Report NEP-FMK-2006-04-08

Subscribe to this report: email or RSS

Other reports in NEP-FMK

The following items were anounced in this report:

• Franklin Allen & Elena Carletti, 2005. "Credit Risk Transfer and Contagion," CFS Working Paper Series 2005/25, Center for Financial Studies. [Downloadable!]
• Dairo Estrada & Daniel Osorio, . "A Market Risk Approach to Liquidity Risk and Financial Contagion," Borradores de Economia 384, Banco de la Republica de Colombia. [Downloadable!]
• Sean D. Campbell & Francis X. Diebold, 2005. "Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence," CFS Working Paper Series 2005/22, Center for Financial Studies. [Downloadable!]
• Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," CEPR Discussion Papers 5578, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Wolfers, Justin & Zitzewitz, Eric, 2006. "Five Open Questions About Prediction Markets," CEPR Discussion Papers 5562, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Albuquerque, Rui & Vega, Clara, 2006. "Asymmetric Information in the Stock Market: Economic News and Co-movement," CEPR Discussion Papers 5598, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Luigi Guiso & Tullio Jappelli, 2005. "Awareness and Stock Market Participation," CFS Working Paper Series 2005/29, Center for Financial Studies. [Downloadable!]
• Foucault, Thierry & Menkveld, Albert J., 2006. "Competition for Order Flow and Smart Order Routing Systems," CEPR Discussion Papers 5523, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2006. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," CEPR Discussion Papers 5591, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Mauro, Paolo & Sussman, Nathan & Yafeh, Yishay, 2006. "Bloodshed or Reforms? The Determinants of Sovereign Bond Spreads in 1870-1913 and Today," CEPR Discussion Papers 5528, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Sumit Agarwal & Souphala Chomsisengphet & Chunlin Liu & Nicholas S. Souleles, 2005. "Do Consumers Choose the Right Credit Contracts?," CFS Working Paper Series 2005/32, Center for Financial Studies. [Downloadable!]
• Luigi Guiso & Paola Sapienza & Luigi Zingales, 2005. "Trusting the Stock Market," CFS Working Paper Series 2005/27, Center for Financial Studies. [Downloadable!]
• Michael Halisassos & Michael Reiter, 2005. "Credit Card Debt Puzzles," CFS Working Paper Series 2005/26, Center for Financial Studies. [Downloadable!]
• Eijffinger, Sylvester C W & Geraats, Petra M & van der Cruijsen, Carin A B, 2006. "Does Central Bank Transparency Reduce Interest Rates?," CEPR Discussion Papers 5526, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Andreas Röthig & Willi Semmler & Peter Flaschel, 2006. "Hedging, Speculation, and Investment in Balance-Sheet Triggered Currency Crises," Darmstadt Discussion Papers in Economics 168, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
• Michael Bleaney, . "The Currency Denomination Of Sovereign Debt," Discussion Papers 06/02, University of Nottingham, School of Economics. [Downloadable!]
• Fulvio Corsi & Uta Kretschmer & Stefan Mittnik & Christian Pigorsch, 2005. "The Volatility of Realized Volatility," CFS Working Paper Series 2005/33, Center for Financial Studies. [Downloadable!]
• Minford, Patrick & Peel, David, 2006. "On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets," CEPR Discussion Papers 5611, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Duffie, Darrell & Garleanu, Nicolae Bogdan & Pedersen, Lasse Heje, 2006. "Valuation in Over-the-Counter Markets," CEPR Discussion Papers 5491, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Albuquerque, Rui & de Francisco, Eva & Marques, Luis, 2006. "Marketwide Private Information in Stocks: Forecasting Currency Returns," CEPR Discussion Papers 5604, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Boot, Arnoud W A & Marinc, Matej, 2006. "Competition and Entry in Banking: Implications for Stability and Capital Regulation," CEPR Discussion Papers 5518, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Fung, William & Hsieh, David A & Naik, Narayan & Ramadorai, Tarun, 2006. "Hedge Funds: Performance, Risk and Capital Formation," CEPR Discussion Papers 5565, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Galina Hale & Assaf Razin & Hui Tong, 2006. "Institutional Weakness and Stock Price Volatility," NBER Working Papers 12127, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Benigno, Gianluca & Thoenissen, Christoph, 2006. "Consumption and Real Exchange Rates with Incomplete Markets and Non-Traded Goods," CEPR Discussion Papers 5580, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Diego Salzman & Emanuel Trifan, 2005. "Emotions, Bayesian Inference, and Financial Decision Making," Darmstadt Discussion Papers in Economics 166, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
• Franklin Allen & Elena Carletti & Robert Marquez, 2005. "Credit Market Competition and Capital Regulation," CFS Working Paper Series 2005/23, Center for Financial Studies. [Downloadable!]
• Miquel Faig, 2006. "Divisible Money In An Economy With Villages," Working Papers tecipa-216, University of Toronto, Department of Economics. [Downloadable!]
• Michael Bleaney, . "Fundamentals And Exchange Rate Volatility," Discussion Papers 06/03, University of Nottingham, School of Economics. [Downloadable!]
• Gavin Cameron & Kang Yong Tan & Prasanna Gai, 2006. "Sovereign Risk in the Classical Gold Standard Era," Economics Series Working Papers 258, University of Oxford, Department of Economics. [Downloadable!]
• Enrico Tanuwidjaja, 2006. "Multi Factor SUR in Event Study Analysis: Evidence from M&A in Singapore’s Financial Industry," SCAPE Policy Research Working Paper Series 0607, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
• Philippe Aghion & Philippe Bacchetta & Romain Ranciere & Kenneth Rogoff, 2006. "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," NBER Working Papers 12117, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Andreas Röthig & Carl Chiarella, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics 167, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
• Baeyens,K. & Manigart,S., 2006. "Follow-on financing of venture capital backed companies: the choice between debt, equity, existing and new investors," Vlerick Leuven Gent Management School Working Paper Series 2006-05, Vlerick Leuven Gent Management School. [Downloadable!]
• Ettore Damiano & Hao Li & Wing Suen, 2006. "Credible Ratings," Working Papers tecipa-219, University of Toronto, Department of Economics. [Downloadable!]
• John C. Bluedorn & Christopher Bowdler, 2005. "Monetary Policy and Exchange Rate Dynamics: New Evidence from the Narrative Approach to Shock Identification," Economics Papers 2005-W18, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Leon, Hyginus & Sarno, Lucio & Valente, Giorgio, 2006. "Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle," CEPR Discussion Papers 5527, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Suhejla Hoiti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje, 2005. "Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments," DEA Working Papers 14, Universitat de les Illes Balears, Departament d'Economía Aplicada. [Downloadable!]
• Enzo Giacomini & Michael Handel & Wolfgang K. Härdle, 2006. "Time Dependent Relative Risk Aversion," SFB 649 Discussion Papers SFB649DP2006-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Basak, Suleyman & Pavlova, Anna & Shapiro, Alex, 2006. "Optimal Asset Allocation and Risk Shifting in Money Management," CEPR Discussion Papers 5524, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Reichlin, Pietro, 2006. "Relating Output and Volatility in a Model of International Risk-Sharing with Limited Commitment," CEPR Discussion Papers 5557, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Takatoshi Ito & Yuko Hashimoto, 2006. "Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System," CIRJE F-Series CIRJE-F-407, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Helge Berger, 2006. "Optimal Central Bank Design: Benchmarks for the ECB," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
• Kjellberg, David, 2006. "Measuring Expectations," Working Paper Series 2006:9, Uppsala University, Department of Economics. [Downloadable!]
• Impavido, Gregorio & Rocha, Roberto, 2006. "Competition and performance in the Hungarian second pillar," Policy Research Working Paper Series 3876, The World Bank. [Downloadable!]
• Moritz Schularick & Thomas Steger, 2006. "Does Financial Integration Spur Economic Growth? New Evidence from the First Era of Financial Globalization," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
• Pijoan-Mas, Josep, 2006. "Pricing Risk in Economies with Heterogenous Agents and Incomplete Markets," CEPR Discussion Papers 5602, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Coricelli, Fabrizio & Mucci, Fabio & Revoltella, Debora, 2006. "Household Credit in the New Europe: Lending Boom or Sustainable Growth?," CEPR Discussion Papers 5520, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Patrícia Teixeira Lopes & Lúcia Lima Rodrigues, 2006. "Accounting for Financial Instruments: An Analysis of the Determinants of Disclosure in the Portuguese Stock Exchange," FEP Working Papers 209, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
• Helge Berger & Jakob de Haan & Jan-Egbert Sturm, 2006. "Does Money Matter in the ECB Strategy? New Evidence Based on ECB Communication," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
• Kollmann, Robert, 2006. "International Portfolio Equilibrium and the Current Account," CEPR Discussion Papers 5512, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Caballero, Ricardo & Farhi, Emmanuel & Gourinchas, Pierre-Olivier, 2006. "An Equilibrium Model of 'Global Imbalances' and Low Interest Rates," CEPR Discussion Papers 5573, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Limão, Nuno & Saggi, Kamal, 2006. "Tariff Retaliation versus Financial Compensation in the Enforcement of International Trade Agreements," CEPR Discussion Papers 5560, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Herbert Brücker & Philipp J. H. Schröder, 2006. "International Migration with Heterogeneous Agents: Theory and Evidence," IZA Discussion Papers 2049, Institute for the Study of Labor (IZA). [Downloadable!]
• Silke Brandts & Christian Laux, 2005. "ART Versus Reinsurance: The Disciplining Effect of Information Insensitivity," CFS Working Paper Series 2005/21, Center for Financial Studies. [Downloadable!]
• Lettau, Martin & Ludvigson, Sydney & Wachter, Jessica, 2006. "The Declining Equity Premium: What Role Does Macroeconomic Risk Play?," CEPR Discussion Papers 5519, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Faia, Ester & Monacelli, Tommaso, 2006. "Optimal Monetary Policy in a Small Open Economy with Home Bias," CEPR Discussion Papers 5522, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Aoki, Kosuke, 2006. "Price-Level Determination Under Dispersed Information and Monetary Policy," CEPR Discussion Papers 5570, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Item repec:col:001043:002426 is not listed on IDEAS anymore

• Miquel Faig & Pauline Shum, 2006. "What Explains Household Stock Holdings?," Working Papers tecipa-218, University of Toronto, Department of Economics. [Downloadable!]
• Alos-Ferrer, Carlos & Kirchsteiger, Georg & Walzl, Markus, 2006. "On the Evolution of Market Institutions: The Platform Design Paradox," CEPR Discussion Papers 5538, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Gebhardt, Georg & Schmidt, Klaus M., 2006. "Conditional Allocation of Control Rights in Venture Capital Finance," Discussion Papers in Economics 909, University of Munich, Department of Economics. [Downloadable!]
• Chin-Shien Lin & Haider A. Khan & Ying-Chieh Wang & Ruei-Yuan Chang, 2006. "A New Approach to Modeling Early Warning Systems for Currency Crises : can a machine-learning fuzzy expert system predict the currency crises effectively?," CIRJE F-Series CIRJE-F-411, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Hernando Vargas Herrera & Dpto de Estabilidad Financiera, . "El Riesgo de Mercado de la Deuda Pública: ¿Una Restricción a la Política Monetaria? El Caso Colombiano," Borradores de Economia 382, Banco de la Republica de Colombia. [Downloadable!]
• Svensson, Roger, 2006. "Innovation Performance and Government Financing," Working Paper Series 664, Research Institute of Industrial Economics, revised 30 Sep 2006. [Downloadable!]
• von Hagen, Jürgen & Zhou, Jizhong, 2006. "The Interaction Between Capital Controls and Exchange Rate Regimes: Evidence from Developing Countries," CEPR Discussion Papers 5537, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Linda S. Goldberg & José Manuel Campa, 2006. "Distribution Margins, Imported Inputs, and the Sensitivity of the CPI to Exchange Rates," NBER Working Papers 12121, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Jayasri Dutta, Colin Rowat, 2006. "The Road to Extinction: commons with capital markets," Discussion Papers 04-11r, Department of Economics, University of Birmingham.
• Yin-Wong Cheung, 2006. "An Empirical Model of Daily Highs and Lows," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
• Pinar Ayse Yesin, 2006. "Financing Government Expenditures Optimally," Working Papers 06.01, Swiss National Bank, Study Center Gerzensee. [Downloadable!]
• Imen Bentahar & Bruno Bouchard, 2006. "Barrier Option Hedging under Constraints: A Viscosity Approach," SFB 649 Discussion Papers SFB649DP2006-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Mauricio Avella Gómez, . "El Acceso De Colombia Al Financiamiento Externo Durante El Siglo Xx. Una Sintesis," Borradores de Economia 387, Banco de la Republica de Colombia. [Downloadable!]
• Burkart, Mike & Panunzi, Fausto, 2006. "Takeovers," CEPR Discussion Papers 5572, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Yannis Bilias & Dimitris Georgarakos & Michael Haliassos, 2005. "Equity Culture and the Distribution of Wealth," CFS Working Paper Series 2005/20, Center for Financial Studies. [Downloadable!]
• Julian Pérez Amaya, . "Evaluación de Reglas de Tasa de Interés en un Modelo de Economía Pequeña y Abierta," Borradores de Economia 385, Banco de la Republica de Colombia. [Downloadable!]
• Pavlo Blavatskyy & Ganna Pogrebna, 2006. "Risk Aversion When Gains Are Likely and Unlikely: Evidence from a Natural Experiment with Large Stakes," IEW - Working Papers iewwp278, Institute for Empirical Research in Economics - IEW. [Downloadable!]
• Item repec:hal:papers:halshs-00009834_v1 is not listed on IDEAS anymore

• Fernando Tenjo G. & Enrique López E. & Nancy Zamudio, . "Determinantes de la estructura de capital de las empresas colombianas (1996-2002)," Borradores de Economia 380, Banco de la Republica de Colombia. [Downloadable!]
• Neil A. Doherty & Alexander Muermann, 2005. "Insuring the Uninsurable: Brokers and Incomplete Insurance Contracts," CFS Working Paper Series 2005/24, Center for Financial Studies. [Downloadable!]
• Item repec:hal:papers:halshs-00009833_v1 is not listed on IDEAS anymore

• Flandreau, Marc & Jobst, Clemens, 2006. "The Empirics of International Currencies: Historical Evidence," CEPR Discussion Papers 5529, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Learning, Structural Instability and Present Value Calculations," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
• Item repec:hal:papers:halshs-00009836_v1 is not listed on IDEAS anymore

• Amy Finkelstein & James Poterba, 2006. "Testing for Adverse Selection with "Unused Observables"," NBER Working Papers 12112, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• John C. Bluedorn, 2005. "Hurricanes: Intertemporal Trade and Capital Shocks," Economics Papers 2005-W22, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• von Hagen, Jürgen & Zhou, Jizhong, 2006. "Fear of Floating and Fear of Pegging: An Empirical Analysis of De Facto Exchange Rate Regimes in Developing Countries," CEPR Discussion Papers 5530, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Fumagalli, Eileen & Vasconcelos, Helder, 2006. "Cross-Border Merger Waves," CEPR Discussion Papers 5601, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Item repec:col:001043:002427 is not listed on IDEAS anymore

This page was last updated on 2008-10-12.