-Rev, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP), revised Aug 2005.
[Downloadable!] Khalid Sekkat & Marie-Ange Veganzones-Varoudakis, 2005.
"Trade and Foreign Exchange Liberalization, Investment Climate and FDI in the MENA ,"
Working Papers DULBEA
05-06.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA).
[Downloadable!] Pierre-Guillaume Méon & Laurent Weill, 2005.
"Can Mergers in Europe Help Banks Hedge Against Macroeconomic Risk? ,"
Working Papers DULBEA
05-08.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA).
[Downloadable!] Michel Beine & Oscar Bernal, 2005.
"Why do central banks intervene secretly? Preliminary evidence from the BoJ ,"
Working Papers DULBEA
05-09.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA).
[Downloadable!] Ariane Chapelle & Ariane Szafarz, 2005.
"Controlling Firms through the Majority Voting Rule ,"
Working Papers DULBEA
05-05.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA).
[Downloadable!] Prasad V. Bidarkota, 2005.
"Risk Premia in Forward Foreign Exchange Markets: A Comparison of Signal Extraction and Regression Methods ,"
Working Papers
0501, Florida International University, Department of Economics.
[Downloadable!] Prasad V. Bidarkota & Brice V. Dupoyet, 2004.
"The Impact of Fat Tails on Equilibrium Rates of Return and Term Premia ,"
Working Papers
0411, Florida International University, Department of Economics.
[Downloadable!] Prasad Bidarkota & Khurshid M. Kiani, 2004.
"No Predictable Components in G7 Stock Returns ,"
Working Papers
0416, Florida International University, Department of Economics.
[Downloadable!] This page was last updated on 2009-11-22.
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