Report NEP-FMK-2006-04-14
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:
- Item repec:eab:financ:672 is not listed on IDEAS anymore
- Pierre L. Siklos & Diana N. Weymark, 2006. "Measuring the Impact of Intervention on Exchange Market Pressure," Vanderbilt University Department of Economics Working Papers 0604, Vanderbilt University Department of Economics.
- Benfratello, Luigi & Schiantarelli, Fabio & Sembenelli, Alessandro, 2006. "Banks and Innovation: Microeconometric Evidence on Italian Firms," IZA Discussion Papers 2032, Institute for the Study of Labor (IZA).
- Ding, Yuan & Hervé, Stolowy & Hope, Ole-Kristian & Jeanjean, Thomas, 2005. "Differences between domestic accounting standards and IAS: measurement, determinants and implications," Les Cahiers de Recherche 826, HEC Paris.
- Item repec:dgr:kubtil:20063 is not listed on IDEAS anymore
- Daude, Christian & Fratzscher, Marcel, 2006. "The pecking order of cross-border investment," Working Paper Series 0590, European Central Bank.
- Thorsten Koeppl, 2004. "Risk Sharing through Financial Markets with Endogenous Enforcement of Trades," Working Papers 1048, Queen's University, Department of Economics.
- Limao, Nuno & Saggi, Kamal, 2006. "Tariff retaliation versus financial compensation in the enforcement of international trade agreements," Policy Research Working Paper Series 3873, The World Bank.
- Christian Hellwig, . "Additional Results for "Knowing What Others Know" (May 2006)," UCLA Economics Online Papers 379, UCLA Department of Economics.
- Botond Koszegi & Matthew Rabin, 2006. "Reference-Dependent Risk Attitudes," Levine's Bibliography 122247000000001267, UCLA Department of Economics.
- Leonardo Villar Gómez & David M. Salamanca Rojas & Andrés Murcia Pabón, . "Crédito, Represión Financiera y Flujos de Capitales en Colombia 1974-2003," Borradores de Economia 322, Banco de la Republica de Colombia.
- Christopher Udry & Santosh Anagol, 2006. "The Return to Capital in Ghana," Working Papers 932, Economic Growth Center, Yale University.
- Áron Gereben & Klára Pintér, 2005. "Implied volatility of foreign exchange options: is it worth tracking?," MNB Occasional Papers 2005/39, Magyar Nemzeti Bank (the central bank of Hungary).
- Mukesh Ralhan, 2006. "Determinants of Capital Flows: A Cross-Country Analysis," Econometrics Working Papers 0601, Department of Economics, University of Victoria.
- Miguel Segoviano, 2006. "Conditional Probabilty of Default Methodolgy," FMG Discussion Papers dp558, Financial Markets Group.
- Gunter Stephan & Georg Müller-Fürstenberger, 2006. "Discounting The Global Climate When Technological Change is Endogenous," Diskussionsschriften dp0603, Universitaet Bern, Departement Volkswirtschaft.
- Sentis, Patrick, 2005. "Introductions en bourse : quelles stratégies pour l’entreprise candidate ?," Accepted Papers Series 2005-6, Montpellier University, Center for Research in Finance.
- Jeanjean, Thomas & Cazavan-Jeny, Anne, 2005. "Levels of voluntary disclosure in IPO prospectuses : an empirical analysis," Les Cahiers de Recherche 827, HEC Paris.
- Gara Minguez Afonso, 2006. "Imperfect Common Knowledge in First Generation Models of Currency Crises," FMG Discussion Papers dp555, Financial Markets Group.
- Stephen M. Miller & Huiping Yuan, 2005. "Consistent Targets and Optimal Monetary Policy: Conservative Central Banker Redux," Working papers 2005-55, University of Connecticut, Department of Economics, revised Jan 2009.
- Item repec:dgr:kubtil:20061 is not listed on IDEAS anymore
- Patrick Bolton & Jose Scheinkman & Wei Xiong, 2006. "Pay for Short-Term Performance: Executive Compensation in Speculative Markets," NBER Working Papers 12107, National Bureau of Economic Research, Inc.
- Marc Potters & Jean-Philippe Bouchaud & Laurent Laloux, 2005. "Financial Applications of Random Matrix Theory: Old Laces and New Pieces," Science & Finance (CFM) working paper archive 500058, Science & Finance, Capital Fund Management.
- Dr. (elect.) Julia Korosteleva & Dr. Colin Lawson, . "The Belarusian Case of Transition: Whither Financial Repression?," Working Papers 2006_4, Business School - Economics, University of Glasgow.
- Item repec:dgr:kubtil:20062 is not listed on IDEAS anymore
- José M. Marín & Jacques Olivier, 2006. "The dog that did not bark: Insider trading and crashes," Economics Working Papers 948, Department of Economics and Business, Universitat Pompeu Fabra.
- Daisuke Ishikawa & Yoshiro Tsutsui, 2006. "Has the Credit Crunch Occurred in Japan in 1990s?," Discussion papers 06012, Research Institute of Economy, Trade and Industry (RIETI).
- Larry Wall & Maria Nieto, 2006. "Precondition for a Successful Implementation of Supervisors' Primpt Corrective Action: Is There a Case for a Banking Standard in the EU?," FMG Special Papers sp165, Financial Markets Group.
- Thorsten Koeppl & Cyril Monnet & Ted Temzelides, 2006. "A Dynamic Model of Settlement," Working Papers 1053, Queen's University, Department of Economics.
- Gottschalg, Oliver & Berg, Achim, 2005. "Understanding value generation in buyouts," Les Cahiers de Recherche 824, HEC Paris.
- Nicola Cetorelli & Linda Goldberg, 2006. "Risks in U.S. bank international exposures," Staff Reports 240, Federal Reserve Bank of New York.
- L. Gangadharan & A. Farrell & R. Croson, 2005. "Investment Decisions and Emissions Reductions : Results from Experiments in Emissions Trading," Department of Economics - Working Papers Series 942, The University of Melbourne.
- Paul Levine & Alexandros Mandilaras & Jun Wang, 2006. "Public Debt Maturity and Currency Crises," School of Economics Discussion Papers 0406, School of Economics, University of Surrey.
- Item repec:eab:macroe:682 is not listed on IDEAS anymore
- Item repec:fip:fedgfe:2006-2 is not listed on IDEAS anymore
- Calza, Alessandro & Zaghini, Andrea, 2006. "Non-linear dynamics in the euro area demand for M1," Working Paper Series 0592, European Central Bank.
- Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2006. "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," SIFR Research Report Series 42, Institute for Financial Research.
- Ben R. Craig & William E. Jackson, III & James B. Thomson, 2006. "Small-firm credit markets, SBA-guaranteed lending, and economic performance in low-income areas," Working Paper 0601, Federal Reserve Bank of Cleveland.
- Marianne Crowe & Scott Schuh & Joanna Stavins, 2006. "Consumer behavior and payment choice: a conference summary," Public Policy Discussion Paper 06-1, Federal Reserve Bank of Boston.
- Item repec:ece:dispap:8 is not listed on IDEAS anymore
- Morten L. Bech & Rod Garratt, 2006. "Illiquidity in the interbank payment system following wide-scale disruptions," Staff Reports 239, Federal Reserve Bank of New York.
- Paul Söderlind, 2006. "C-CAPM Refinements and the Cross-Section of Returns," University of St. Gallen Department of Economics working paper series 2006 2006-07, Department of Economics, University of St. Gallen.
- Clive G. Bowsher, 2005. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers 2005-W26, Economics Group, Nuffield College, University of Oxford.
- Olivier Guedj & Jean-Philippe Bouchaud, 2004. "Experts' earning forecasts: bias, herding and gossamer information," Science & Finance (CFM) working paper archive 500062, Science & Finance, Capital Fund Management.
- Chang-Tai Hsieh & Jonathan A. Parker, 2006. "Taxes and Growth in a Financially Underdeveloped Country: Evidence from the Chilean Investment Boom," NBER Working Papers 12104, National Bureau of Economic Research, Inc.
- Thomas A. Garrett & Nalinaksha Bhattacharyya, 2006. "Why people choose negative expected return assets - an empirical examination of a utility theoretic explanation," Working Papers 2006-014, Federal Reserve Bank of St. Louis.
- Veronika Ilsjan & Kaia Kask, 2005. "Practical Issues in the Valuation of Real Properties with Special Reference to Income Approach and Financial Reporting Purpose," Working Papers 132, Tallinn School of Economics and Business Administration, Tallinn University of Technology.
- Gottschalg, Oliver & Meier, Degenhard, 2005. "Interest alignment and firm performance," Les Cahiers de Recherche 825, HEC Paris.
- Thorsten Koeppl & James MacGee, 2005. "What Banks Do and Markets Don't: Cross-subsidization," Working Papers 1052, Queen's University, Department of Economics.
- Jan Hanousek & Jan Bena, 2006. "Rent Extraction by Large Shareholders: Evidence Using Dividend Policy in the Czech Republic," FMG Discussion Papers dp556, Financial Markets Group.
- Jane E. Ihrig & Mario Marazzi & Alexander D. Rothenberg, 2006. "Exchange-rate pass-through in the G-7 countries," International Finance Discussion Papers 851, Board of Governors of the Federal Reserve System (U.S.).
- Christian Dreger & Jürgen Wolters, 2006. "Investigating M3 Money Demand in the Euro Area: New Evidence Based on Standard Models," Discussion Papers of DIW Berlin 561, DIW Berlin, German Institute for Economic Research.
- Manoj Atolia, 2003. "Productivity-Enhancing Reforms, Private Capital Inflows, and Real Interest Rates in Africa," Working Papers wp2003_10_02, Department of Economics, Florida State University, revised Dec 2008.
- Item repec:eab:macroe:683 is not listed on IDEAS anymore
- Item repec:umc:wpaper:0604 is not listed on IDEAS anymore
- Gita Gopinath & Roberto Rigobon, 2006. "Sticky Borders," NBER Working Papers 12095, National Bureau of Economic Research, Inc.
- Item repec:eab:microe:671 is not listed on IDEAS anymore
- Thorsten Koeppl & Cyril Monnet, 2005. "Guess what: It's the Settlements!," Working Papers 1051, Queen's University, Department of Economics.
- Eric M. Leeper & Shu-Chun Susan Yang, 2006. "Dynamic Scoring: Alternative Financing Schemes," NBER Working Papers 12103, National Bureau of Economic Research, Inc.
- Lisa Borland & Jean-Philippe Bouchaud & Jean-Francois Muzy & Gilles Zumbach, 2005. "The Dynamics of Financial Markets -- Mandelbrot's multifractal cascades, and beyond," Science & Finance (CFM) working paper archive 500061, Science & Finance, Capital Fund Management.
- Item repec:hal:papers:halshs-00009788 is not listed on IDEAS anymore
- Ali al-Nowaihi & Paul Levine & Alex Mandilaras, 2006. "Central Bank Independence and the `Free Lunch Puzzle': A New Perspective," School of Economics Discussion Papers 0806, School of Economics, University of Surrey.
- Narayana R. Kocherlakota & Luigi Pistaferri, 2006. "Household Heterogeneity and Real Exchange Rates," Levine's Bibliography 122247000000001275, UCLA Department of Economics.
- Valentin Kenndler, 2006. "New York City¿s Role as a Global Hub in the Contemporary Art Market - A Qualitative Analysis on Driving Forces and Success Factors," NEURUS papers neurusp88, NEURUS - Network of European and US Regional and Urban Studies.
- Jean-Philippe Bouchaud & Julien Kockelkoren & Marc Potters, 2004. "Random walks, liquidity molasses and critical response in financial markets," Science & Finance (CFM) working paper archive 500063, Science & Finance, Capital Fund Management.
- Ole E. Barndorff-Nielsen & Neil Shephard, 2005. "Variation, jumps, market frictions and high frequency data in financial econometrics," Economics Papers 2005-W16, Economics Group, Nuffield College, University of Oxford.
- Hanno Lustig, . "When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn)," UCLA Economics Online Papers 380, UCLA Department of Economics.
- Geraats, P. & Eijffinger, S.C.W. & Cruijsen, C.A.B. van der, 2006. "Does Central Bank Transparancy Reduce Interest Rates?," Discussion Paper 2006-11, Tilburg University, Center for Economic Research.
- James Heintz & Gerald Epstein, 2006. "Monetary Policy and Financial Sector Reform For Employment Creation and Poverty Reduction in Ghana," Working Papers wp113, Political Economy Research Institute, University of Massachusetts at Amherst.
- Ondrej Knot & Ondrej Vychodil, 2006. "Bankruptcy Regimes and Gambling on Resurrection," CERGE-EI Working Papers wp290, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
- Jaan Alver, 2005. "Preparation and Analysis of Cash Flow Statements: The Net Profit Approach and Operating Profit Approach," Working Papers 127, Tallinn School of Economics and Business Administration, Tallinn University of Technology.
- Item repec:dgr:umamet:2006027 is not listed on IDEAS anymore
- Item repec:dgr:umamet:2006011 is not listed on IDEAS anymore
- Item repec:fip:fedlwp:2006-012 is not listed on IDEAS anymore
- Item repec:ece:dispap:6 is not listed on IDEAS anymore
- Faik Koray & W. Douglas McMillin, . "Fiscal Shocks, the Trade Balance, and the Exchange Rate," Departmental Working Papers 2006-02, Department of Economics, Louisiana State University.
- Guillermo A. Calvo & Alejandro Izquierdo & Ernesto Talvi, 2006. "Phoenix Miracles in Emerging Markets: Recovering without Credit from Systemic Financial Crises," NBER Working Papers 12101, National Bureau of Economic Research, Inc.
- Lisa Borland & Jean-Philippe Bouchaud, 2005. "On a multi-timescale statistical feedback model for volatility fluctuations," Science & Finance (CFM) working paper archive 500059, Science & Finance, Capital Fund Management.
- Shinichi Nishiyama & Tae Okada & Wako Watanabe, 2006. "Do Banks Reduce Lending Preemptively in Response to Capital Losses?," Discussion papers 06016, Research Institute of Economy, Trade and Industry (RIETI).
- Siem Jan Koopman & Roman Kraeussl & Andre Lucas & Andre Monteiro, 2006. "Credit Cycles and Macro Fundamentals," Tinbergen Institute Discussion Papers 06-023/2, Tinbergen Institute.
- Joao Correia-da-Silva & Carlos Hervés-Beloso, 2006. "Rational Expectations Equilibrium in Economies with Uncertain Delivery," FEP Working Papers 206, Universidade do Porto, Faculdade de Economia do Porto.
- Colin Rowat and Jayasri Dutta, 2005. "The Commons with Capital Markets," Discussion Papers 05-19, Department of Economics, University of Birmingham.
- Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2008. "Time-varying risk, interest rates, and exchange rates in general equilibrium," Staff Report 371, Federal Reserve Bank of Minneapolis.
- Christopher Bowdler, 2005. "Openness, exchange rate regimes and the Phillips curve," Economics Papers 2005-W25, Economics Group, Nuffield College, University of Oxford.
- Item repec:dgr:kubtil:20065 is not listed on IDEAS anymore
- Edward F. Buffie & Manoj Atolia, 2005. "Exchange-Rate-Based Stabilization, Durables Consumption, and the Stylized Facts," Working Papers wp2005_12_01, Department of Economics, Florida State University, revised Jan 2009.
- Neil Shephard, 2005. "Stochastic Volatility," Economics Papers 2005-W17, Economics Group, Nuffield College, University of Oxford.
- Alar Kein, 2005. "An Investigation of the Role of Cross-Border Spillover of Returns and Volatility in the Estonian Stock Market," Working Papers 120, Tallinn School of Economics and Business Administration, Tallinn University of Technology.
- Christiaan Hogendorn, 2006. "Tacit Collusion in Capacity Investment: The Role of Capacity Exchanges," Wesleyan Economics Working Papers 2006-002, Wesleyan University, Department of Economics.
- Klaus Keller & Gary Yohe & Michael Schlesinger, 2005. "Managing the Risks of Climate Thresholds: Uncertainties and Information Needs," Wesleyan Economics Working Papers 2005-009, Wesleyan University, Department of Economics.
- Grund, Christian & Sliwka, Dirk, 2006. "Performance Pay and Risk Aversion," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 101, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Olan T. Henry & Nilss Olekalns & Sandy Suardi, 2005. "Equity Return and Short-Term Interest Rate Volatility : Level Effects and Asymmetric Dynamics," Department of Economics - Working Papers Series 941, The University of Melbourne.
- Kang-Kook Lee & James Crotty, 2005. "The Effects of Neoliberal "Reforms" on the Post-Crisis Korean Economy," Working Papers wp111, Political Economy Research Institute, University of Massachusetts at Amherst.
- Item repec:pas:camaaa:2006-11 is not listed on IDEAS anymore
- Refet S. Gürkaynak & Andrew T. Levin & Eric T. Swanson, 2006. "Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden," Working Paper Series 2006-09, Federal Reserve Bank of San Francisco.
- Wayne E. Ferson & Andrew F. Siegel, 2006. "Testing Portfolio Efficiency with Conditioning Information," NBER Working Papers 12098, National Bureau of Economic Research, Inc.
- Toshihiro Okubo, 2006. "Shake Hands or Shake Apart? Pre-war Global Trade and Currency Blocs--the role of the Japanese Empire," IHEID Working Papers 05-2006, Economics Section, The Graduate Institute of International Studies.
- Matthieu Wyart & Jean-Philippe Bouchaud & Julien Kockelkoren & Marc Potters & Michele Vettorazzo, 2006. "Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets," Science & Finance (CFM) working paper archive 500067, Science & Finance, Capital Fund Management.
- Christian Hellwig, . "Supplementary Material for "Dynamic Global Games of Regime Change..." (October 2006)," UCLA Economics Online Papers 376, UCLA Department of Economics.
- Katrin Kull, 2005. "Theoretical and Methodological Foundations for Personality Research in the Context of Business-to-Business Relationships: the Case of Financial Services," Working Papers 135, Tallinn School of Economics and Business Administration, Tallinn University of Technology.
- Antonio Anelli, 2006. "Economia regionale e sistema bancario locale: la Banca di Deliceto dal 1925 al 1939," Quaderni DSEMS 03-2006, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
- Item repec:eab:financ:670 is not listed on IDEAS anymore
- Item repec:eab:financ:669 is not listed on IDEAS anymore
- Luc, BAUWENS & Walid, BEN OMRANE & Erick, Rengifo, 2006. "Intra-Daily FX Optimal Portfolio Allocation," Discussion Papers (ECON - Département des Sciences Economiques) 2006005, Université catholique de Louvain, Département des Sciences Economiques.
- Takatoshi Ito & Kiyotaka Sato, 2006. "Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through," CIRJE F-Series CIRJE-F-406, CIRJE, Faculty of Economics, University of Tokyo.