This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Report NEP-FMK-2006-01-01
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 Other reports in NEP-FMK
The following items were anounced in this report:
Frank Dierick & Fatima Pires & Martin Scheicher & Kai Gereon Spitzer, 2005.
"The New Basel Capital Framework and its implementation in the European Union ,"
Occasional Paper Series
42, European Central Bank.
[Downloadable!] Fernando N. de Oliveira & Walter Novaes, 2005.
"The Market of Foreign Exchange Hedge in Brazil: Reactions of Financial Institutions to Interventions of the Central Bank ,"
IBMEC RJ Economics Discussion Papers
2005-13, Economics Research Group, IBMEC Business School - Rio de Janeiro.
[Downloadable!] Benjamin Yibin Zhang & Hao Zhou & Haibin Zhu, 2005.
"Explaining credit default swap spreads with the equity volatility and jump risks of individual firms ,"
Finance and Economics Discussion Series
2005-63, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Berger, Allen N. & Udell, Gregory F., 2005.
"A more complete conceptual framework for financing of small and medium enterprises ,"
Policy Research Working Paper Series
3795, The World Bank.
[Downloadable!] Aristeidis Samitas & Dimitris Kenourgios, 2005.
"Macroeconomic factors’ influence on “new” European countries stock returns: the case of four transition economies ,"
Finance
0512022, EconWPA.
[Downloadable!] Eduardo Levy Yeyati & Martín González Rozada, 2005.
"Global Factors and Emerging Market Spreads ,"
Business School Working Papers
globalfactorsspreads, Universidad Torcuato Di Tella.
[Downloadable!] Serafín Frache & Gabriel Katz, 2004.
"Estimating a Risky Term Structure of Uruguayan Sovereign Bonds ,"
Documentos de Trabajo (working papers)
0304, Department of Economics - dECON.
[Downloadable!] Cedric Tille, 2005.
"Financial integration and the wealth effect of exchange rate fluctuations ,"
Staff Reports
226, Federal Reserve Bank of New York.
[Downloadable!] Aart Kraay & Norman Loayza & Luis Servén & Jaume Ventura, 2000.
"Country portfolios ,"
Economics Working Papers
913, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!] Giuseppe Bruno & Ernesto Maurizio Ordine & Antonio Scalia, 2005.
"BanksÂ’ participation in the Eurosystem auctions and money market integration ,"
Temi di discussione (Economic working papers)
562, Bank of Italy, Economic Research Department.
[Downloadable!] Fadil Govori, 2005.
"Financial Markets And Institutions: Important Functions ,"
Finance
0512025, EconWPA.
[Downloadable!] Alberto Martin, 2005.
"Endogenous Credit Cycles ,"
Economics Working Papers
916, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 2006.
[Downloadable!] Item repec:fip:fedbpc:2005-1 is not listed on IDEAS anymore
Fatih Ozatay & Guven Sak, 2003.
"Banking Sector Fragility and Turkey’s 2000–01 Financial Crisis ,"
Working Papers
0308, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!] Linda S. Goldberg & Michael W. Klein, 2005.
"Establishing credibility: evolving perceptions of the European Central Bank ,"
Staff Reports
231, Federal Reserve Bank of New York.
[Downloadable!] Yuksel Gormez & Christopher Houghton Budd, 2003.
"Electronic Money Free Banking and Some Implications for Central Banking ,"
Working Papers
0303, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!] Knill, April M., 2005.
"Can foreign portfolio investment bridge the small firm financing gap around the world ? ,"
Policy Research Working Paper Series
3796, The World Bank.
[Downloadable!] Godwin Nwaobi, 2005.
"Securities Markets And Social Capital Integration In Africa: Risks And Policy Options ,"
Finance
0512019, EconWPA.
[Downloadable!] Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2005.
"International Stock Return Comovements ,"
NBER Working Papers
11906, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Leonardo Gambacorta & Simonetta Iannotti, 2005.
"Are there asymmetries in the response of bank interest rates monetary shocks? ,"
Temi di discussione (Economic working papers)
566, Bank of Italy, Economic Research Department.
[Downloadable!] Ferhan Salman, 2005.
"Risk Aversion, Sovereign Bonds and Risk Premium ,"
Working Papers
0514, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!] Leonardo Bartolini & Spence Hilton & Alessandro Prati, 2005.
"Money market integration ,"
Staff Reports
227, Federal Reserve Bank of New York.
[Downloadable!] Ingrid Lo & Stephen G. Sapp, 2005.
"Order Submission: The Choice between Limit and Market Orders ,"
Working Papers
05-42, Bank of Canada.
[Downloadable!] Liuren Wu & Frank Xiaoling Zhang, 2005.
"A no-arbitrage analysis of economic determinants of the credit spread term structure ,"
Finance and Economics Discussion Series
2005-59, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Ross Levine & Sergio Schmukler, 2005.
"Internationalization and Stock Market Liquidity ,"
NBER Working Papers
11894, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Lubos Pastor & Pietro Veronesi, 2005.
"Technological Revolutions and Stock Prices ,"
NBER Working Papers
11876, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Rohde,Kirsten I.M., 2005.
"A Reason for Sophisticated Investors not to seize Arbitrage Opportunities in Markets without Frictions ,"
Research Memoranda
053, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!] Beverly J. Hirtle & Kevin J. Stiroh, 2005.
"The return to retail and the performance of U.S. banks ,"
Staff Reports
233, Federal Reserve Bank of New York.
[Downloadable!] Dimitris Kenourgios & Aristeidis Samitas & Panagiotis Drosos, 2005.
"Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract ,"
Finance
0512018, EconWPA.
[Downloadable!] Marcus Noland, 2005.
"South Korea's Experience with International Capital Flows ,"
Peterson Institute Working Paper Series
WP05-4, Peterson Institute for International Economics.
[Downloadable!] Massimo Guidolin & Giovanna Nicodano, 2005.
"Small caps in international equity portfolios: the effects of variance risk ,"
Working Papers
2005-075, Federal Reserve Bank of St. Louis.
[Downloadable!] Luca Casolaro & Leonardo Gambacorta & Luigi Guiso, 2005.
"Regulation, formal and informal enforcement and the development of the household loan market. Lessons from Italy ,"
Temi di discussione (Economic working papers)
560, Bank of Italy, Economic Research Department.
[Downloadable!] Andrew Ang & Joseph chen, 2005.
"CAPM Over the Long Run: 1926-2001 ,"
NBER Working Papers
11903, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Dollar, David & Kraay, Aart, 2005.
"Neither a borrower nor a lender : does China's zero net foreign asset position make economic sense? ,"
Policy Research Working Paper Series
3801, The World Bank.
[Downloadable!] Ingyu Chiou & James Jordan- Wagner & Hai-Chin Yu, 2005.
"How do Currency Markets Interact? Evidence from the Yen-Dollar Exchange Rates in Tokyo, London, and New York ,"
Finance
0512024, EconWPA.
[Downloadable!] Michael S. Gibson, 2005.
"Measuring counterparty credit exposure to a margined counterparty ,"
Finance and Economics Discussion Series
2005-50, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] James Dow & Itay Goldstein & Alexander Guembel, 2005.
"Commitment to Overinvest and Price Informativeness ,"
OFRC Working Papers Series
2005fe18, Oxford Financial Research Centre.
[Downloadable!] Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein, 2005.
"Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options ,"
NBER Working Papers
11861, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Owen A. Lamont & Jeremy C. Stein, 2005.
"Investor Sentiment and Corporate Finance: Micro and Macro ,"
NBER Working Papers
11882, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Michael D. Bordo & Christopher M. Meissner, 2005.
"The Role of Foreign Currency Debt in Financial Crises: 1880-1913 vs. 1972-1997 ,"
NBER Working Papers
11897, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Ferhan Salman, 2005.
"Information, Capital Gains Taxes & New York Stock Exchange ,"
Working Papers
0513, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!] Oren Sussman & Alexander Guembel, 2005.
"Sovereign Debt Without Default Penalties ,"
OFRC Working Papers Series
2005fe17, Oxford Financial Research Centre.
[Downloadable!] Hui Guo & Jason Higbee, 2006.
"Market timing with aggregate and idiosyncratic stock volatilities ,"
Working Papers
2005-073, Federal Reserve Bank of St. Louis.
[Downloadable!] Gunther Schnabl, 2005.
"The Russian Currency Basket: The Rising Role of the Euro for Russia’s Exchange Rate Policies ,"
International Finance
0512005, EconWPA.
[Downloadable!] Zelal Aktas & Neslihan Kaya & Umit Ozlale, 2005.
"The Price Puzzle in Emerging Markets : Evidence from the Turkish Economy Using Model Based Risk Premium Derived from Domestic Fundamentals ,"
Working Papers
0502, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!] Dimitris Kenourgios & Spyros Papathanasiou & Emmanouil Rafail Melas, 2005.
"Initial Performance of Greek IPOs, Underwriter’s Reputation and Oversubscription ,"
Finance
0512023, EconWPA.
[Downloadable!] Frederic Mishkin, 2005.
"Is Financial Globalization Beneficial? ,"
NBER Working Papers
11891, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Hélène David-Benz & Idrissa Wade & Johny Egg, 2005.
"Market Information and Price Instability : An Insight into Vegetable Markets in Senegal ,"
Microeconomics
0512005, EconWPA.
[Downloadable!] Edward J. Kane, 2005.
"Confronting Divergent Interests in Cross-Country Regulatory Arrangements ,"
NBER Working Papers
11865, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Sarmistha Pal, 2005.
"Do External Funds Yield Lower Returns? Recent Evidence From East Asian Economies ,"
Development and Comp Systems
0512021, EconWPA.
[Downloadable!] Tony Cavoli & Ramkishen S. Rajan, 2005.
"The Capital Inflows Problem in Selected Asian Economies in the 1990s Revisited: The Role of Monetary Sterilization ,"
SCAPE Policy Research Working Paper Series
0518, National University of Singapore, Department of Economics, SCAPE.
[Downloadable!] Frode Brevik & Stefano d'Addona, 2005.
"Information Quality and Stock Returns Revisited ,"
University of St. Gallen Department of Economics working paper series 2005
2005-24, Department of Economics, University of St. Gallen.
[Downloadable!] Owen F. Humpage & Javiera Ragnartz, 2005.
"Swedish intervention and the Krona float, 1993–2002 ,"
Working Paper
0514, Federal Reserve Bank of Cleveland.
[Downloadable!] Federico Marongiu, 2005.
"Towards A New Set Of Leading Indicators Of Currency Crisis For Developing Countries: An Application To Argentina ,"
Public Economics
0512011, EconWPA.
[Downloadable!] Mehtap Kesriyeli & Erdal Ozmen & Serkan Yigit, 2005.
"Corporate Sector Debt Composition and Exchange Rate Balance Sheet Effect in Turkey ,"
Working Papers
0516, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!] Vicente Lazen, 2005.
"El Mercado Secundario de Deuda en Chile ,"
Finance
0512020, EconWPA.
[Downloadable!] Knill, April M., 2005.
"Taking the bad with the good : volatility of foreign portfolio investment and financial constraints of small firms ,"
Policy Research Working Paper Series
3797, The World Bank.
[Downloadable!] Michelle L. Barnes & Jose A. Lopez, 2005.
"Alternative measures of the Federal Reserve banks' cost of equity capital ,"
Public Policy Discussion Paper
05-2, Federal Reserve Bank of Boston.
[Downloadable!] Laurence Ales & Francesca Carapella & Pricila Maziero & Warren E. Weber, 2006.
"A model of banknote discounts ,"
Working Papers
641, Federal Reserve Bank of Minneapolis.
[Downloadable!] Marianne Bertrand & Dean Karlin & Sendhil Mullainathan & Eldar Shafir & Jonathan Zinman, 2005.
"What's Psychology Worth? A Field Experiment in the Consumer Credit Market ,"
NBER Working Papers
11892, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Ana Maria Herrera & Pinar Ozbay, 2005.
"A Dynamic Model of Central Bank Intervention ,"
Working Papers
0501, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!] Richard J. Rosen & Scott B. Smart & Chad J. Zutter, 2005.
"Why do firms go public? evidence from the banking industry ,"
Working Paper Series
WP-05-17, Federal Reserve Bank of Chicago.
[Downloadable!] Yongfu Huang, 2005.
"What determines financial development? ,"
Bristol Economics Discussion Papers
05/580, Department of Economics, University of Bristol, UK.
[Downloadable!] Walter Novaes & Fernando N. de Oliveira, 2005.
"Demanda de Derivativos de Câmbio no Brasil: Hedge ou Especulação ,"
IBMEC RJ Economics Discussion Papers
2005-14, Economics Research Group, IBMEC Business School - Rio de Janeiro.
[Downloadable!] Karen E. Dynan & Douglas W. Elmendorf & Daniel E. Sichel, 2005.
"Can financial innovation help to explain the reduced volatility of economic activity? ,"
Finance and Economics Discussion Series
2005-54, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Bjuggren, Per-Olof & Wiberg, Daniel, 2005.
"Industry Specific Effects in Investment Performance and Valuation of Firms - Marginal q in a Stock Market Bubble ,"
Working Paper Series in Economics and Institutions of Innovation
45, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
[Downloadable!] Hamdi KHALFAOUI, 2005.
"Question de causalité entre développement réel et développement financier : Une notion encore embarrassée ,"
Development and Comp Systems
0512020, EconWPA.
[Downloadable!] Jean-Pierre Danthine & John B. Donaldson & Paolo Siconolfi, 2005.
"Distribution Risk and Equity Returns ,"
Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)
05.10, Université de Lausanne, Faculté des HEC, DEEP.
[Downloadable!] Lasagabaster, Esperanza & Maimbo, Samuel Munzele & Hulugalle, Sriyani, 2005.
"Sri Lanka's migrant labor remittances : enhancing the quality and outreach of the rural remittance infrastructure ,"
Policy Research Working Paper Series
3789, The World Bank.
[Downloadable!] Refet S. Gürkaynak & Justin Wolfers, 2005.
"Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk ,"
IZA Discussion Papers
1899, Institute for the Study of Labor (IZA).
[Downloadable!] Jayati Sarkar & Subrata Sarkar, 2005.
"Debt and corporate governance in emerging economies: Evidence from India ,"
Indira Gandhi Institute of Development Research, Mumbai Working Papers
2005-007, Indira Gandhi Institute of Development Research, Mumbai, India.
[Downloadable!] Enrique Schroth & Dezsö Szalay, 2005.
"Cash breeds Success: The Role of Financing Constraints in Patent Races ,"
Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)
05.11, Université de Lausanne, Faculté des HEC, DEEP.
[Downloadable!] Paul Castillo & Diego Winkelried, 2005.
"Dollarization Persistence and Individual Heterogeneity ,"
Macroeconomics
0512014, EconWPA, revised 31 Dec 2005.
[Downloadable!] Ekaterina Goldfain & Eugen Kovac, 2005.
"Financing of Competing Projects with Venture Capital ,"
Bonn Econ Discussion Papers
bgse37_2005, University of Bonn, Germany.
[Downloadable!] Ozge Akinci & Olcay Yucel Culha & Umit Ozlale & Gulbin Sahinbeyoglu, 2005.
"The Effectiveness of Foreign Exchange Interventions for the Turkish Economy : A Post-Crisis Period Analysis ,"
Working Papers
0506, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!] Hamdi KHALFAOUI, 2005.
"Libéralisation financière : Impacts et conditions de réussite Un essai d'application pour les pays du Maghreb ,"
International Finance
0512006, EconWPA.
[Downloadable!] André SCHMITT & Sandrine SPAETER, 2005.
"Hedging Strategies and the Financing of the 1992 International Oil Pollution Compensation Fund ,"
Working Papers of BETA
2005-12, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg.
[Downloadable!] David C. Mills, Jr., 2005.
"Alternative central bank credit policies for liquidity provision in a model of payments ,"
Finance and Economics Discussion Series
2005-55, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Fumiko Hayashi & Stuart E. Weiner, 2005.
"Competition and credit and debit card interchange fees: a cross-country analysis ,"
Payments System Research Working Paper
PSR WP 05-03, Federal Reserve Bank of Kansas City.
[Downloadable!] Ramkishen S. Rajan, 2006.
"Managing New-Style Currency Crises: The Swan Diagram Approach Revisited ,"
SCAPE Policy Research Working Paper Series
0517, National University of Singapore, Department of Economics, SCAPE.
[Downloadable!] Ozge Akinci & Yasemin Barlas Ozer & Bulent Usta, 2005.
"Dolarizasyon Endeksleri : Turkiye’deki Dolarizasyon Surecine Iliskin Gostergeler ,"
Working Papers
0517, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!] Melike Altinkemer, 2003.
"Recent Experiences With Capital Controls : Is There A Lesson for Turkey? ,"
Working Papers
0305, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!] Gianni La Cava, 2005.
"Financial Constraints, the User Cost of Capital and Corporate Investment in Australia ,"
RBA Research Discussion Papers
rdp2005-12, Reserve Bank of Australia.
[Downloadable!] Eduardo Siandra, 2005.
"Uruguay Capital Market: Law-in-the-books or Law-in-action? ,"
Documentos de Trabajo (working papers)
0205, Department of Economics - dECON.
[Downloadable!] anonymous, 2005.
"Assessing the impact of electronic benefits transfer on America's communities and the U.S. payment system ,"
Payment Cards Center Discussion Paper
05-02, Federal Reserve Bank of Philadelphia.
[Downloadable!] Dasgupta, Susmita & Jong Ho Hong & Laplante, Benoit & Mamingi, Nlandu, 2004.
"Disclosure of environmental violations and the stock market in the Republic of Korea ,"
Policy Research Working Paper Series
3344, The World Bank.
[Downloadable!] Spiros Bougheas & Paul Mizen & Cihan Yalcin, 2004.
"Access to External Finance : Theory and Evidence on the Impact of Firm-Specific Characteristics ,"
Working Papers
0406, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!] This page was last updated on 2008-7-20.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .