Report NEP-FMK-2005-11-07
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:
- Tong, Jian & Xu, Chenggang, 2003. "Financial institutions and the wealth of nations: tales of development," Discussion Paper Series In Economics And Econometrics 0404, Economics Division, School of Social Sciences, University of Southampton.
- 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.
- Häussler, Carolin, 2004. "Does Partnering Pay Off? - Stock Market Reactions to Inter-Firm Collaboration Announcements in Germany," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 14, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- M. Koetter, 2005. "Evaluating the German Bank Merger Wave," Working Papers 05-16, Utrecht School of Economics.
- Ana Fernandes, 2005. "Knowledge, Technology Adoption and Financial Innovation," Diskussionsschriften dp0513, Universitaet Bern, Departement Volkswirtschaft.
- Kugler, Maurice & Oppes, Rossella, 2005. "Collateral and risk sharing in group lending: evidence from an urban microcredit program," Discussion Paper Series In Economics And Econometrics 0504, Economics Division, School of Social Sciences, University of Southampton.
- Michael Thorpe, 2005. "Financial Sector Reform in China," CERT Discussion Papers 0502, Centre for Economic Reform and Transformation, Heriot Watt University.
- Hafedh Bouakez & Nooman Rebei, 2005. "Has Exchange Rate Pass-Through Really Declined in Canada?," Working Papers 05-29, Bank of Canada.
- Arturo C. Porzecanski, 2005. "A Critique of Sovereign Bankruptcy Initiatives," International Finance 0510012, EconWPA.
- Valentín Délano & Felipe Jaque, 2005. "Spreads Soberanos: ¿Diferencian los Inversionistas Internacionales entre Economías Emergentes?," Working Papers Central Bank of Chile 332, Central Bank of Chile.
- Arturo C. Porzecanski, 2005. "Argentina: The Root Cause of the Disaster," International Finance 0510014, EconWPA.
- Greg Rawlings & Brigitte Unger, 2005. "Competing for Criminal Money," Working Papers 05-26, Utrecht School of Economics.
- Alessandro Sansone & Giuseppe Garofalo, 2005. "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Finance 0510026, EconWPA.
- Sue Mialon, 2005. "Efficient Horizontal Mergers: The Effects of Internal Capital Reallocation and Organizational Form," Emory Economics 0522, Department of Economics, Emory University (Atlanta).
- n/a, 1996. "Innovation and export behaviour at the firm level," NIESR Discussion Papers 243, National Institute of Economic and Social Research.
- 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.
- Arturo C. Porzecanski, 2005. "The Constructive Role of Private Creditors," International Finance 0510011, EconWPA.
- Prasad Bidarkota, 2003. "On the Economic Impact of Modeling Non-Linearities: The Asset Pricing Example," Working Papers 0305, Florida International University, Department of Economics.
- Minford, Patrick & Peel, David, 2005. "On the equality of Real Interest Rates across borders in Integrated Capital Markets," Cardiff Economics Working Papers E2005/3, Cardiff University, Cardiff Business School, Economics Section.
- Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas, 2004. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 7, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Lorenzo Cappiello & Nikolaos Panigirtzoglou, 2005. "Estimates of Foreign Exchange Risk Premia: A Pricing Kernel Approach," Working Papers 547, Queen Mary, University of London, School of Economics and Finance.
- Tetsuji Okazaki & Michiru Sawada & Kazuki Yokoyama, 2005. "Measuring 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.
- 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.
- Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang, 2005. "The Emerging Market Crisis and Stock Market Linkages: Further Evidence," IEPR Working Papers 05.27, Institute of Economic Policy Research (IEPR).
- 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.
- Dhillon, Amrita & García-Fronti, Javier & Ghosal, Sayantan & Miller, Marcus, 2005. "Bargaining and Sustainability: The Argentine Debt Swap of 2005," CEPR Discussion Papers 5236, C.E.P.R. Discussion Papers.
- 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.
- Victor Pontines & Reza Siregar, 2005. "External Debt and Exchange Rate Overshooting: The Case of Selected East Asian Countries," International Finance 0510022, EconWPA.
- 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.
- Tong, Jian, 2005. "Credit rationing and firms in oligopoly," Discussion Paper Series In Economics And Econometrics 0505, Economics Division, School of Social Sciences, University of Southampton.
- 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.
- 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.
- 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.
- Beckmann, Daniela & Menkhoff, Lukas & Sawischlewski, Katja, 2005. "Robust Lessons about Practical Early Warning Systems," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-322, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- C.J.M. Kool, 2005. "What Drives ECB Monetary Policy?," Working Papers 05-03, Utrecht School of Economics.
- 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.
- 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.
- Nora Dihel & Blanka Kalinova, 2004. "Services Barriers and their Economic Impact: Examples of Banking and Telecommunications Services in Selected Transition Economies," OECD Trade Policy Papers 7, OECD Publishing.
- Zulfiqar Hyder & Sardar Shah, 2005. "Exchange Rate Pass-Through to Domestic Prices in Pakistan," Macroeconomics 0510021, EconWPA.
- Hakenes, Hendrik & Schnabel, Isabel, 2004. "Banks without Parachutes - Competitive Effects of Government Bail-out Policies," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 8, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Arturo C. Porzecanski, 2005. "Bankruptcy Lite," International Finance 0510013, EconWPA.
- Nicolas Magud & Carmen M. Reinhart, 2005. "Capital Controls: An Evaluation," University of Oregon Economics Department Working Papers 2005-19, University of Oregon Economics Department.
- Lengwiler, Yvan & Wolfstetter, Elmar G., 2005. "Bid Rigging. An Analysis of Corruption in Auctions," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 39, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Bertrand Candelon & C.J.M. Kool & K. Raabe & T. van Veen, 2005. "The fundamentals behind the real exchange rate developments of the new EU members," Working Papers 05-09, Utrecht School of Economics.
- 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.
- Fiorella De Fiore & Harald Uhlig, 2005. "Bank finance versus bond finance: what explains the differences between US and Europe?," SFB 649 Discussion Papers SFB649DP2005-042, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Stefano DellaVigna & Joshua Pollet, 2005. "Investor Inattention, Firm Reaction, and Friday Earnings Announcements," NBER Working Papers 11683, National Bureau of Economic Research, Inc.
- 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.
- Bühler, Wolfgang & Koziol, Christian, 2004. "Banking Regulation and Financial Accelerators: A One-Period Model with Unlimited Liability," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 17, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Item repec:eab:macroe:636 is not listed on IDEAS anymore
- Item repec:col:000145:001413 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.
- Chinn,M.D. & Ito,H., 2005. "What matters for financial development? : capital controls, institutions, and interactions," Working papers 4, Wisconsin Madison - Social Systems.
- Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2004. "Does Anonymity Matter in Electronic Limit Order Markets?," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 3, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- 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.
- LaFond, Ryan, 2005. "Is the Accrual Anomaly a Global Anomaly?," Working papers 27856, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Geraats, P.M., 2005. "The Mystique of Central Bank Speak," Cambridge Working Papers in Economics 0543, Faculty of Economics, University of Cambridge.
- Klaus Gugler & Dennis C. Mueller & B. Burcin Yurtoglu, 2005. "The determinants of merger waves," Working Papers 05-15, Utrecht School of Economics.
- Ralf Brüggemann & Helmut Lütkepohl, 2005. "Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe," SFB 649 Discussion Papers SFB649DP2005-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Antonio Nicolo' & Loriana Pelizzon, 2005. "Credit Derivatives: Capital Requirements and Strategic Contracting," "Marco Fanno" Working Papers 0006, Dipartimento di Scienze Economiche "Marco Fanno".
- Nymoen, Ragnar, 2005. "Evaluating a Central Bank’s Recent Forecast Failure," Memorandum 22/2005, Oslo University, Department of Economics.
- Item repec:yca:wpaper:1 is not listed on IDEAS anymore
- Item repec:oec:traaab:7-fr is not listed on IDEAS anymore
- Andre Santos & Joao Tusi & Newton Da Costa Jr & Sergio Da Silva, 2005. "Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers," Finance 0510030, EconWPA.
- Heitor Almeida & Thomas Philippon, 2005. "The Risk-Adjusted Cost of Financial Distress," NBER Working Papers 11685, National Bureau of Economic Research, Inc.
- Pål Boug & Ådne Cappelen & Torbjørn Eika, 2005. "Exchange Rate Pass-through in a Small Open Economy," Discussion Papers 429, Research Department of Statistics Norway.
- 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.
- M.C.J. van Rooij & C.J.M. Kool & H.M. Prast, 2005. "Risk-return preferences in the pension domain: are people able to choose?," Working Papers 05-04, Utrecht School of Economics.
- Carolyn Currie, 2005. "A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks," Working Paper Series 143, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- 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.
- n/a, 1996. "Laying the foundations of numeracy: a comparison of primary school textbooks in Britain, Germany and," NIESR Discussion Papers 247, National Institute of Economic and Social Research.
- Fred Ramb & Markus Reitzig, 2005. "Who do you trust while Shares are on a Roler-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.
- Enzo Giacomini & Wolfgang Härdle, 2005. "Value-at-Risk Calculations with Time Varying Copulae," SFB 649 Discussion Papers SFB649DP2005-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Item repec:col:000138:001413 is not listed on IDEAS anymore
- Dimitrios Tsomocos & Lea Zicchino, 2005. "On Modelling Endogenous Default," FMG Discussion Papers dp548, Financial Markets Group.
- 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.
- José M. Marín & Francesco Franzoni, 2005. "Portable alphas from pension mispricing," Economics Working Papers 894, Department of Economics and Business, Universitat Pompeu Fabra.
- Junning Cai, 2005. "Currency Manipulation versus Current Account Manipulation," International Finance 0510023, EconWPA.
- Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago, 2005. "Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach," SFB 649 Discussion Papers SFB649DP2005-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Sascha Mergner & Jan Bulla, 2005. "Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques," Finance 0510029, EconWPA.
- Geraats, P.M, 2005. "Transparency of Monetary Policy: Theory and Practice," Cambridge Working Papers in Economics 0549, Faculty of Economics, University of Cambridge.