Report NEP-FMK-2005-12-07
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:
- Stephane Guibaud, 2005. "Endogenous Borrowing Constraints in the Presence of Shipping Costs," 2005 Meeting Papers 762, Society for Economic Dynamics.
- Christopher Waller & Aleksander Berentsen, 2005. "Optimal Stabilization Policies in a Model with Financial Intermediation," 2005 Meeting Papers 416, Society for Economic Dynamics.
- Juan Carlos Cordoba, 2005. "U.S. Inequality: Debt Constraints or Incomplete Markets?," 2005 Meeting Papers 235, Society for Economic Dynamics.
- Item repec:dgr:kubtil:200523 is not listed on IDEAS anymore
- Arup Daripa & Simone Varotto, 2005. "Ex Ante Versus Ex Post Regulation of Bank Capital," Birkbeck Working Papers in Economics and Finance 0518, Birkbeck, Department of Economics, Mathematics & Statistics.
- Warren E. Weber, 2005. "Were U.S. State Banknotes Priced as Securities?," 2005 Meeting Papers 306, Society for Economic Dynamics.
- Bruce Mizrach & Christopher J. Neely, 2007. "Information shares in the U.S. treasury market," Working Papers 2005-070, Federal Reserve Bank of St. Louis.
- Rodolfo Apreda, 2005. "The subsidiarity principle and the negative spread. A case in point for the governance of state-owned banks," CEMA Working Papers: Serie Documentos de Trabajo. 308, Universidad del CEMA.
- Cristina Arellano, 2005. "Default Risk, the Real Exchange Rate and Income Fluctuations in Emerging Economies," 2005 Meeting Papers 516, Society for Economic Dynamics.
- Xiaosong Zeng & Charles Goodhart, 2005. "China’s Banking Reform: Problems and Potential Solutions," FMG Special Papers sp163, Financial Markets Group.
- Heiko Schmiedel & Andreas Schönenberger, 2005. "Integration of securities market infrastructures in the euro area," Occasional Paper Series 33, European Central Bank.
- Hortlund, Per, 2005. "Do Inflation and High Taxes Increase Bank Leverage?," Working Paper Series in Economics and Finance 612, Stockholm School of Economics.
- Vivian Z. Yue, 2005. "Sovereign Default and Debt Renegotiation," 2005 Meeting Papers 138, Society for Economic Dynamics.
- Alexandre Ziegler & François-Xavier Delaloye & Michel Habib, 2005. "Negotiating over Banking Secrecy: The Case of Switzerland and the European Union," FAME Research Paper Series rp157, International Center for Financial Asset Management and Engineering.
- Jesper Berg & Annalisa Ferrando & Gabe de Bondt & Silvia Scopel, 2005. "The bank lending survey for the euro area," Occasional Paper Series 23, European Central Bank.
- Andrea Enria & Lorenzo Cappiello & Frank Dierick & Sergio Grittini & Andrew Haralambous & Angela Maddaloni & Philippe Molitor & Fatima Pires & Paolo Poloni, 2004. "Fair value accounting and financial stability," Occasional Paper Series 13, European Central Bank.
- Emine Boz, 2005. "Do Miracles Lead to Crises?: An Informational Frictions Explanation to Emerging Market Financial Crises," 2005 Meeting Papers 496, Society for Economic Dynamics.
- Luiz Chabalgoity & Emerson Marinho & Mauricio Benegas & Paulo de M. Jorge Neto, 2005. "The Impact Of De-Regulamentation On The Brazilian Banking Industry: A Production Metafrontier Approach," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 093, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Helene Rey & Philippe Martin, 2005. "Globalization and Emerging Markets: With or Without Crash?," 2005 Meeting Papers 152, Society for Economic Dynamics.
- Luis Berggrun, 2005. "Currency Hedging for a Dutch Investor: The Case of Pension Funds and Insurers," DNB Working Papers 054, Netherlands Central Bank, Research Department.
- Victoria Geyfman, 2005. "Risk-adjusted performance measures at bank holding companies with section 20 subsidiaries," Working Papers 05-26, Federal Reserve Bank of Philadelphia.
- Martin D. D. Evans & Richard K. Lyons, 2005. "Understanding Order Flow," NBER Working Papers 11748, National Bureau of Economic Research, Inc.
- Paul Beaudry & Franck Portier, 2005. "Stock Prices, Total Factor Productivity and Economic Fluctuations; Some Further Evidence from Japanese and U.S. Sectoral Data," 2005 Meeting Papers 515, Society for Economic Dynamics.
- Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno, 2005. "Arbitrage in the foreign exchange market: Turning on the microscope," Working Paper 2005/12, Norges Bank.
- Christian Thimann & Regine Wölfinger & Thierry Bracke & Rita Bessone Basto & Ole Hollensen & Stephan von Stenglin & Santiago Fernández de Lis & Pierre-François Weber & Marco Committeri & Rolf Pauli, 2005. "Managing financial crises in emerging market economies - experience with the involvement of private sector creditors," Occasional Paper Series 32, European Central Bank.
- Byström, Hans, 2005. "Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures," Working Papers 2005:44, Lund University, Department of Economics.
- Jose A. Lopez, 2005. "Empirical analysis of the average asset correlation for real estate investment trusts," Working Paper Series 2005-22, Federal Reserve Bank of San Francisco.
- Leena Mörttinen & Paolo Poloni & Patrick Sandars & Jukka Vesala, 2005. "Analysing banking sector conditions - how to use macro-prudential indicators," Occasional Paper Series 26, European Central Bank.
- Abadir, Karim & Talmain, Gabriel, 2005. "Distilling co-movements from persistent macro and financial series," Working Paper Series 0525, European Central Bank.
- Timothy H. Hannan, 2005. "ATM surcharge bans and bank market structure: the case of Iowa and its neighbors," Finance and Economics Discussion Series 2005-46, Board of Governors of the Federal Reserve System (U.S.).
- Guido M. Sandleris, 2005. "Sovereign Defaults: Information, Investment and Credit," 2005 Meeting Papers 21, Society for Economic Dynamics.
- David Andolfatto, 2005. "On the Coexistence of Money and Bonds," 2005 Meeting Papers 9, Society for Economic Dynamics.
- Pavel Cizek & Karel Komorad, 2005. "Implied Trinomial Trees," SFB 649 Discussion Papers SFB649DP2005-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Lieven Baele & Annalisa Ferrando & Peter Hördahl & Elizaveta Krylova & Cyril Monnet, 2004. "Measuring financial integration in the euro area," Occasional Paper Series 14, European Central Bank.
- Cedric Tille, 2005. "Financial Integration and the Wealth Effect of Exchange Rate Fluctuations," 2005 Meeting Papers 282, Society for Economic Dynamics.
- Antonella Basso & Stefania Funari, 2005. "Performance evaluation of ethical mutual funds in slump periods," GE, Growth, Math methods 0511001, EconWPA.
- Brissimis, Sophocles N. & Kosma, Theodora, 2005. "Market power, innovative activity and exchange rate pass-through in the euro area," Working Paper Series 0531, European Central Bank.
- Dean Karlan & Jonathan Zinman, 2005. "Elasticities of Demand for Consumer Credit," Working Papers 926, Economic Growth Center, Yale University.
- Sarbajit Chaudhuri, 2005. "Interactions Between Two Informal Sector Lenders And Interest Rate Determination In The Informal Credit Market: A Theoretical Analysis," Game Theory and Information 0511002, EconWPA.
- Item repec:dgr:kubtil:200412 is not listed on IDEAS anymore
- Martin D. D. Evans (Georgetown University), 2005. "Foreign Exchange Market Microstructure," Working Papers gueconwpa~05-05-20, Georgetown University, Department of Economics.
- Sanjay Banerjee & Parantap Basu, 2005. " Uninsured Risks, Loan Contracts and the Declining Equity Premium," CDMA Conference Paper Series 0502, Centre for Dynamic Macroeconomic Analysis.
- Howard Bodenhorn, 2005. "Usury Ceilings, Relationships and Bank Lending Behavior: Evidence from Nineteenth Century," NBER Working Papers 11734, National Bureau of Economic Research, Inc.
- Tomas Garbaravicius & Frank Dierick, 2005. "Hedge funds and their implications for financial stability," Occasional Paper Series 34, European Central Bank.
- Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2005. "Banking system stability: a cross-Atlantic perspective," Working Paper Series 0527, European Central Bank.
- Krylova, Elizaveta & Nikkinen, Jussi & Vähämaa, Sami, 2005. "Cross-dynamics of volatility term structures implied by foreign exchange options," Working Paper Series 0530, European Central Bank.
- Natalia Chernyshoff & David S. Jacks & Alan M. Taylor, 2005. "Stuck on Gold: Real Exchange Rate Volatility and the Rise and Fall of the Gold Standard," NBER Working Papers 11795, National Bureau of Economic Research, Inc.
- André Geis & Arnaud Mehl & Stefan Wredenborg, 2004. "The international role of the euro - evidence from bonds issued by non-euro area residents," Occasional Paper Series 18, European Central Bank.
- B. Ravikumar & Enchuan Shao, 2005. "Search Frictions and Asset Price Volatility," 2005 Meeting Papers 227, Society for Economic Dynamics.
- Cappiello, Lorenzo & De Santis, Roberto A., 2005. "Explaining exchange rate dynamics: the uncovered equity return parity condition," Working Paper Series 0529, European Central Bank.
- Jean-Claude Maswana, 2005. "Reconciling the Chinese Financial Development with its Economic," Development and Comp Systems 0511024, EconWPA.
- Tassos Anastasatos & Ian R. Davidson, 2004. "How Homogenous are Currency Crises? A Panel Study using Multiple-Response Models," Discussion Paper Series 2004_23, Department of Economics, Loughborough University, revised Dec 2004.
- Noriko Inakura & Satoshi Shimizutani & Ralph Paprzycki, 2005. "Deposit Insurance and Depositor Discipline: Direct Evidence on Bank Switching Behavior in Japan," Hi-Stat Discussion Paper Series d05-125, Institute of Economic Research, Hitotsubashi University.
- Marie-Claude Beaulieu & Jean-Claude Cosset & Naceur Essaddam, 2005. "Price Political Uncertainty and Stock Market Returns: Evidence from the 1995 Quebec Referendum," Cahiers de recherche 0531, CIRPEE.
- Joel Peress, 2005. "The Stock Market and the Allocation of Capital in a Production Economy," 2005 Meeting Papers 534, Society for Economic Dynamics.
- Louis Bê Duc & Gabe de Bondt & Alessandro Calza & David Marqués Ibáñez & Adrian van Rixtel & Silvia Scopel, 2005. "Financing conditions in the euro area," Occasional Paper Series 37, European Central Bank.
- Skander Van den Heuvel, 2005. "The Welfare Cost of Bank Capital Requirements," 2005 Meeting Papers 880, Society for Economic Dynamics.
- David K. Musto & Nicholas S. Souleles, 2005. "A Portfolio View of Consumer Credit," NBER Working Papers 11735, National Bureau of Economic Research, Inc.
- Lieven Baele & Koen Inghelbrecht, 2005. "Structural versus Temporary Drivers of Country and Industry Risk," International Finance 0511005, EconWPA.
- Adalbert Winkler & Francesco Mazzaferro & Carolin Nerlich & Christian Thimann, 2004. "Official dollarisation/euroisation - motives, features and policy implications of current cases," Occasional Paper Series 11, European Central Bank.
- Istvan Konya & Peter Benczur, 2005. "Real Effects of Nominal Exchange Rate Shocks," 2005 Meeting Papers 51, Society for Economic Dynamics.
- Selo Imrohoroglu & Kaiji Chen & Ayse Imrohoroglu, 2005. "Japanese Saving Rate," 2005 Meeting Papers 747, Society for Economic Dynamics.
- Eijffinger, S.C.W. & Goderis, B.V.G., 2005. "Currency Crisis, Monetary Policy and Corporate Balance Sheet Vulnerabilities," Discussion Paper 2005-113, Tilburg University, Center for Economic Research.
- Felipe Meza & Erwan Quintin, 2005. "Financial Crises and Total Factor Productivity: The Mexican Case," 2005 Meeting Papers 478, Society for Economic Dynamics.
- Angela Maddaloni & Darren Pain, 2004. "Corporate ‘excesses’ and financial market dynamics," Occasional Paper Series 17, European Central Bank.
- fadil govori, 2005. "Investitorët Institucionalë," Finance 0511011, EconWPA.
- Burcu Duygan, 2005. "Aggregate Shocks, Idiosyncratic Risk, and Durable Goods Purchases: Evidence from Turkeys 1994 Financial Crisis," 2005 Meeting Papers 594, Society for Economic Dynamics.
- Emilie Laffiteau & Jean-Marc Montaud, 2005. "Currency Board et ajustements macroéconomiques : les leçons de l’expérience argentine," Documents de travail 120, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV.
- Reinhard Petschnigg, 2005. "The institutional framework for financial market policy in the USA seen from an EU perspective," Occasional Paper Series 35, European Central Bank.
- Brzoza-Brzezina, Michal, 2005. "Lending booms in the new EU Member States: will euro adoption matter?," Working Paper Series 0543, European Central Bank.
- Bernardo Guimaraes, 2005. "Market Expectations and Currency Crises: Theory and Empirics," 2005 Meeting Papers 174, Society for Economic Dynamics.
- Lionel de Boisdeffre, 2005. "Competitive equilibrium with asymmetric information : an existence theorem for numeraire assets," Cahiers de la Maison des Sciences Economiques b05067, Université Panthéon-Sorbonne (Paris 1).
- Geoffrey Dunbar, 2005. "International Lending, Capital Controls and Wealth Inequality," 2005 Meeting Papers 492, Society for Economic Dynamics.
- Denis Blum & Márcio I. Nakane, 2005. "O Impacto De Requerimentos De Capital Na Oferta De Crédito Bancário No Brasil," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 085, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Sean D. Campbell & Francis X. Diebold, 2005. "Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence," NBER Working Papers 11736, National Bureau of Economic Research, Inc.
- Sean D. Campbell, 2005. "Stock market volatility and the Great Moderation," Finance and Economics Discussion Series 2005-47, Board of Governors of the Federal Reserve System (U.S.).
- Geir H. Bjønnes & Steinar Holden & Dagfinn Rime & Haakon O.Aa. Solheim, 2005. "“Large” vs. “small” players: A closer look at the dynamics of speculative attacks," Working Paper 2005/13, Norges Bank.
- Francis E. Warnock & Veronica C. Warnock, 2005. "International capital flows and U.S. interest rates," International Finance Discussion Papers 840, Board of Governors of the Federal Reserve System (U.S.).
- Flynn, Sean M., 2005. "The Portfolio Allocation Effects of Investor Sentiment about the Ability of Managers to Beat the Market," Vassar College Department of Economics Working Paper Series 77, Vassar College Department of Economics.
- John Ammer & Nathanael Clinton & Gregory P. Nini, 2005. "Accounting standards and information: inferences from cross-listed financial firms," International Finance Discussion Papers 843, Board of Governors of the Federal Reserve System (U.S.).
- Rosemarie Bröker Bone, 2005. "A Importância Dos Fundamentos Nos Ratings Soberanos Brasileiros, 1994-2002," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 037, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Fernando Gonzalez & François Haas & Ronald Johannes & Mattias Persson & Liliana Toledo & Roberto Violi & Martin Wieland & Carmen Zins, 2004. "Market dynamics associated with credit ratings - a literature review," Occasional Paper Series 16, European Central Bank.
- Bernard Dumas & Alexander Kurshev & Raman Uppal, 2005. "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," NBER Working Papers 11803, National Bureau of Economic Research, Inc.
- Peter Ilmolelian, 2005. "The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation," Econometrics 0511016, EconWPA.
- Stracca, Livio, 2005. "Liquidity and real equilibrium interest rates: a framework of analysis," Working Paper Series 0542, European Central Bank.
- Frank Dierick, 2004. "The supervision of mixed financial services groups in Europe," Occasional Paper Series 20, European Central Bank.
- Caio Fonseca Ferreira & Elizabeth M. M. Q. Farina, 2005. "Concorrência E Performance Do Setor Bancário Em Um Mercado Heterogêneo," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 083, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Menkhoff, Lukas & Chodechai Suwanaporn, Chodechai, 2005. "On the Rationale of Bank Lending in Pre-Crisis Thailand," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-326, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Sarbajit Chaudhuri, 2005. "Interaction Of Formal And Informal Credit Markets In Backward," Game Theory and Information 0511001, EconWPA.
- Cyril Monnet & Erwan Quintin, 2005. "Why do financial systems differ? History matters," 2005 Meeting Papers 275, Society for Economic Dynamics.
- Dimitrios P. Tsomocos & Lea Zicchino, 2005. "On Modelling Endogenous Default," OFRC Working Papers Series 2005fe15, Oxford Financial Research Centre.
- Alexandre Rands Barros, 2005. "The Impact Of State Owned Banks On Interest Rates Spread," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 041, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Hortlund, Per, 2005. "The Provision of Liquidity in the Swedish Note-Banking System," Working Paper Series in Economics and Finance 613, Stockholm School of Economics.
- Item repec:dgr:kubtil:200525 is not listed on IDEAS anymore
- Daniel Reichstul & Gilberto Tadeu Lima, 2005. "Crédito Bancário E Atividade Econômica: Evidências Empíricas Para A Produção Industrial No Estado De São Paulo," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 119, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Julimar da Silva Bichara & André Moreira Cunha & Marcos Tadeu Caputi Lélis, 2005. "Integração Monetária E Financeira Na Ásia E No Mercosul," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 082, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Luiz Alberto D´Ávila de Araújo & Paulo de Melo Jorge Neto, 2005. "Risco E Competição Bancánria No Brasil," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 042, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Paolo Pellizzari & Arianna Dal Forno, 2005. "A comparison of different trading protocols in an agent-based market," Computational Economics 0511001, EconWPA.
- Item repec:ttu:wpaper:tutwpe05/120 is not listed on IDEAS anymore
- Harald Uhlig & Fiorella De Fiore, 2005. "Bank Finance versus Bond Finance: What Explains the Differences Between US and Europe?," 2005 Meeting Papers 618, Society for Economic Dynamics.
- Christian Hellwig & Arijit Mukherji, 2005. "Financial Crises and Interest Rates," 2005 Meeting Papers 172, Society for Economic Dynamics.
- Craig Burnside & Martin Eichenbaum, 2005. "Government Finance in the Wake of Currency Crises," 2005 Meeting Papers 429, Society for Economic Dynamics.
- Andrea Morone, 2005. "Financial Market in the Laboratory, an Experimental Analysis of some Stylized Facts," Papers on Strategic Interaction 2005-27, Max Planck Institute of Economics, Strategic Interaction Group.