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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 anounced in this report:
Kenneth Kletzer, 2005.
"Sovereign debt, volatility, and insurance ,"
Working Paper Series
2006-05, Federal Reserve Bank of San Francisco.
[Downloadable!] Maciej Firla-Cuchra, 2005.
"Explaining Launch Spreads on Structured Bonds ,"
Economics Series Working Papers
230, University of Oxford, Department of Economics.
[Downloadable!] 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.
[Downloadable!] 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).
[Downloadable!] 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.
[Downloadable!] 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).
[Downloadable!] Item repec:hal:papers:halshs-00009595_v1 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.
[Downloadable!] 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.
[Downloadable!] (restricted) 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 Revision, 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.
[Downloadable!] 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.
[Downloadable!] 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.
[Downloadable!] 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).
[Downloadable!] 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.
[Downloadable!] 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.
[Downloadable!] Henrik Cronqvist, 2005.
"Advertising and Portfolio Choice ,"
CeRP Working Papers
44, Center for Research on Pensions and Welfare Policies, Turin (Italy).
[Downloadable!] 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).
[Downloadable!] Peter N. Ireland, 2005.
"The monetary transmission mechanism ,"
Working Papers
06-1, Federal Reserve Bank of Boston.
[Downloadable!] Justin Wolfers & Eric Zitzewitz, 2006.
"Five open questions about prediction markets ,"
Working Paper Series
2006-06, Federal Reserve Bank of San Francisco.
[Downloadable!] Michele Cavallo & Cedric Tille, 2006.
"Could capital gains smooth a current account rebalancing? ,"
Staff Reports
237, Federal Reserve Bank of New York.
[Downloadable!] 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.
[Downloadable!] 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).
[Downloadable!] 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.
[Downloadable!] 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 ? ,"
Research series
200603-1, National Bank of Belgium.
[Downloadable!] 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.
[Downloadable!] Claudio Campanale, 2005.
"Increasing Returns to Saving and Wealth Inequality ,"
CeRP Working Papers
45, Center for Research on Pensions and Welfare Policies, Turin (Italy).
[Downloadable!] Philip Bond & David K. Musto & Bilge Yilmaz, 2006.
"Predatory lending in rational world ,"
Working Papers
06-2, Federal Reserve Bank of Philadelphia.
[Downloadable!] 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.
[Downloadable!] 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.
[Downloadable!] 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).
[Downloadable!] Dirk Schoenmaker & Charles Goodhart, 2006.
"Burden Sharing in a Banking Crisis in Europe ,"
FMG Special Papers
sp164, Financial Markets Group.
[Downloadable!] (restricted) Kathryn Graddy, 2006.
"Markets : The Fulton Fish Market ,"
Economics Series Working Papers
254, University of Oxford, Department of Economics.
[Downloadable!] 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.
[Downloadable!] 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.
[Downloadable!] J. Hirschberg & J. Lye & D.J. Slottje, 2005.
"Alernative Forms for Restricted Regressions ,"
Department of Economics - Working Papers Series
954, The University of Melbourne.
[Downloadable!] 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.
[Downloadable!] 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.
[Downloadable!] Joshua Aizenman & Reuven Glick, 2005.
"Pegged exchange rate regimes -- a trap? ,"
Working Paper Series
2006-07, Federal Reserve Bank of San Francisco.
[Downloadable!] 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).
[Downloadable!] 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.
[Downloadable!] David Chambers, 2005.
"The Missed Opportunity of IPOs by Tender: A Case Study in British Capital Market Failure ,"
Economics Series Working Papers
253, University of Oxford, Department of Economics.
[Downloadable!] 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.
[Downloadable!] 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.
[Downloadable!] Pablo F. Beker & Subir Chattopadhyay, 2005.
"Economic Survival when Markets are Incomplete ,"
Levine's Working Paper Archive
784828000000000422, David K. Levine.
[Downloadable!] 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.).
[Downloadable!] George Gelauff & Herman Stolwijk & Paul Veenendaal, 2005.
"Europe's financial perspectives in perspective ,"
CPB Documents
101, CPB Netherlands Bureau for Economic Policy Analysis.
[Downloadable!] Michela Cella, 2005.
"Risky Allocations from a Risk-Neutral Informed Principal ,"
Economics Series Working Papers
234, University of Oxford, Department of Economics.
[Downloadable!] Item repec:hal:papers:halshs-00009596_v1 is not listed on IDEAS anymore
This page was last updated on 2009-11-22.
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 .