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Report NEP-FMK-2005-10-15
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:
Lorenzo Cappiello & Nikolaos Panigirtzoglou, 2005.
"Estimates of Foreign Exchange Risk Premia: A Pricing Kernel Approach ,"
Working Papers
547, Queen Mary, University of London, Department of Economics.
[Downloadable!] Prasad Bidarkota & J. Huston McCulloch, 2003.
"News or Noise? Signal Extraction Can Generate Volatility Clusters From IID Shocks ,"
Working Papers
0304, Florida International University, Department of Economics.
[Downloadable!] Chinn,M.D. & Ito,H., 2005.
"What matters for financial development? : capital controls, institutions, and interactions ,"
Working papers
4, Wisconsin Madison - Social Systems.
[Downloadable!] Sue Mialon, 2005.
"Efficiency of Internal Capital Markets and Horizontal Mergers in Oligopoly ,"
Emory Economics
0522, Department of Economics, Emory University (Atlanta).
[Downloadable!] Prasad Bidarkota, 2003.
"On the Economic Impact of Modeling Non-Linearities: The Asset Pricing Example ,"
Working Papers
0305, Florida International University, Department of Economics.
[Downloadable!] LaFond, Ryan, 2005.
"Is the Accrual Anomaly a Global Anomaly? ,"
Working papers
27856, Massachusetts Institute of Technology (MIT), Sloan School of Management.
[Downloadable!] Dimitrios Tsomocos & Lea Zicchino, 2005.
"On Modelling Endogenous Default ,"
FMG Discussion Papers
dp548, Financial Markets Group.
[Downloadable!] (restricted) Stefano DellaVigna & Joshua Pollet, 2005.
"Investor Inattention, Firm Reaction, and Friday Earnings Announcements ,"
NBER Working Papers
11683, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Shin-ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima, 2005.
"Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress ,"
CIRJE F-Series
CIRJE-F-364, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!] Joe Chen, 2005.
"The Market Structure of Nasdaq Dealer Markets and Quoting Conventions ,"
CIRJE F-Series
CIRJE-F-357, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!] Tetsuji Okazaki & Michiru Sawada & Ke Wang, 2005.
"The Fall of "Organ Bank" Relationships During the Wave of Bank Failures and Consolidations: Experience in Pre-war Japan ,"
CIRJE F-Series
CIRJE-F-379, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!] Tetsuji Okazaki & Michiru Sawada & Kazuki Yokoyama, 2005.
"the Extent and Implications of Director Interlocking in the Pre-war Japanese Banking Industry ,"
CIRJE F-Series
CIRJE-F-355, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!] Francois-Éric Racicot & Raymond Théoret, 2005.
"De l'évaluation du risque de crédit ,"
RePAd Working Paper Series
UQO-DSA-wp0322005, Département des sciences administratives, UQO.
[Downloadable!] Michael Thorpe, 2005.
"Financial Sector Reform in China ,"
CERT Discussion Papers
0502, Centre for Economic Reform and Transformation, Heriot Watt University.
[Downloadable!] Andreoni,J. & Che,Y.-K. & Kim,J., 2006.
"Asymmetric information about rivals' types in standard auctions : an experiment ,"
Working papers
6, Wisconsin Madison - Social Systems.
[Downloadable!] Lee,J. & Chinn,M.D., 2004.
"Current account and real exchange rate dynamics in the G-7 countries ,"
Working papers
11, Wisconsin Madison - Social Systems.
[Downloadable!] Naohiko Baba & Motoharu Nakashima & Yousuke Shigemi & Kazuo Ueda, 2005.
"The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market ,"
CIRJE F-Series
CIRJE-F-374, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!] José M. Marín & Francesco Franzoni, 2005.
"Portable Alphas from Pension Mispricing ,"
Economics Working Papers
894, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!] Arturo C. Porzecanski, 2005.
"The Constructive Role of Private Creditors ,"
International Finance
0510011, EconWPA.
[Downloadable!] Arief Ramayandi, 2005.
"ASEAN Monetary Cooperationation: Issues and Prospects ,"
Macroeconomics Working Papers
636, East Asian Bureau of Economic Research.
[Downloadable!] James Laurenceson, .
"China’s exchange rate policy: the case against abandoning the dollar peg ,"
EAERG Discussion Paper Series
0105, School of Economics, University of Queensland, Australia.
[Downloadable!] Arturo C. Porzecanski, 2005.
"Argentina: The Root Cause of the Disaster ,"
International Finance
0510014, EconWPA.
[Downloadable!] Nora Dihel & Blanka Kalinova, 2004.
"Obstacles aux échanges de services et leur incidence économique : Exemples de services bancaires et de télécommunications dans certaines économies en transition ,"
OECD Trade Policy Working Papers
7, OECD Trade Directorate.
[Downloadable!] Geraats, P.M., 2005.
"The Mystique of Central Bank Speak ,"
Cambridge Working Papers in Economics
0543, Faculty of Economics, University of Cambridge.
[Downloadable!] Néstor Adrián Amado & Ana María Cerro & Osvaldo Meloni, 2005.
"Making Explosive Cocktails: recipes and costs for 26 Crises from 1823 to 2003 ,"
Economic History
0510001, EconWPA.
[Downloadable!] Arturo C. Porzecanski, 2005.
"Bankruptcy Lite ,"
International Finance
0510013, EconWPA.
[Downloadable!] Item repec:yca:wpaper:1 is not listed on IDEAS anymore
Carmen Díaz-Roldán & Oscar Bajo-Rubio, .
"Vulnerability to Shocks in EMU: 1991-2004 ,"
Working Papers on International Economics and Finance
05-08, FEDEA.
[Downloadable!] Nora Dihel & Blanka Kalinova, 2004.
"Services Barriers and their Economic Impact: Examples of Banking and Telecommunications Services in Selected Transition Economies ,"
OECD Trade Policy Working Papers
7, OECD Trade Directorate.
[Downloadable!] Helena Marques & Sushanta Mallick, 2004.
"Sectoral Exchange Rate Pass-through: A Tale of Two Policy Regimes in India ,"
Discussion Paper Series
2004_12, Department of Economics, Loughborough University, revised Mar 2004.
[Downloadable!] Enrique G. Mendoza, 2005.
"Real Exchange Rate Volatility and the Price of Nontradables in Sudden-Stop-Prone Economies ,"
NBER Working Papers
11691, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Nymoen, Ragnar, 2005.
"Evaluating a Central Bank’s Recent Forecast Failure ,"
Memorandum
22/2005, Oslo University, Department of Economics.
[Downloadable!] Fred Ramb & Markus Reitzig, 2005.
"Who do you trust while Shares are on a Roller-Coaster Ride? Balance Sheet and Patent Data as Sources of Investor Information During Volatile Market Times ,"
DRUID Working Papers
05-15, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
[Downloadable!] Arturo C. Porzecanski, 2005.
"A Critique of Sovereign Bankruptcy Initiatives ,"
International Finance
0510012, EconWPA.
[Downloadable!] Yoshiro Miwa & J. Mark Ramseyer, 2005.
"Trade Credit, Bank Loans, and Monitoring: Evidence from Japan ,"
CIRJE F-Series
CIRJE-F-381, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!] Heitor Almeida & Thomas Philippon, 2005.
"The Risk-Adjusted Cost of Financial Distress ,"
NBER Working Papers
11685, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Kazuo Ueda, 2005.
"The Bank of Japan's Struggle with the Zero Lower Bound on Nominal Interest Rates: Exercises in Expectations Management ,"
CIRJE F-Series
CIRJE-F-375, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!] Pål Boug, Ådne Cappelen and Torbjørn Eika, 2005.
"Exchange Rate Pass-through in a Small Open Economy ,"
Discussion Papers
429, Research Department of Statistics Norway.
[Downloadable!] Philip Inyeob Ji & Jae H. Kim, 2005.
"Real Interest Rate Linkages in the Pacific Basin Region ,"
Monash Econometrics and Business Statistics Working Papers
23/05, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!] Jacobs, Jan P.A.M. & Kuper, Gerard H. & Lestano, 2005.
"Currency crises in Asia: a multivariate logit approach ,"
CCSO Working Papers
200506, University of Groningen, CCSO Centre for Economic Research.
[Downloadable!] Helena Marques, 2004.
"The skilled U-shaped Europe: is it really and on which side does it stand? ,"
Discussion Paper Series
2004_06, Department of Economics, Loughborough University, revised Mar 2004.
[Downloadable!] This page was last updated on 2008-10-12.
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