Report NEP-FMK-2006-03-18
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 announced in this report:
- Kenneth Kletzer, 2005. "Sovereign debt, volatility, and insurance," Working Paper Series 2006-05, Federal Reserve Bank of San Francisco.
- Maciej Firla-Cuchra, 2005. "Explaining Launch Spreads on Structured Bonds," Economics Series Working Papers 230, University of Oxford, Department of Economics.
- Marta Gomez Puig, 2006. "The Impact of Monetary Union on EU-15 Sovereign Debt Yield Spreads," Working Papers in Economics 147, Universitat de Barcelona. Espai de Recerca en Economia.
- Kazuhiko NISHINA & Tatsuro Nabil MAGHREBI & Moo-Sung KIM, 2006. "Stock Market Volatility And The Forecasting Accuracy Of Implied Volatility Indices," Discussion Papers in Economics and Business 06-09, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
- Adrien Verdelhan & Hanno Lustig, 2005. "The Cross-Section Of Foreign Currency Risk Premia And Consumption Growth Risk," Boston University - Department of Economics - Working Papers Series WP2005-019, Boston University - Department of Economics.
- Annamaria Lusardi & Olivia S. Mitchell, 2005. "Financial Literacy and Planning: Implications for Retirement Wellbeing," CeRP Working Papers 46, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Item repec:hal:papers:halshs-00009595 is not listed on IDEAS anymore
- Long Chen & Hui Guo & Lu Zhang, 2006. "Equity market volatility and expected risk premium," Working Papers 2006-007, Federal Reserve Bank of St. Louis.
- Gary Gorton & Ping He & Lixin Huang, 2006. "Asset Prices When Agents are Marked-to-Market," NBER Working Papers 12075, National Bureau of Economic Research, Inc.
- Boer-Sorban, K. & Kaymak, U. & Spiering, J., 2006. "From Discrete-Time Models to Continuous-Time, Asynchronous Models of Financial Markets," Research Paper ERS-2006-009-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
- Refet S. Gürkaynak & Brian Sack & Eric Swanson, 2006. "Market-based measures of monetary policy expectations," Working Paper Series 2006-04, Federal Reserve Bank of San Francisco.
- Fourçans, André & Vranceanu, Radu, 2006. "Is the ECB so special? A qualitative and quantitative analysis," ESSEC Working Papers DR 06004, ESSEC Research Center, ESSEC Business School.
- Massimo Guidolin & Giovanna Nicodano, 2005. "Small Caps in International Equity Portfolios: The Effects of Variance Risk," CeRP Working Papers 41, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Hui Guo & Christopher J. Neely, 2006. "Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model," Working Papers 2006-006, Federal Reserve Bank of St. Louis.
- Pierre Perron† & Tatsuma Wada, 2005. "Let’s Take a Break: Trends and Cycles in US Real GDP?," Boston University - Department of Economics - Working Papers Series WP2005-031, Boston University - Department of Economics, revised Oct 2005.
- Henrik Cronqvist, 2005. "Advertising and Portfolio Choice," CeRP Working Papers 44, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2005. "Investing for the Long-Run in European Real Estate. Does Predictability Matter?," CeRP Working Papers 40, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Peter N. Ireland, 2005. "The monetary transmission mechanism," Working Papers 06-1, Federal Reserve Bank of Boston.
- Justin Wolfers & Eric Zitzewitz, 2006. "Five open questions about prediction markets," Working Paper Series 2006-06, Federal Reserve Bank of San Francisco.
- Michele Cavallo & Cedric Tille, 2006. "Could capital gains smooth a current account rebalancing?," Staff Reports 237, Federal Reserve Bank of New York.
- Samuel Malone, 2005. "Managing Default Risk for Commodity Dependent Countries: Price Hedging in an Optimizing Model," Economics Series Working Papers 246, University of Oxford, Department of Economics.
- Margus Kõomägi & Priit Sander, 2006. "Venture Capital Investments And Financing In Estonia: A Case Study Approach," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 44, Faculty of Economics and Business Administration, University of Tartu (Estonia).
- Alvaro Cartea & Diego del-Castillo-Negrete, 2006. "Fractional Diffusion Models of Option Prices in Markets with Jumps," Birkbeck Working Papers in Economics and Finance 0604, Birkbeck, Department of Economics, Mathematics & Statistics.
- Item repec:fip:fedccf:12 is not listed on IDEAS anymore
- Patrick Van Roy, 2006. "Is there a difference between solicited and unsolicited bank ratings and if so, why ?," Working Paper Research 79, National Bank of Belgium.
- Matías Braun & Borja Larrain, 2005. "Supply matters for asset prices: evidence from IPOs in emerging markets," Working Papers 06-4, Federal Reserve Bank of Boston.
- Claudio Campanale, 2005. "Increasing Returns to Saving and Wealth Inequality," CeRP Working Papers 45, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Philip Bond & David K. Musto & Bilge Yilmaz, 2006. "Predatory lending in rational world," Working Papers 06-2, Federal Reserve Bank of Philadelphia.
- Maciej Firla-Cuchra & Tim Jenkinson, 2005. "Security Design in the Real World: Why are Securitization Issues Tranched?," Economics Series Working Papers 225, University of Oxford, Department of Economics.
- Item repec:bos:wpaper:wp2005-038 is not listed on IDEAS anymore
- Keith Sill, 2006. "Macroeconomic volatility and the equity premium," Working Papers 06-1, Federal Reserve Bank of Philadelphia.
- John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2005. "The importance of default options for retirement saving outcomes: evidence from the United States," CeRP Working Papers 43, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Dirk Schoenmaker & Charles Goodhart, 2006. "Burden Sharing in a Banking Crisis in Europe," FMG Special Papers sp164, Financial Markets Group.
- Kathryn Graddy, 2006. "Markets,The Fulton Fish Market," Economics Series Working Papers 254, University of Oxford, Department of Economics.
- Julia S. Cheney & Sherrie L.W. Rhine, 2006. "How effective were the financial safety nets in the aftermath of Katrina?," Payment Cards Center Discussion Paper 06-01, Federal Reserve Bank of Philadelphia.
- François Gourio, 2005. "Operating Leverage,Stock Market Cyclicality,and the Cross-Section of Returns," Boston University - Department of Economics - Working Papers Series WP2005-002, Boston University - Department of Economics.
- J. Hirschberg & J. Lye & D.J. Slottje, 2005. "Alernative Forms for Restricted Regressions," Department of Economics - Working Papers Series 954, The University of Melbourne.
- Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2006. "Partisan impacts on the economy: evidence from prediction markets and close elections," Working Paper Series 2006-08, Federal Reserve Bank of San Francisco.
- A. Chaudhuri & L. Gangadharan & Pushkar Maitra, 2005. "An Experimental Analysis ofGroup Size and Risk Sharing," Department of Economics - Working Papers Series 955, The University of Melbourne.
- Joshua Aizenman & Reuven Glick, 2005. "Pegged exchange rate regimes -- a trap?," Working Paper Series 2006-07, Federal Reserve Bank of San Francisco.
- Item repec:bos:wpaper:wp2005-044 is not listed on IDEAS anymore
- Willem THORBECKE, 2006. "The Effect of Exchange Rate Changes on Trade in East Asia," Discussion papers 06009, Research Institute of Economy, Trade and Industry (RIETI).
- Fernando Espinosa Navarro & Klender Cortez & Roman Jordi Adillon Boladeres, 2006. "A comparative Long-memory Analysis between Spanish, Mexican and U.S. interest rates," Working Papers in Economics 149, Universitat de Barcelona. Espai de Recerca en Economia.
- David Chambers, 2007. "Gentlemanly Capitalism Revisited: A Case Study of the Underpricing of Initial Public Offerings on the London Stock Exchange 1946-86," Economics Series Working Papers 253, University of Oxford, Department of Economics.
- Giang Ho & Anthony Pennington-Cross, 2006. "The impact of local predatory lending laws on the flow of subprime credit," Working Papers 2006-009, Federal Reserve Bank of St. Louis.
- Keith Welkes, 2005. "Financial resources for the environment: the unsuccessful attempt to create a private financing intermediary for brownfield redevelopment projects," Community Affairs Discussion Paper 05-01, Federal Reserve Bank of Philadelphia.
- Pablo F. Beker & Subir Chattopadhyay, 2005. "Economic Survival when Markets are Incomplete," Levine's Working Paper Archive 784828000000000422, David K. Levine.
- Luis-Felipe Zanna, 2006. "Fighting against currency depreciation, macroeconomic instability and sudden stops," International Finance Discussion Papers 848, Board of Governors of the Federal Reserve System (U.S.).
- George Gelauff & Herman Stolwijk & Paul Veenendaal, 2005. "Europe's financial perspectives in perspective," CPB Document 101, CPB Netherlands Bureau for Economic Policy Analysis.
- Michela Cella, 2005. "Risky Allocations from a Risk-Neutral Informed Principal," Economics Series Working Papers 234, University of Oxford, Department of Economics.
- Item repec:hal:papers:halshs-00009596 is not listed on IDEAS anymore